Related papers: Surrogate Lagrangians for Variational Integrators:…
We analyze the relation of the notion of a pluri-Lagrangian system, which recently emerged in the theory of integrable systems, to the classical notion of variational symmetry, due to E. Noether. We treat classical mechanical systems and…
We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…
In this paper, we derive a variational integrator for certain highly oscillatory problems in mechanics. To do this, we take a new approach to the splitting of fast and slow potential forces: rather than splitting these forces at the level…
In this paper we investigate a variational discretization for the class of mechanical systems in presence of symmetries described by the action of a Lie group which reduces the phase space to a (non-trivial) principal bundle. By introducing…
Due to its reduced memory and computational demands, dynamical low-rank approximation (DLRA) has sparked significant interest in multiple research communities. A central challenge in DLRA is the development of time integrators that are…
In this paper, we continue the construction of variational integrators adapted to contact geometry started in \cite{VBS}, in particular, we introduce a discrete Herglotz Principle and the corresponding discrete Herglotz Equations for a…
This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…
Applications of variational methods are typically restricted to conservative systems. Some extensions to dissipative systems have been reported too but require ad hoc techniques such as the artificial doubling of the dynamical variables.…
The inverse problem of the calculus of variations consists in determining if the solutions of a given system of second order differential equations correspond with the solutions of the Euler-Lagrange equations for some regular Lagrangian.…
One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…
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…
The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where…
Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…
We develop an explicit, second-order, variational time integrator for full body dynamics that preserves the momenta of the continuous dynamics, such as linear and angular momenta, and exhibits near-conservation of total energy over…
Markov chain Monte Carlo methods for exponential family models with intractable normalizing constant, such as the exchange algorithm, require simulations of the sufficient statistics at every iteration of the Markov chain, which often…
It is shown that a given non-autonomous system of two first-order ordinary differential equations can be expressed in Hamiltonian form. The derivation presented here allow us to obtain previously known results such as the infinite number of…
Magnetic quadrupoles are essential components of particle accelerators like the Large Hadron Collider. In order to study numerically the stability of the particle beam crossing a quadrupole, a large number of particle revolutions in the…
We propose a class of semi-Lagrangian methods of high approximation order in space and time, based on spectral element space discretizations and exponential integrators of Runge-Kutta type. We discuss the extension of these methods to the…
We review a perturbative approach to deal with Lagrangians with higher or infinite order time derivatives. It enables us to construct a consistent Poisson structure and Hamiltonian with only first time derivatives order by order in…
We formulate higher order variations of a Lagrangian in the geometric framework of jet prolongations of fibered manifolds. Our formalism applies to Lagrangians which depend on an arbitrary number of independent and dependent variables,…