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This paper presents a Lie-Trotter splitting for inertial Langevin equations (Geometric Langevin Algorithm) and analyzes its long-time statistical properties. The splitting is defined as a composition of a variational integrator with an…

Numerical Analysis · Mathematics 2010-04-05 Nawaf Bou-Rabee , Houman Owhadi

We show that Kahan's discretization of quadratic vector fields is equivalent to a Runge--Kutta method. When the vector field is Hamiltonian on either a symplectic vector space or a Poisson vector space with constant Poisson structure, the…

Numerical Analysis · Mathematics 2015-06-11 Elena Celledoni , Robert I McLachlan , Brynjulf Owren , G R W Quispel

Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…

Mathematical Physics · Physics 2007-05-23 Yuri A. Rylov

In this paper, we develop a Hamiltonian variational formulation for the nonequilibrium thermodynamics of simple adiabatically closed systems that is an extension of Hamilton's phase space principle in mechanics. We introduce the…

Mathematical Physics · Physics 2022-04-05 Hiroaki Yoshimura , François Gay-Balmaz

We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…

Computational Physics · Physics 2007-05-23 H. Y. Guo , Y. Q. Li , K. Wu

Several aspects of the connection between conserved integrals (invariants) and symmetries are illustrated within a hybrid Lagrangian-Hamiltonian framework for dynamical systems. Three examples are considered: a nonlinear oscillator with…

Mathematical Physics · Physics 2026-03-30 Stephen C. Anco

As a generalization and extension of our previous paper [Escobar-Ruiz and Azuaje, J. Phys. A: Math. Theor. 57, 105202 (2024)], in this work, the notions of particular integral and particular integrability in classical mechanics are extended…

Mathematical Physics · Physics 2024-08-20 R. Azuaje , A. M. Escobar-Ruiz

Variational space-time formulations for Partial Differential Equations have been of great interest in the last decades. While it is known that implicit time marching schemes have variational structure, the Galerkin formulation of explicit…

Numerical Analysis · Mathematics 2018-06-21 Judit Muñoz-Matute , David Pardo , Victor M. Calo , Elisabete Alberdi

In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…

Numerical Analysis · Mathematics 2014-01-31 Tomasz M. Tyranowski , Mathieu Desbrun

This article is concerned with analytic Hamiltonian dynamical systems in infinite dimension in a neighborhood of an elliptic fixed point. Given a quadratic Hamiltonian, we consider the set of its analytic higher order perturbations. We…

Dynamical Systems · Mathematics 2022-06-01 Michela Procesi , Laurent Stolovitch

In this paper we introduce a notion of integrability in the non autonomous sense. For the cases of 1 + 1/2 degrees of freedom and quadratic homogeneous Hamiltonians of 2 + 1/2 degrees of freedom we prove that this notion is equivalent to…

Mathematical Physics · Physics 2010-03-03 David Blazquez-Sanz , Sergio A. Carrillo Torres

In this paper we consider the relation between symmetries and first integrals for both continuous canonical Hamiltonian equations and discrete Hamiltonian equations. We observe that canonical Hamiltonian equations can be obtained by…

Mathematical Physics · Physics 2009-06-11 Vladimir Dorodnitsyn , Roman Kozlov

The superintegrability of two-dimensional Hamiltonians with a position dependent mass (pdm) is studied (the kinetic term contains a factor $m$ that depends of the radial coordinate). First, the properties of Killing vectors are studied and…

Mathematical Physics · Physics 2020-02-13 Manuel F. Rañada

We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic…

Numerical Analysis · Mathematics 2018-03-20 Jialin Hong , Chuying Huang , Xu Wang

It is well known that the Lagrangian and the Hamiltonian formalisms can be combined and lead to "covariant symplectic" methods. For that purpose a "pre-symplectic form" has been constructed from the Lagrangian using the so-called Noether…

High Energy Physics - Theory · Physics 2007-05-23 Bernard Julia , Sebastian Silva

One-dimensional scattering mediated by non-Hermitian Hamiltonians is studied. A schematic set of models is used which simulate two point interactions at a variable strength and distance. The feasibility of the exact construction of the…

Quantum Physics · Physics 2008-06-26 Miloslav Znojil

Variational integrators are a special kind of geometric discretisation methods applicable to any system of differential equations that obeys a Lagrangian formulation. In this thesis, variational integrators are developed for several…

Numerical Analysis · Mathematics 2014-12-08 Michael Kraus

A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…

Computational Physics · Physics 2009-11-13 Anthony JC Ladd , Gaurav Misra

We present a symplectic integrator, based on the canonical midpoint rule, for classical spin systems in which each spin is a unit vector in $\mathbb{R}^3$. Unlike splitting methods, it is defined for all Hamiltonians, and is…

Mathematical Physics · Physics 2023-03-20 Robert I. McLachlan , Klas Modin , Olivier Verdier

There is a growing interest in the conservation of invariants when numerically solving a system of ordinary differential equations. Methods that exactly preserve these quantities in time are known as geometric integrators. In this paper we…

Numerical Analysis · Mathematics 2015-05-14 Artur Palha , Marc Gerritsma