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In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…

Mathematical Physics · Physics 2011-09-23 Leonardo Colombo , Fernando Jimenez , David Martin de Diego

The paper addresses a continuous-time continuous-space chance-constrained stochastic optimal control (SOC) problem where the probability of failure to satisfy given state constraints is explicitly bounded. We leverage the notion of exit…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Apurva Patil , Alfredo Duarte , Fabrizio Bisetti , Takashi Tanaka

Discrete gradients (DG) or more exactly discrete gradient methods are time integration schemes that are custom-built to preserve first integrals or Lyapunov functions of a given ordinary differential equation (ODE). In conservative…

Numerical Analysis · Mathematics 2024-01-09 Volker Grimm , Tobias Kliesch , G. R. W. Quispel

In this chapter 2 of the e-book "Self-Organized Criticality Systems" we summarize the classical cellular automaton models, which consist of a statistical aspect that is universal to all SOC systems, and a physical aspect that depends on the…

Solar and Stellar Astrophysics · Physics 2012-04-24 Markus J. Aschwanden

In this document, we deal with the stabilization problem of slow-fast systems (or singularly perturbed Ordinary Differential Equations) at a non-hyperbolic point. The class of systems studied here have the following properties: 1) they have…

Systems and Control · Computer Science 2017-04-26 H. Jardon-Kojakhmetov , Jacquelien M. A. Scherpen , D. del Puerto-Flores

In the present paper we consider controllability and observability of second order linear time invariant systems in matrix form. Without reducing into first order systems we show how the classical conditions for first order linear systems…

Optimization and Control · Mathematics 2019-06-18 Elimhan N. Mahmudov

We give a continuous perspective on the Inertial Corrected Primal-Dual Proximal Splitting (IC-PDPS) proposed by Valkonen ({\it SIAM J. Optim.}, 30(2): 1391--1420, 2020) for solving saddle-point problems. The algorithm possesses nonergodic…

Optimization and Control · Mathematics 2024-05-24 Hao Luo

We define discrete Hamiltonian systems in the framework of discrete embeddings. An explicit comparison with previous attempts is given. We then solve the discrete Helmholtz's inverse problem for the discrete calculus of variation in the…

Numerical Analysis · Mathematics 2015-01-15 Jacky Cresson , Frédéric Pierret

Tracking and forecasting the rotation of objects is fundamental in computer vision and robotics, yet SO(3) extrapolation remains challenging as (1) sensor observations can be noisy and sparse, (2) motion patterns can be governed by complex…

Computer Vision and Pattern Recognition · Computer Science 2025-06-10 Lennart Bastian , Mohammad Rashed , Nassir Navab , Tolga Birdal

Geometric integrators for nonholonomic systems were introduced by Cort\'es and Mart\'inez in [Nonholonomic integrators, Nonlinearity, 14, 2001] by proposing a discrete Lagrange-D'Alembert principle. Their approach is based on the definition…

Numerical Analysis · Mathematics 2018-04-10 Luis C. Garcia-Naranjo , Fernando Jimenez

We reconsider both the global and local stability of solutions of continuously evolving dynamical systems from a geometric perspective. We clarify that an unambiguous definition of stability generally requires the choice of additional…

Mathematical Physics · Physics 2009-08-12 Raffaele Punzi , Mattias N. R. Wohlfarth

The Gerlach and Sengupta (GS) formalism of coordinate-invariant, first-order, spherical and nonspherical perturbations around an arbitrary spherical spacetime is generalized to higher orders, focusing on second-order perturbation theory.…

General Relativity and Quantum Cosmology · Physics 2009-11-11 David Brizuela , Jose M. Martin-Garcia , Guillermo A. Mena Marugan

The second-order differential equation describes harmonic oscillators, as well as currents in LCR circuits. This allows us to study oscillator systems by constructing electronic circuits. Likewise, one set of closed commutation relations…

High Energy Physics - Theory · Physics 2007-05-23 D. Han , Y. S. Kim , Marilyn E. Noz

We use direct statistical simulation (DSS) to find the low-order statistics of the well-known dynamical system, the Lorenz63 model. Instead of accumulating statistics from numerical simulation of the dynamical systems, we solve the…

Statistical Mechanics · Physics 2022-04-08 Kuan Li , J. B. Marston , Saloni Saxena , Steven M. Tobias

We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…

Mathematical Physics · Physics 2023-07-18 Ege Coban , Ilmar Gahramanov , Dilara Kosva

We study discretization of Darboux integrable systems. The discretization is done by using $x$- or $y$-integrals of the considered systems. New examples of semi-discrete Darboux integrable systems are obtained.

Exactly Solvable and Integrable Systems · Physics 2020-07-20 Kostyantyn Zheltukhin , Natalya Zheltukhina

Lagrangian systems with nonholonomic constraints may be considered as singular differential equations defined by some constraints and some multipliers. The geometry, solutions, symmetries and constants of motion of such equations are…

Mathematical Physics · Physics 2009-11-10 Xavier Gracia , Ruben Martin

Variational integrators are momentum-preserving and symplectic numerical methods used to propagate the evolution of Hamiltonian systems. In this paper, we introduce a new class of variational integrators that achieve fourth-order…

Numerical Analysis · Mathematics 2017-09-13 Gerardo De La Torre , Todd Murphey

Classical geometric mechanics, including the study of symmetries, Lagrangian and Hamiltonian mechanics, and the Hamilton-Jacobi theory, are founded on geometric structures such as jets, symplectic and contact ones. In this paper, we shall…

Mathematical Physics · Physics 2023-06-09 Qiao Huang , Jean-Claude Zambrini

Electron collisions, described by stochastic differential equations (SDEs), were simulated using a second-order weak convergence algorithm. Using stochastic analysis, we constructed an SDE for energetic electrons in Lorentz plasma to…

Plasma Physics · Physics 2018-11-15 Wentao Wu , Jian Liu , Hong Qin
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