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Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

The numerical analysis of variational integrators relies on variational error analysis, which relates the order of accuracy of a variational integrator with the order of approximation of the exact discrete Lagrangian by a computable…

Numerical Analysis · Mathematics 2011-02-15 Melvin Leok , Tatiana Shingel

We construct several variational integrators--integrators based on a discrete variational principle--for systems with Lagrangians of the form L = L_A + epsilon L_B, with epsilon << 1, where L_A describes an integrable system. These…

Astrophysics · Physics 2009-01-25 Will M. Farr

It is well known that symplectic integrators lose their near energy preservation properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincar\'e…

Numerical Analysis · Mathematics 2021-06-25 Valentin Duruisseaux , Jeremy Schmitt , Melvin Leok

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 if a symplectic integrator is applied to a Hamiltonian system, then the modified equation, whose solutions interpolate the numerical solutions, is again Hamiltonian. We investigate this property from the variational…

Numerical Analysis · Mathematics 2017-11-07 Mats Vermeeren

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

In this paper, we develop the theoretical foundations of discrete Dirac mechanics, that is, discrete mechanics of degenerate Lagrangian/Hamiltonian systems with constraints. We first construct discrete analogues of Tulczyjew's triple and…

Symplectic Geometry · Mathematics 2015-02-13 Melvin Leok , Tomoki Ohsawa

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

We consider the continuous and discrete-time Hamilton's variational principle on phase space, and characterize the exact discrete Hamiltonian which provides an exact correspondence between discrete and continuous Hamiltonian mechanics. The…

Numerical Analysis · Mathematics 2010-01-12 Melvin Leok , Jingjing Zhang

In this paper, we introduce two types of variational integrators, one originating from the discrete Hamilton's principle while the other from Galerkin variational approach. It turns out that these variational integrators are equivalent to…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

Variational integrators have traditionally been constructed from the perspective of Lagrangian mechanics, but there have been recent efforts to adopt discrete variational approaches to the symplectic discretization of Hamiltonian mechanics…

Numerical Analysis · Mathematics 2022-02-10 Brian Tran , Melvin Leok

Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…

Numerical Analysis · Mathematics 2022-01-14 Christian Offen , Sina Ober-Blöbaum

Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…

Numerical Analysis · Mathematics 2020-02-07 Michael Kraus , Tomasz M. Tyranowski

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

We present geometric numerical integrators for contact flows that stem from a discretization of Herglotz' variational principle. First we show that the resulting discrete map is a contact transformation and that any contact map can be…

Numerical Analysis · Mathematics 2019-11-04 Mats Vermeeren , Alessandro Bravetti , Marcello Seri

Symplectic integrators constructed from Hamiltonian and Lie formalisms are obtained as symplectic maps whose flow follows the exact solution of a "sourrounded" Hamiltonian K = H + h^k H_1. Those modified Hamiltonians depends virtually on…

Symplectic Geometry · Mathematics 2012-01-04 Hugo Jiménez-Pérez

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

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

Dependable numerical results from long-time simulations require stable numerical integration schemes. For Hamiltonian systems, this is achieved with symplectic integrators, which conserve the symplectic condition and exactly solve for the…

Plasma Physics · Physics 2015-06-17 Stephen D. Webb
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