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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

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

Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian…

Numerical Analysis · Mathematics 2017-10-05 Michael Kraus , Omar Maj

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on…

Numerical Analysis · Mathematics 2025-10-20 Jorge Cortes

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…

Numerical Analysis · Mathematics 2024-12-30 François Gay-Balmaz , Meng Wu

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

A multi-agent system designed to achieve distance-based shape control with flocking behavior can be seen as a mechanical system described by a Lagrangian function and subject to additional external forces. Forced variational integrators are…

Systems and Control · Electrical Eng. & Systems 2020-10-01 Leonardo Colombo , Patricio Moreno , Mengbin Ye , Hector Garcia de Marina , Ming Cao

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

The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…

Numerical Analysis · Mathematics 2018-05-23 Harsh Sharma , Mayuresh Patil , Craig Woolsey

This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…

Probability · Mathematics 2009-06-02 Nawaf Bou-Rabee , Houman Owhadi

We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian…

Numerical Analysis · Mathematics 2025-03-04 Charles-Edouard Bréhier , David Cohen , Yoshio Komori

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

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

Stochastic variational integrators for constrained, stochastic mechanical systems are developed in this paper. The main results of the paper are twofold: an equivalence is established between a stochastic Hamilton-Pontryagin (HP) principle…

Numerical Analysis · Mathematics 2007-09-23 Nawaf Bou-Rabee , Houman Owhadi

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…

Numerical Analysis · Mathematics 2008-01-08 Nawaf Bou-Rabee , Jerrold E. Marsden

Discrete Hamiltonian variational integrators are derived from Type II and Type III generating functions for symplectic maps, and in this paper we establish a variational error analysis result that relates the order of accuracy of the…

Numerical Analysis · Mathematics 2016-09-09 Jeremy M. Schmitt , Melvin Leok

Variational time integrators are derived in the context of discrete mechanical systems. In this area, the governing equations for the motion of the mechanical system are built following two steps: (a) Postulating a discrete action; (b)…

Computational Physics · Physics 2018-05-04 Leandro Tavares da Silva , Gilson Antonio Giraldi

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

Mathematical Physics · Physics 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

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

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
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