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This paper is a summary of the theory of discrete embeddings introduced in [5]. A discrete embedding is an algebraic procedure associating a numerical scheme to a given ordinary differential equation. Lagrangian systems possess a…

Numerical Analysis · Mathematics 2016-01-20 Loïc Bourdin , Jacky Cresson , Isabelle Greff , Pierre Inizan

We present a structure preserving discretization of the fundamental spacetime geometric structures of fluid mechanics in the Lagrangian description in 2D and 3D. Based on this, multisymplectic variational integrators are developed for…

Numerical Analysis · Mathematics 2021-02-23 François Demoures , François Gay-Balmaz

Compatible discretizations, such as finite element exterior calculus, provide a discretization framework that respect the cohomological structure of the de Rham complex, which can be used to systematically construct stable mixed finite…

Numerical Analysis · Mathematics 2022-08-30 Brian Tran , Melvin Leok

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

Any given system of ordinary differential equations in $n$-dimensional configuration space can be obtained from a peculiar variational problem with one local symmetry. The obtained action functional leads to the Hamiltonian formulation in…

Mathematical Physics · Physics 2025-12-09 Alexei A. Deriglazov

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

We apply the stochastic variational method to the action of the ideal fluid and showed that the Navier-Stokes equation is derived. In this variational method, the effect of dissipation is realized as the direct consequence of the…

Statistical Mechanics · Physics 2011-11-28 T. Koide

We introduce a novel technique for constructing higher-order variational integrators for Hamiltonian systems of ODEs. In particular, we are concerned with generating globally smooth approximations to solutions of a Hamiltonian system. Our…

Numerical Analysis · Mathematics 2015-03-17 Melvin Leok , Tatiana Shingel

We study the connection between Lagrangian and Hamiltonian descriptions of closed/open dynamics, for a collection of particles with quadratic interaction (closed system) and a sub-collection of particles with linear damping (open system).…

Classical Physics · Physics 2018-09-18 Farhang Haddad Farshi , Fernando Jiménez , Sina Ober-Blöbaum

Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…

Numerical Analysis · Mathematics 2024-03-28 Khaled Hariz , Fernando Jiménez , Sina Ober-Blöbaum

Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…

Numerical Analysis · Mathematics 2024-11-19 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Lijin Wang

This paper develops a structure-preserving numerical integration scheme for a class of higher-order mechanical systems. The dynamics of these systems are governed by invariant variational principles defined on higher-order tangent bundles…

Dynamical Systems · Mathematics 2013-10-11 Christopher L. Burnett , Darryl D. Holm , David M. Meier

This paper formulates variational integrators for finite element discretizations of deformable bodies with heat conduction in the form of finite speed thermal waves. The cornerstone of the construction consists in taking advantage of the…

Mathematical Physics · Physics 2014-03-18 Pablo Mata A , Adrian J Lew

In recent years, two important techniques for geometric numerical discretization have been developed. In computational electromagnetics, spatial discretization has been improved by the use of mixed finite elements and discrete differential…

Numerical Analysis · Mathematics 2008-07-19 Ari Stern , Yiying Tong , Mathieu Desbrun , Jerrold E. Marsden

This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…

Probability · Mathematics 2025-11-11 E. Fernández-Saiz , J. de Lucas , X. Rivas , M. Zajac

Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…

Numerical Analysis · Mathematics 2024-03-19 Murat Uzunca , Bülent Karasözen

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

In this paper we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for…

Numerical Analysis · Mathematics 2014-01-31 Tomasz M. Tyranowski , Mathieu Desbrun

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…

Systems and Control · Computer Science 2018-06-29 Igor G. Vladimirov , Ian R. Petersen

We discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…

Quantum Physics · Physics 2007-05-23 John Gough