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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

A new form of governing equations is derived from Hamilton's principle of least action for a constrained Lagrangian, depending on conserved quantities and their derivatives with respect to the time-space. This form yields conservation laws…

Fluid Dynamics · Physics 2008-01-16 Sergey Gavrilyuk , Henri Gouin

In this paper we study the representation of partial differential equations (PDEs) as abstract differential-algebraic equations (DAEs) with dissipative Hamiltonian structure (adHDAEs). We show that these systems not only arise when there…

Functional Analysis · Mathematics 2024-05-20 Volker Mehrmann , Hans Zwart

Over the past few years, deep learning has risen to the foreground as a topic of massive interest, mainly as a result of successes obtained in solving large-scale image processing tasks. There are multiple challenging mathematical problems…

In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…

Numerical Analysis · Mathematics 2022-07-21 Robert I McLachlan , Christian Offen

We use a new variational method --based on the theory of anti-selfdual Lagrangians developed in [2] and [3]-- to establish the existence of solutions of convex Hamiltonian systems that connect two given Lagrangian submanifolds in $\R^{2N}$.…

Analysis of PDEs · Mathematics 2007-05-23 Nassif Ghoussoub , Abbas Moameni

In this paper we study the reductions of evolutionary PDEs on the manifold of the stationary points of time--dependent symmetries. In particular we describe how that the finite dimensional Hamiltonian structure of the reduced system is…

Differential Geometry · Mathematics 2007-05-23 Monica Ugaglia

In this paper we study the reductions of evolutionary PDEs on the manifold of the stationary points of time-dependent symmetries. In particular we describe how the finite dimensional Hamiltonian structure of the reduced system is obtained…

solv-int · Physics 2007-05-23 Monica Ugaglia

This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

We present the multiplier method of constructing conservative finite difference schemes for ordinary and partial differential equations. Given a system of differential equations possessing conservation laws, our approach is based on…

Numerical Analysis · Mathematics 2016-01-12 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

We introduce a general framework allowing to apply the theory of regularity structures to discretisations of stochastic PDEs. The approach pursued in this article is that we do not focus on any one specific discretisation procedure.…

Probability · Mathematics 2024-04-15 Dirk Erhard , Martin Hairer

In this paper, we study the Lagrangian functions for a class of second-order differential systems arising from physics. For such systems, we present necessary and sufficient conditions for the existence of Lagrangian functions. Based on the…

Numerical Analysis · Mathematics 2024-11-26 Yihan Shen , Yajuan Sun

The multi-symplectic form for Hamiltonian PDEs leads to a general framework for geometric numerical schemes that preserve a discrete version of the conservation of symplecticity. The cases for systems or PDEs with dissipation terms has…

Numerical Analysis · Mathematics 2025-10-20 Hongling Su , Mengzhao Qin

A class of variational schemes for the hydrodynamic-electrodynamic model of lossless free-electron gas in a quasineutral background is developed for high-quality simulations of surface plasmon polaritons. The Lagrangian density of lossless…

Computational Physics · Physics 2019-02-27 Qiang Chen , Lifei Geng , Xiang Chen , Xiaojun Hao , Chuanchuan Wang , Xiaoyang Wang

We describe the main ingredients needed to create, from the smooth lagrangian density, a variational principle for discrete motions of a discrete rod, with corresponding conserved Noether currents. We describe all geometrical objects in…

Mathematical Physics · Physics 2023-10-19 Ana C. Casimiro , Cesar Rodrigo

We derive a Lagrangian based approach to study the compatible Hamiltonian structure of the dispersionless KdV and supersymmetric KdV hierarchies and claim that our treatment of the problem serves as a very useful supplement of the so-called…

Exactly Solvable and Integrable Systems · Physics 2008-04-25 Amitava Choudhuri , B. Talukdar , U. Das

In this paper, discrete analogues of Euler-Poincar\'{e} and Lie-Poisson reduction theory are developed for systems on finite dimensional Lie groups $G$ with Lagrangians $L:TG \to {\mathbb R}$ that are $G$-invariant. These discrete equations…

Numerical Analysis · Mathematics 2025-10-20 Jerrold E. Marsden , Sergey Pekarsky , Steve Shkoller

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

Mixed-dimensional partial differential equations arise in several physical applications, wherein parts of the domain have extreme aspect ratios. In this case, it is often appealing to model these features as lower-dimensional manifolds…

Analysis of PDEs · Mathematics 2017-05-22 J. M. Nordbotten , W. M. Boon

We consider the discretization of the $1d$-integral Dirichlet fractional Laplacian by $hp$-finite elements. We present quadrature schemes to set up the stiffness matrix and load vector that preserve the exponential convergence of $hp$-FEM…

Numerical Analysis · Mathematics 2024-07-17 Björn Bahr , Markus Faustmann , Jens Markus Melenk