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Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

We consider the calculation of Euler--Lagrange systems of ordinary difference equations, including the difference Noether's Theorem, in the light of the recently-developed calculus of difference invariants and discrete moving frames. We…

Numerical Analysis · Mathematics 2021-06-01 E. L. Mansfield , A. Rojo-Echeburua , L. Peng , P. E. Hydon

A numerical integration method for guiding-center orbits of charged particles in toroidal fusion devices with three-dimensional field geometry is described. Here, high order interpolation of electromagnetic fields in space is replaced by a…

Plasma Physics · Physics 2020-12-11 M. Eder , C. G. Albert , L. M. P. Bauer , S. V. Kasilov , W. Kernbichler

In recent years, several gauge-symmetric particle-in-cell (PIC) methods have been developed whose simulations of particles and electromagnetic fields exactly conserve charge. While it is rightly observed that these methods' gauge symmetry…

Plasma Physics · Physics 2020-05-28 Alexander S. Glasser , Hong Qin

This work proposes a suite of numerical techniques to facilitate the design of structure-preserving integrators for nonlinear dynamics. The celebrated LaBudde-Greenspan integrator and various energy-momentum schemes adopt a difference…

Numerical Analysis · Mathematics 2023-05-17 Ju Liu

We compare the performances of symplectic and non-symplectic integrators for the computation of normal geodesics and conjugate points in sub-Riemannian geometry at the example of the Martinet case. For this case study we consider first the…

Numerical Analysis · Mathematics 2007-05-23 Monique Chyba , Ernst Hairer , Gilles Vilmart

The equations of motion for a Lagrangian mainly refer to the acceleration equations, which can be obtained by the Euler--Lagrange equations. In the post-Newtonian Lagrangian form of general relativity, the Lagrangian systems can only…

Instrumentation and Methods for Astrophysics · Physics 2023-09-06 Junjie Luo , Jie Feng , Hong-Hao Zhang , Weipeng Lin

Since they were introduced in the 1990s, Lie group integrators have become a method of choice in many application areas. These include multibody dynamics, shape analysis, data science, image registration and biophysical simulations. Two…

Numerical Analysis · Mathematics 2021-10-15 Elena Celledoni , Ergys Çokaj , Andrea Leone , Davide Murari , Brynjulf Owren

The anelastic and pseudo-incompressible equations are two well-known soundproof approximations of compressible flows useful for both theoretical and numerical analysis in meteorology, atmospheric science, and ocean studies. In this paper,…

Numerical Analysis · Mathematics 2019-02-05 Werner Bauer , François Gay-Balmaz

Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…

Optimization and Control · Mathematics 2026-05-22 Felipe Arenas-Uribe , Hasan A. Poonawala , Jesse B. Hoagg

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

We consider the finite element discretization of an optimal Dirichlet boundary control problem for the Laplacian, where the control is considered in $H^{1/2}(\Gamma)$. To avoid computing the latter norm numerically, we realize it using the…

Numerical Analysis · Mathematics 2018-11-26 Michael Karkulik

We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…

Numerical Analysis · Computer Science 2013-08-08 Jan L. Cieśliński , Bogusław Ratkiewicz

Dynamic simulation of elastic bodies is a longstanding task in engineering and computer graphics. In graphics, numerical integrators like implicit Euler and BDF2 are preferred due to their stability at large time steps, but they tend to…

Graphics · Computer Science 2026-02-10 Kevin You , Juntian Zheng , Minchen Li

This paper focuses on the numerical approximation of the linearized shallow water equations using hybridizable discontinuous Galerkin (HDG) methods, leveraging the Hamiltonian structure of the evolution system. First, we propose an…

Numerical Analysis · Mathematics 2025-07-04 C. Núñez , M. A. Sánchez

This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…

Systems and Control · Computer Science 2018-11-16 Siddharth H. Nair , Ravi N. Banavar

Compatible discretizations, such as finite element exterior calculus, provide a discretization framework that respect the cohomological structure of the de Rham complex, which can be used to systematically construct stable mixed finite…

Numerical Analysis · Mathematics 2022-08-30 Brian Tran , Melvin Leok

Multi-derivative one-step methods based upon Euler-Maclaurin integration formulae are considered for the solution of canonical Hamiltonian dynamical systems. Despite the negative result that simplecticity may not be attained by any…

Numerical Analysis · Mathematics 2019-05-08 F. Iavernaro , F. Mazzia , M. S. Mukhametzhanov , Ya. D. Sergeyev

After reviewing the Lagrangian-Hamiltonian unified formalism (i.e, the Skinner-Rusk formalism) for higher-order (non-autonomous) dynamical systems, we state a unified geometrical version of the Variational Principles which allows us to…

Mathematical Physics · Physics 2014-01-16 Pedro D. Prieto-Martínez , Narciso Román-Roy

We study the difference discrete variational principle in the framework of multi-parameter differential approach by regarding the forward difference as an entire geometric object in view of noncomutative differential geometry. By virtue of…

Mathematical Physics · Physics 2018-01-17 H. Y. Guo , Y. Q. Li , K. Wu , S. K. Wang
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