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Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…

Optimization and Control · Mathematics 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

We present and compare different numerical schemes for the integration of the variational equations of autonomous Hamiltonian systems whose kinetic energy is quadratic in the generalized momenta and whose potential is a function of the…

Chaotic Dynamics · Physics 2015-03-17 Ch. Skokos , E. Gerlach

We present a general framework for constructing structure-preserving numerical integrators for nonholonomically constrained mechanical systems evolving on Lie groups using retraction maps. Retraction maps generalize the exponential map and…

Numerical Analysis · Mathematics 2026-04-08 Viyom Vivek , David Martin de Diego , Ravi N. Banavar

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where…

Numerical Analysis · Mathematics 2010-11-30 X. Dai , C. Le Bris , F. Legoll , Y. Maday

We propose a novel numerical homogenization method based on the edge multiscale approach for solving indefinite time-harmonic Maxwell equations in heterogeneous media with large wavenumber. Numerical methods for these equations in…

Numerical Analysis · Mathematics 2026-04-27 Yueqi Wang , Wing Tat Leung , Guanglian Li

For Hamiltonian systems, simulation algorithms that exactly conserve numerical energy or pseudo-energy have seen extensive investigation. Most available methods either require the iterative solution of nonlinear algebraic equations at each…

Numerical Analysis · Mathematics 2022-07-04 Stefan Bilbao , Michele Ducceschi , Fabiana Zama

In order to perform numerical studies of long-term stability in nonlinear Hamiltonian systems, one needs a numerical integration algorithm which is symplectic. Further, this algorithm should be fast and accurate. In this paper, we propose…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Govindan Rangarajan

Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…

Numerical Analysis · Mathematics 2024-11-19 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Lijin Wang

The objective of this paper is to derive the essential invariance and contraction properties for the geometric periodic systems, which can be formulated as a category of differential inclusions, and primarily rendered in the phase…

Systems and Control · Electrical Eng. & Systems 2021-04-30 Chen Qian , Yongchun Fang

This paper discusses reduction by symmetries for autonomous and non-autonomous forced mechanical systems with inelastic collisions. In particular, we introduce the notion of generalized hybrid momentum map and hybrid constants of the motion…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Leonardo J. Colombo , Manuel de León , María Emma Eyrea Irazú , Asier López-Gordón

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

Variational-hemivariational inequalities are an important mathematical framework for nonsmooth problems. The framework can be used to study application problems from physical sciences and engineering that involve non-smooth and even…

Numerical Analysis · Mathematics 2025-03-10 Weimin Han , Fang Feng , Fei Wang , Jianguo Huang

Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…

Numerical Analysis · Mathematics 2023-10-10 Anand Srinivasan , Jose E. Castillo

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…

Numerical Analysis · Mathematics 2017-02-23 Hugo Ricateau , Leticia F. Cugliandolo

Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter $\epsilon$, and the schemes under study preserve the…

Numerical Analysis · Mathematics 2015-03-19 Klas Modin , Gustaf Söderlind

In this paper we present an abstract nonsmooth optimization problem for which we recall existence and uniqueness results. We show a numerical scheme to approximate its solution. The theory is later applied to a sample static contact problem…

Optimization and Control · Mathematics 2023-09-19 Anna Ochal , Michal Jureczka , Piotr Bartman

In this paper, we present a geometric approach for computing controlled invariant sets for hybrid control systems. While the problem is well studied in the ellipsoidal case, this family is quite conservative for constrained or switched…

Optimization and Control · Mathematics 2021-12-08 Benoît Legat , Raphaël M. Jungers

One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. For example, it is well known that classical symplectic…

Numerical Analysis · Mathematics 2014-06-23 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

A complete geometric classification of symmetries of autonomous Hamiltonian mechanical systems is established; explaining how to obtain their associated conserved quantities in all cases. In particular, first we review well-known results…

Mathematical Physics · Physics 2020-10-05 N. Román-Roy