Related papers: Variational integrators for stochastic dissipative…
An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators using generating functions, Hamiltonian splitting,…
We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…
This paper presents a Lie-Trotter splitting for inertial Langevin equations (Geometric Langevin Algorithm) and analyzes its long-time statistical properties. The splitting is defined as a composition of a variational integrator with an…
We give a theoretical framework of stochastic non-canonical Hamiltonian systems as well as their modified symplectic structure which is named stochastic K-symplectic structure. The framework can be applied to the study of the…
Variational symplectic algorithms have recently been developed for carrying out long-time simulation of charged particles in magnetic fields. As a direct consequence of their derivation from a discrete variational principle, these…
In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…
Discretizing variational principles, as opposed to discretizing differential equations, leads to discrete-time analogues of mechanics, and, systematically, to geometric numerical integrators. The phase space of such variational…
Numerical models of weather and climate critically depend on long-term stability of integrators for systems of hyperbolic conservation laws. While such stability is often obtained from (physical or numerical) dissipation terms, physical…
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…
Sampling invariant distributions from an It\^o diffusion process presents a significant challenge in stochastic simulation. Traditional numerical solvers for stochastic differential equations require both a fine step size and a lengthy…
In this work we derive and analyze variational integrators of higher order for the structure-preserving simulation of mechanical systems. The construction is based on a space of polynomials together with Gauss and Lobatto quadrature rules…
In this paper, we present a new variational integrator for problems in Lagrangian mechanics. Using techniques from Galerkin variational integrators, we construct a scheme for numerical integration that converges geometrically, and is…
The efficient simulation of models defined in terms of stochastic differential equations (SDEs) depends critically on an efficient integration scheme. In this article, we investigate under which conditions the integration schemes for…
We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…
A class of variational schemes for the hydrodynamic-electrodynamic model of lossless free-electron gas in a quasineutral background is developed for high-quality simulations of surface plasmon polaritons. The Lagrangian density of lossless…
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…
Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related…
We present a structure-preserving scheme based on a recently-proposed mixed formulation for incompressible hyperelasticity formulated in principal stretches. Although there exist Hamiltonians introduced for quasi-incompressible…
We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…
We introduce generalized Galerkin variational integrators, which are a natural generalization of discrete variational mechanics, whereby the discrete action, as opposed to the discrete Lagrangian, is the fundamental object. This is achieved…