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The superiority of symplectic methods for stochastic Hamiltonian systems has been widely recognized, yet the probabilistic mechanism behind this superiority remains incompletely understood. This paper studies the superiority of symplectic…

Numerical Analysis · Mathematics 2025-05-29 Jialin Hong , Ge Liang , Derui Sheng

This paper develops a new approach to small time local attainability of smooth manifolds of any dimension, possibly with boundary and to prove H\"older continuity of the minimum time function. We give explicit pointwise conditions of any…

Optimization and Control · Mathematics 2023-04-21 Pierpaolo Soravia

Symplectic integrator plays a pivotal role in the long-term tracking of charged particles within accelerators. To get symplectic maps in accurate simulation of single-particle trajectories, two key components are addressed: precise…

Accelerator Physics · Physics 2025-03-10 Jie Li , Kedong Wang , Kai Wang , Xu Zhang , Xueqing Yan , Kun Zhu

A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…

Numerical Analysis · Mathematics 2020-10-16 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Yuhong Li

Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of…

Numerical Analysis · Mathematics 2014-09-18 Håkon Marthinsen , Brynjulf Owren

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

We consider the problem of optimal path planning on a manifold which is the image of a smooth function. Optimal path-planning is of crucial importance for motion planning, image processing, and statistical data analysis. In this work, we…

Optimization and Control · Mathematics 2024-12-19 Edward Huynh , Christian Parkinson

In this paper we present a method to obtain resolutions of symplectic orbifolds arising from symplectic reduction of a Hamiltonian S^1-manifold at a regular value. As an application, we show that all isolated cyclic singularities of a…

Symplectic Geometry · Mathematics 2015-10-27 Klaus Niederkrüger , Federica Pasquotto

We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…

Probability · Mathematics 2008-06-06 Joan-Andreu Lázaro-Camí , Juan-Pablo Ortega

A parallel implementation of coupled spin-lattice dynamics in the LAMMPS molecular dynamics package is presented. The equations of motion for both spin only and coupled spin-lattice dynamics are first reviewed, including a detailed account…

Statistical Mechanics · Physics 2018-08-01 J. Tranchida , S. J. Plimpton , P. Thibaudeau , A. P. Thompson

Symplectic integrators can be excellent for Hamiltonian initial value problems. Reasons for this include their preservation of invariant sets like tori, good energy behaviour, nonexistence of attractors, and good behaviour of statistical…

Numerical Analysis · Mathematics 2018-09-19 Robert I McLachlan , Christian Offen

This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi

We analytically compute asymptotic expansions of a 1-dimensional sub-manifold of stable and unstable manifolds in a 4-dimensional symplectic mapping by using the method called asymptotic expansions beyond all orders. This method enables us…

chao-dyn · Physics 2007-05-23 Yoshihiro Hirata , Tetsuro Konishi

Hamilton's equations of motion form a fundamental framework in various branches of physics, including astronomy, quantum mechanics, particle physics, and climate science. Classical numerical solvers are typically employed to compute the…

Machine Learning · Computer Science 2024-10-25 Priscilla Canizares , Davide Murari , Carola-Bibiane Schönlieb , Ferdia Sherry , Zakhar Shumaylov

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…

Mathematical Physics · Physics 2015-12-15 J. F. Cariñena , X. Gracia , G. Marmo , E. Martinez , M. C. Muñoz-Lecanda , N. Roman-Roy

The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…

Optimization and Control · Mathematics 2024-04-23 Michael Herty , Hicham Kouhkouh

This work develops a symplectic framework for quantum computing to be applied to classical Hamiltonian systems, exploiting the intrinsic geometric compatibility between unitary quantum evolution and symplectic phase-space dynamics in a…

Symplectic numerical methods have become a widely-used choice for the accurate simulation of Hamiltonian systems in various fields, including celestial mechanics, molecular dynamics and robotics. Even though their characteristics are…

Numerical Analysis · Mathematics 2025-06-27 Donát M. Takács , Tamás Fülöp

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