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We study symplectic numerical integration of mechanical systems with a Hamiltonian specified in non-canonical coordinates and its application to guiding-center motion of charged plasma particles in magnetic confinement devices. The…

Computational Physics · Physics 2020-01-29 Christopher G. Albert , Sergei V. Kasilov , Winfried Kernbichler

The Euler-Maclaurin formula which relates a discrete sum with an integral, is generalised to the setting of Riemann-Stieltjes sums and integrals on stochastic processes whose paths are a.s. rectifiable, namely, continuous and with bounded…

Probability · Mathematics 2025-05-06 Carlo Bellingeri , Peter K. Friz , Sylvie Paycha

Lagrangian multiform theory is a variational framework for integrable systems. In this article we introduce a new formulation which is based on symplectic geometry and which treats position, momentum and time coordinates of a…

Mathematical Physics · Physics 2025-04-01 Vincent Caudrelier , Derek Harland

In this paper, explicit stable integrators based on symplectic and contact geometries are proposed for a non-autonomous ordinarily differential equation (ODE) found in improving convergence rate of Nesterov's accelerated gradient method.…

Numerical Analysis · Mathematics 2021-06-15 Shin-itiro Goto , Hideitsu Hino

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.…

Differential Geometry · Mathematics 2016-03-27 María Barbero-Liñán , Marta Farré Puiggalí , David Martín de Diego

On the basis of the previous work by Tang \& Zhang (Appl. Math. Comput. 323, 2018, p. 204--219), in this paper we present a more effective way to construct high-order symplectic integrators for solving second order Hamiltonian equations.…

Numerical Analysis · Mathematics 2019-06-11 Wensheng Tang , Yajuan Sun , Jingjing Zhang

We present a class of symplectic integrators adapted for the integration of perturbed Hamiltonian systems of the form $H=A+\epsilon B$. We give a constructive proof that for all integer $p$, there exists an integrator with positive steps…

Astrophysics · Physics 2023-07-19 J. Laskar , P. Robutel

Coherent or exact equations of motion for a post-Newtonian Lagrangian formalism are the Euler-Lagrange equations without any terms truncated. They naturally conserve energy {and} angular momentum. Doubling the phase-space variables of…

General Relativity and Quantum Cosmology · Physics 2021-12-14 Guifan Pan , Xin Wu , Enwei Liang

Hamiltonian systems are one of the most important class of dynamical systems with a geometric structure called symplecticity and the numerical algorithms which can preserve such geometric structure are of interest. In this article we study…

Numerical Analysis · Mathematics 2015-10-16 Wensheng Tang , Guangming Lang , Xuqiong Luo

This article proposes a new numerical algorithm for second order elliptic equations in non-divergence form. The new method is based on a discrete weak Hessian operator locally constructed by following the weak Galerkin strategy. The…

Numerical Analysis · Mathematics 2015-10-14 Chunmei Wang , Junping Wang

In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators…

Numerical Analysis · Mathematics 2020-05-27 Fernando Casas , Philippe Chartier , Alejandro Escorihuela-Tomas , Yong Zhang

The usual explicit finite-difference method of solving partial differential equations is limited in stability because it approximates the exact amplification factor by power-series. By adapting the same exponential-splitting method of…

Numerical Analysis · Mathematics 2012-06-11 Siu A. Chin

Numerical computation of shape gradients from Eulerian derivatives is essential to wildly used gradient type methods in shape optimization. Boundary type Eulerian derivatives are popularly used in literature. The volume type Eulerian…

Numerical Analysis · Mathematics 2018-07-03 Shengfeng Zhu , Xianliang Hu

We prove an Euler-Maclaurin formula for double polygonal sums and, as a corollary, we obtain approximate quadrature formulas for integrals of smooth functions over polygons with integer vertices. Our Euler-Maclaurin formula is in the spirit…

Classical Analysis and ODEs · Mathematics 2020-04-21 Luca Brandolini , Leonardo Colzani , Sinai Robins , Giancarlo Travaglini

Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…

Numerical Analysis · Mathematics 2016-10-19 Molei Tao

The rapid advancements in high-dimensional statistics and machine learning have increased the use of first-order methods. Many of these methods can be regarded as instances of the proximal point algorithm. Given the importance of the…

Optimization and Control · Mathematics 2024-11-05 Ya-xiang Yuan , Yi Zhang

Hybrid symplectic integrators such as MERCURY are widely used to simulate complex dynamical phenomena in planetary dynamics that could otherwise not be investigated. A hybrid integrator achieves high accuracy during close encounters by…

Earth and Planetary Astrophysics · Physics 2019-03-18 Hanno Rein , David M. Hernandez , Daniel Tamayo , Garett Brown , Emily Eckels , Emma Holmes , Michelle Lau , Rejean Leblanc , Ari Silburt

We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…

Numerical Analysis · Mathematics 2015-08-14 Hugo Jiménez-Pérez , Jean-Pierre Vilotte , Barbara Romanowicz

Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…

Numerical Analysis · Mathematics 2023-05-01 Robert C. Kirby

We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to…

Machine Learning · Statistics 2019-10-15 Adam D. Cobb , Atılım Güneş Baydin , Andrew Markham , Stephen J. Roberts