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Stochastic variational integrators for constrained, stochastic mechanical systems are developed in this paper. The main results of the paper are twofold: an equivalence is established between a stochastic Hamilton-Pontryagin (HP) principle…

Numerical Analysis · Mathematics 2007-09-23 Nawaf Bou-Rabee , Houman Owhadi

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

We show that symplectic Runge-Kutta methods provide effective symplectic integrators for Hamiltonian systems with index one constraints. These include the Hamiltonian description of variational problems subject to position and velocity…

Numerical Analysis · Mathematics 2014-02-28 Robert I McLachlan , Klas Modin , Olivier Verdier , Matt Wilkins

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

Variational integrators applied to degenerate Lagrangians that are linear in the velocities are two-step methods. The system of modified equations for a two-step method consists of the principal modified equation and one additional equation…

Numerical Analysis · Mathematics 2019-01-30 Mats Vermeeren

In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned…

Numerical Analysis · Mathematics 2008-01-08 Nawaf Bou-Rabee , Jerrold E. Marsden

We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…

Numerical Analysis · Mathematics 2015-05-08 Cédric M. Campos

Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian…

Numerical Analysis · Mathematics 2017-10-05 Michael Kraus , Omar Maj

A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…

Numerical Analysis · Mathematics 2015-01-14 Balázs Kovács , Christian Andreas Power Guerra

We consider a Runge--Kutta method for the numerical time integration of the nonstationary incompressible Navier--Stokes equations. This yields a sequence of nonlinear problems to be solved for the stages of the Runge--Kutta method. The…

Numerical Analysis · Mathematics 2025-06-06 Santolo Leveque , Yunhui He , Maxim Olshanskii

Numerical methods that preserves geometric invariants of the system such as energy, momentum and symplectic form, are called geometric integrators. These include variational integrators as an important subclass of geometric integrators. The…

Optimization and Control · Mathematics 2025-02-11 L. Colombo , J. Giribet , D. Martín de Diego

An interesting family of geometric integrators for Lagrangian systems can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators. In this…

Mathematical Physics · Physics 2015-06-16 Leonardo Colombo , David Martín de Diego , Marcela Zuccalli

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…

Numerical Analysis · Mathematics 2015-06-22 J. M. Sanz-Serna

In this paper we propose a numerical scheme for partitioned systems of index 2 DAEs, such as those arising from nonholonomic mechanical problems and prove the order of a certain class of Runge-Kutta methods we call of Lobatto-type. The…

Numerical Analysis · Mathematics 2019-01-30 Rodrigo Takuro Sato Martín de Almagro

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

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…

Numerical Analysis · Mathematics 2025-10-27 Carlos Arranz-Simón , Alexander Ostermann

Lagrangian systems subject to fractional damping can be incorporated into a variational formalism. The construction can be made by doubling the state variables and introducing fractional derivatives \cite{JiOb2}. The main objective of this…

Numerical Analysis · Mathematics 2025-10-14 Khaled Hariz , Sina Ober-Blöbaum , Fernando Jimenez

Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in…

Plasma Physics · Physics 2018-05-23 C. Leland Ellison , John M. Finn , Joshua W. Burby , Michael Kraus , Hong Qin , William M. Tang

Euler-Lagrange equations and variational integrators are developed for Lagrangian mechanical systems evolving on a product of two-spheres. The geometric structure of a product of two-spheres is carefully considered in order to obtain global…

Numerical Analysis · Mathematics 2007-07-03 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

We propose and compare several projection methods applied to variational integrators for degenerate Lagrangian systems, whose Lagrangian is of the form $L = \vartheta(q) \cdot \dot{q} - H(q)$ and thus linear in velocities. While previous…

Numerical Analysis · Mathematics 2017-08-25 Michael Kraus
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