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This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach provides a parametric expression for the optimal control…

Optimization and Control · Mathematics 2012-09-03 Augusto Ferrante , Lorenzo Ntogramatzidis

We present a fast sweeping method for a class of Hamilton-Jacobi equations that arise from time-independent problems in optimal control theory. The basic method in two dimensions uses a four point stencil and is extremely simple to…

Numerical Analysis · Mathematics 2021-02-10 Christian Parkinson

In this paper we prove the existence of an almost invariant symplectic slow manifold for analytic Hamiltonian slow-fast systems with finitely many slow degrees of freedom for which the error field is exponentially small. We allow for…

Dynamical Systems · Mathematics 2016-04-01 Kristian Uldall Kristiansen , Claudia Wulff

In this paper, we study symplectic integration of canonical Hamiltonian systems with Jacobi polynomials. The relevant theoretical results of continuous-stage Runge-Kutta methods are revisited firstly and then symplectic methods with Jacobi…

Numerical Analysis · Mathematics 2025-07-23 Wensheng Tang

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Optimization and Control · Mathematics 2021-04-13 Michael Muehlebach , Michael I. Jordan

Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…

Plasma Physics · Physics 2019-06-26 Jianyuan Xiao , Hong Qin

Symplectic integrators constructed from Hamiltonian and Lie formalisms are obtained as symplectic maps whose flow follows the exact solution of a "sourrounded" Hamiltonian K = H + h^k H_1. Those modified Hamiltonians depends virtually on…

Symplectic Geometry · Mathematics 2012-01-04 Hugo Jiménez-Pérez

Dynamics of a charged particle in the canonical coordinates is a Hamiltonian system, and the well-known symplectic algorithm has been regarded as the de facto method for numerical integration of Hamiltonian systems due to its long-term…

Plasma Physics · Physics 2016-07-27 Ruili Zhang , Hong Qin , Yifa Tang , Jian Liu , Yang He , Jianyuan Xiao

We propose explicit symplectic integrators of molecular dynamics (MD) algorithms for rigid-body molecules in the canonical and isothermal-isobaric ensembles. We also present a symplectic algorithm in the constant normal pressure and lateral…

Statistical Mechanics · Physics 2007-05-23 Hisashi Okumura , Satoru G. Itoh , Yuko Okamoto

We suggest a numerical integration procedure for solving the equations of motion of certain classical spin systems which preserves the underlying symplectic structure of the phase space. Such symplectic integrators have been successfully…

Statistical Mechanics · Physics 2007-05-23 Robin Steinigeweg , Heinz-Jürgen Schmidt

Singular theories, characterised by the presence of degeneracies in their Lagrangian or Hamiltonian descriptions, require the systematic implementation of constraints in order to obtain well-defined dynamics. While the symplectic framework…

Mathematical Physics · Physics 2026-05-01 Callum Bell , David Sloan

This paper considers a stochastic optimization problem over the fixed point sets of quasinonexpansive mappings on Riemannian manifolds. The problem enables us to consider Riemannian hierarchical optimization problems over complicated sets,…

Optimization and Control · Mathematics 2020-12-18 Hideaki Iiduka , Hiroyuki Sakai

We generalize symplectic convexity theorems for Hamiltonian actions with proper momentum maps to symplectic actions on orbifolds with mod-$\Gamma$ proper momentum maps.

Symplectic Geometry · Mathematics 2007-05-23 Yang Qilin

Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…

Optimization and Control · Mathematics 2022-09-07 Riccardo Bonalli , Thomas Lew , Marco Pavone

In this work we propose a new numerical approach to distinguish between regular and chaotic orbits in Hamiltonian systems, based on the simultaneous integration of both the orbit and the deviation vectors using a symplectic scheme, hereby…

Chaotic Dynamics · Physics 2015-03-17 Anne-Sophie Libert , Charles Hubaux , Timoteo Carletti

We propose an effective and lightweight learning algorithm, Symplectic Taylor Neural Networks (Taylor-nets), to conduct continuous, long-term predictions of a complex Hamiltonian dynamic system based on sparse, short-term observations. At…

Machine Learning · Computer Science 2022-02-22 Yunjin Tong , Shiying Xiong , Xingzhe He , Guanghan Pan , Bo Zhu

Symplectic integration algorithms have become popular in recent years in long-term orbital integrations because these algorithms enforce certain conservation laws that are intrinsic to Hamiltonian systems. For problems with large variations…

Astrophysics · Physics 2007-05-23 Man Hoi Lee , Martin J. Duncan , Harold F. Levison

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

The modeling and simulation of infinite-dimensional Hamiltonian systems are central problems in mathematical physics and engineering, however they pose significant computational and structural challenges for standard data-driven…

Dynamical Systems · Mathematics 2026-05-18 Yeang Makara , Yusuke Tanaka , Takashi Matsubara , Takaharu Yaguchi