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Unconstrained optimization problems become more common in scientific computing and engineering applications with the rapid development of artificial intelligence, and numerical methods for solving them more quickly and efficiently have been…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Pengcheng Xie , Li Zhang

We explore the use of Physics Informed Neural Networks to analyse nonlinear Hamiltonian Dynamical Systems with a first integral of motion. In this work, we propose an architecture which combines existing Hamiltonian Neural Network…

Machine Learning · Computer Science 2023-08-09 Vedanta Thapar

The topic of this article is the numerical search of codimension 2 Normally Hyperbolic Invariant Manifolds (NHIM) in Hamiltonian systems with 3 degrees of freedom and their internal dynamics. We point out relations between different…

Chaotic Dynamics · Physics 2022-05-12 Francisco Gonzalez Montoya , Christof Jung

The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…

Numerical Analysis · Mathematics 2022-12-12 Robert I McLachlan , Christian Offen

This paper develops a structure-preserving numerical integration scheme for a class of higher-order mechanical systems. The dynamics of these systems are governed by invariant variational principles defined on higher-order tangent bundles…

Dynamical Systems · Mathematics 2013-10-11 Christopher L. Burnett , Darryl D. Holm , David M. Meier

In this paper, we will discuss new developments regarding the Geometric Nonholonomic Integrator (GNI) [23, 24]. GNI is a discretization scheme adapted to nonholonomic mechanical systems through a discrete geometric approach. This method was…

Mathematical Physics · Physics 2014-10-02 Sebastián Ferraro , Fernando Jiménez , David Martín de Diego

Classical Hamiltonian mechanics, characterized by a single conserved Hamiltonian (energy) and symplectic geometry, `hides' other invariants into symmetries of the Hamiltonian or into the kernel of the Poisson tensor. Nambu mechanics aims to…

Differential Geometry · Mathematics 2025-02-14 Nathan Duignan , Naoki Sato

In this contribution, we present a numerical analysis of the continuous stochastic gradient (CSG) method, including applications from topology optimization and convergence rates. In contrast to standard stochastic gradient optimization…

Optimization and Control · Mathematics 2023-03-23 Max Grieshammer , Lukas Pflug , Michael Stingl , Andrian Uihlein

We present a comparison of different numerical techniques for the integration of variational equations. The methods presented can be applied to any autonomous Hamiltonian system whose kinetic energy is quadratic in the generalized momenta,…

Chaotic Dynamics · Physics 2011-06-08 E. Gerlach , Ch. Skokos

A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

Numerical Analysis · Mathematics 2016-11-29 Dong Eui Chang , Fernando Jimenez , Matthew Perlmutter

Learning to simulate complex physical systems from data has emerged as a promising way to overcome the limitations of traditional numerical solvers, which often require prohibitive computational costs for high-fidelity solutions. Recent…

Machine Learning · Computer Science 2026-02-12 Tai Hoang , Alessandro Trenta , Alessio Gravina , Niklas Freymuth , Philipp Becker , Davide Bacciu , Gerhard Neumann

When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…

Computational Finance · Quantitative Finance 2022-11-24 Christian Bayer , Chiheb Ben Hammouda , Raúl Tempone

Preservation of linear and quadratic invariants by numerical integrators has been well studied. However, many systems have linear or quadratic observables that are not invariant, but which satisfy evolution equations expressing important…

Numerical Analysis · Mathematics 2025-06-02 Robert I. McLachlan , Ari Stern

This is a survey article, from the viewpoint of the completeness of the Marsden- Weinstein reduction, to introduce briefly some recent developments of the symmetric reductions and Hamilton-Jacobi theory of the regular controlled Hamiltonian…

Symplectic Geometry · Mathematics 2022-08-29 Hong Wang

We report a few sumerical tests comparing some newly defined energy-preserving integrators and symplectic methods, using either constant and variable stepsize.

Numerical Analysis · Mathematics 2010-09-30 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

Adjoint systems are widely used to inform control, optimization, and design in systems described by ordinary differential equations or differential-algebraic equations. In this paper, we explore the geometric properties and develop methods…

Optimization and Control · Mathematics 2023-12-20 Brian Tran , Melvin Leok

We study the interplay of symmetries and Gaussianity in bosonic systems, under closed and open dynamics, and develop a resource theory of Gaussian asymmetry. Specifically, we focus on Gaussian symmetry-respecting (covariant) operations,…

Quantum Physics · Physics 2025-10-30 Nikolaos Koukoulekidis , Iman Marvian

We study stochastically perturbed non-holonomic systems from a geometric point of view. In this setting, it turns out that the probabilistic properties of the perturbed system are intimately linked to the geometry of the constraint…

Mathematical Physics · Physics 2019-11-14 Simon Hochgerner , Tudor S. Ratiu

We revisit the classical problem of 3D shape interpolation and propose a novel, physically plausible approach based on Hamiltonian dynamics. While most prior work focuses on synthetic input shapes, our formulation is designed to be…

Computer Vision and Pattern Recognition · Computer Science 2020-04-14 Marvin Eisenberger , Daniel Cremers

The constrained gradient method (CGM) has recently been proposed to solve convex optimization and monotone variational inequality (VI) problems with general functional constraints. While existing literature has established convergence…

Optimization and Control · Mathematics 2025-11-24 Danqing Zhou , Hongmei Chen , Shiqian Ma , Junfeng Yang