Related papers: A minimizing-movements approach to GENERIC systems
Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
This paper presents a geometric variational discretization of compressible fluid dynamics. The numerical scheme is obtained by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups…
Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…
We propose a new approach for solving systems of conservation laws that admit a variational formulation of the time-discretized form, and encompasses the p-system or the system of elastodynamics. The approach consists of using constrained…
Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…
As the main contribution, this document provides a consistent discretization of a class of fixed-time stable systems, namely predefined-time stable systems. In the unperturbed case, the proposed approach allows obtaining not only a…
We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…
This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…
We investigate a two-state conformational conversion system and introduce a novel structure-preserving numerical scheme that couples a local discontinuous Galerkin space discretization with the backward Euler time-integration method. The…
In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic…
The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…
We apply the consistent discretization scheme to general relativity particularized to the Gowdy space-times. This is the first time the framework has been applied in detail in a non-linear generally-covariant gravitational situation with…
We present an adaptation of the so-called structural method \cite{CMM23} for Hamiltonian systems, and redesign the method for this specific context, which involves two coupled differential systems. Structural schemes decompose the problem…
We present a variational integrator based on the Lobatto quadrature for the time integration of dynamical systems issued from the least action principle. This numerical method uses a cubic interpolation of the states and the action is…
In this work, we present a new high order Discontinuous Galerkin time integration scheme for second-order (in time) differential systems that typically arise from the space discretization of the elastodynamics equation. By rewriting the…
In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…
The notion of dissipative dynamical systems provides a formal description of processes that cannot generate energy internally. For these systems, changes in energy can only occur due to an external energy supply or dissipation effects.…
We propose three new discrete variational schemes that capture the conservative-dissipative structure of a generalized Kramers equation. The first two schemes are single-step minimization schemes while the third one combines a streaming and…