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We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

Respecting the laws of thermodynamics is crucial for ensuring that numerical simulations of dynamical systems deliver physically relevant results. In this paper, we construct a structure-preserving and thermodynamically consistent finite…

Numerical Analysis · Mathematics 2024-09-23 Evan S. Gawlik , François Gay-Balmaz

In this paper we present a unified Lagrangian--Hamiltonian geometric formalism to describe time-dependent contact mechanical systems, based on the one first introduced by K. Kamimura and later formalized by R. Skinner and R. Rusk. This…

Mathematical Physics · Physics 2022-05-31 Xavier Rivas , Daniel Torres

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

We show that the contact dynamics obtained from the Herglotz variational principle can be described as a constrained nonholonomic or vakonomic ordinary Lagrangian system depending on a dissipative variable with an adequate choice of one…

Mathematical Physics · Physics 2022-02-02 Manuel de León , Manuel Laínz , Miguel C. Muñoz-Lecanda , Narciso Román-Roy

We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Chun Liu

Mirror descent, introduced by Nemirovski and Yudin in the 1970s, is a primal-dual convex optimization method that can be tailored to the geometry of the optimization problem at hand through the choice of a strongly convex potential…

Optimization and Control · Mathematics 2023-03-17 Belinda Tzen , Anant Raj , Maxim Raginsky , Francis Bach

Fractional variation is defined as the limit of the difference quotient of the increments of a function and its argument raised to a fractional power. Fractional velocity can be suitable for characterizing singular behavior of derivatives…

Classical Analysis and ODEs · Mathematics 2015-05-01 Dimiter Prodanov

Derivatives and integrals of non-integer order were introduced more than three centuries ago, but only recently gained more attention due to their application on nonlocal phenomena. In this context, the Caputo derivatives are the most…

Optimization and Control · Mathematics 2013-02-15 Matheus J. Lazo , Delfim F. M. Torres

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

We suggest the Hamiltonian approach for fluid mechanics based on the dynamics, formulated in terms of Lagrangian variables. The construction of the canonical variables of the fluid sheds a light of the origin of Clebsh variables, introduced…

High Energy Physics - Theory · Physics 2007-05-23 I. Antoniou , G. P. Pronko

A broad class of nonlinear acoustic wave models possess a Hamiltonian structure in their dissipation-free limit and a gradient flow structure for their dissipative dynamics. This structure may be exploited to design numerical methods which…

Numerical Analysis · Mathematics 2024-07-23 William Barham , Philip J. Morrison

We extend the time-dependent variational principle to the setting of dissipative dynamics. This provides a locally optimal (in time) approximation to the dynamics of any Lindblad equation within a given variational manifold of mixed states.…

Quantum Physics · Physics 2013-05-30 Christina V. Kraus , Tobias J. Osborne

We prove multidimensional integration by parts formulas for generalized fractional derivatives and integrals. The new results allow us to obtain optimality conditions for multidimensional fractional variational problems with Lagrangians…

Mathematical Physics · Physics 2013-10-14 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

Given a fluid equation with reduced Lagrangian $l$ which is a functional of velocity $\MM{u}$ and advected density $D$ given in Eulerian coordinates, we give a general method for semidiscretising the equations to give a canonical…

Numerical Analysis · Mathematics 2007-05-23 Colin Cotter

A variational formulation of accelerated optimization on normed spaces was recently introduced by considering a specific family of time-dependent Bregman Lagrangian and Hamiltonian systems whose corresponding trajectories converge to the…

Optimization and Control · Mathematics 2022-01-11 Valentin Duruisseaux , Melvin Leok

We study a wave equation with a nonlocal time fractional damping term that models the effects of acoustic attenuation characterized by a frequency dependence power law. First we prove existence of a unique solution to this equation with…

Numerical Analysis · Mathematics 2021-03-26 Katherine Baker , Lehel Banjai

In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition.…

Optimization and Control · Mathematics 2007-12-31 Anthony M. Bloch , Islam I. Hussein , Melvin Leok , Amit K. Sanyal

In this paper, we extend the principles of Nambu mechanics by incorporating fractal calculus. This extension introduces Hamiltonian and Lagrangian mechanics that incorporate fractal derivatives. By doing so, we broaden the scope of our…

General Mathematics · Mathematics 2024-03-19 Alireza Khalili Golmankhaneh , Cemil Tunç , Davron Aslonqulovich Juraev