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We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which…

Mathematical Physics · Physics 2013-04-29 Decio Levi , Pavel Winternitz

In this paper we consider reduction of the stochastic Hamilton-Pontryagin principle formulated on the Pontryagin bundle of a manifold $Q$. We prove that a stochastic action invariant under the free and proper action of a Lie group $G$ drops…

Mathematical Physics · Physics 2026-01-15 Archishman Saha

This paper presents a geometric variational discretization of compressible fluid dynamics. The numerical scheme is obtained by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups…

Numerical Analysis · Mathematics 2018-12-17 Werner Bauer , François Gay-Balmaz

In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.

Probability · Mathematics 2016-06-08 Jie Xiong , Jianliang Zhai

A fifth-order KdV equation with time dependent coefficients and linear damping has been studied. Symmetry groups have several different applications in the context of nonlinear differential equations. For instance, they can be used to…

Analysis of PDEs · Mathematics 2024-02-08 Rafael de la Rosa , María Luz Gandarias , María de los Santos Bruzón

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Probability · Mathematics 2024-07-23 Yawen Liu , Huijie Qiao

Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…

Probability · Mathematics 2023-05-19 Federico Butori , Eliseo Luongo

Variational and divergence symmetries are studied in this paper for the whole class of linear and nonlinear equations of maximal symmetry, and the associated first integrals are given in explicit form. All the main results obtained are…

Differential Geometry · Mathematics 2022-12-29 J. C. Ndogmo

In this paper we prove the existence of global weak dissipative martingale solutions for a one-dimensional compressible fluid model with capillarity and density dependent viscosity, driven by random initial data and a stochastic forcing…

Analysis of PDEs · Mathematics 2024-12-17 Donatella Donatelli , Lorenzo Pescatore , Stefano Spirito

We develop a method for systematically constructing Lagrangian functions for dissipative mechanical, electrical and, mechatronic systems. We derive the equations of motion for some typical mechatronic systems using deterministic principles…

Classical Physics · Physics 2012-11-20 A. Allison , C. E. M. Pearce , D. Abbott

Causal variational principles, which are the analytic core of the physical theory of causal fermion systems, are found to have an underlying Hamiltonian structure, giving a formulation of the dynamics in terms of physical fields in…

Mathematical Physics · Physics 2017-10-17 Felix Finster , Johannes Kleiner

Variational integrators are a special kind of geometric discretisation methods applicable to any system of differential equations that obeys a Lagrangian formulation. In this thesis, variational integrators are developed for several…

Numerical Analysis · Mathematics 2014-12-08 Michael Kraus

Lie point symmetries of the one-dimensional gas dynamics equations of a polytropic gas in Lagrangian coordinates are considered. Complete Lie group classification of these equations reduced to a scalar second-order PDE is performed. The…

Mathematical Physics · Physics 2019-05-01 Vladimir A. Dorodnitsyn , Roman Kozlov , Sergey V. Meleshko

This work extends the Ibragimov's conservation theorem for partial differential equations [{\it J. Math. Anal. Appl. 333 (2007 311-328}] to under determined systems of differential equations. The concepts of adjoint equation and formal…

Analysis of PDEs · Mathematics 2015-05-20 Mahouton Norbert Hounkonnou , Pascal Dkengne Sielenou

A didactic and systematic derivation of Noether point symmetries and conserved currents is put forward in special relativistic field theories, without a priori assumptions about the transformation laws. Given the Lagrangian density, the…

General Physics · Physics 2016-03-17 Fernando Haas

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

A general variational principle of classical fields with a Lagrangian containing the field quantity and its derivatives of up to the N-th order is presented. Noether's theorem is derived. The generalized Hamilton-Jacobi's equation for the…

General Physics · Physics 2008-05-06 Zhaoyan Wu

A variational principle for gauge theories of gravity is presented, which maintains manifest covariance under the symmetries to which the action is invariant, throughout the calculation of the equations of motion and conservation laws. This…

General Relativity and Quantum Cosmology · Physics 2023-09-27 Michael Hobson , Anthony Lasenby , Will Barker

We present a fully conservative, skew-symmetric finite difference scheme on transformed grids. The skew-symmetry preserves the kinetic energy by first principles, simultaneously avoiding a central instability mechanism and numerical…

Fluid Dynamics · Physics 2013-09-02 Julius Reiss , Jörn Sesterhenn

We construct solutions to the randomly-forced Navier--Stokes--Poisson system in periodic three-dimensional domains or in the whole three-dimensional Euclidean space. These solutions are weak in the sense of PDEs and also weak in the sense…

Analysis of PDEs · Mathematics 2020-05-04 Donatella Donatelli , Pierangelo Marcati , Prince Romeo Mensah