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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…

Optimization and Control · Mathematics 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

Hamiltonian systems of ordinary and partial differential equations are fundamental mathematical models spanning virtually all physical scales. A critical property for the robustness and stability of computational methods in such systems is…

Quantum Physics · Physics 2025-02-25 Hsuan-Cheng Wu , Xiantao Li

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

We study the optimal design of numerical integrators for dissipative systems, for which there exists an underlying thermodynamic structure known as GENERIC (general equation for the nonequilibrium reversible-irreversible coupling). We…

Numerical Analysis · Mathematics 2020-02-14 Xiaocheng Shang , Hans Christian Öttinger

Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…

Machine Learning · Computer Science 2025-12-10 Harsh Choudhary , Chandan Gupta , Vyacheslav Kungurtsev , Melvin Leok , Georgios Korpas

In this paper an approach is outlined. With this approach some explicit algorithms can be applied to solve the initial value problem of $n-$dimensional damped oscillators. This approach is based upon following structure: for any…

Mathematical Physics · Physics 2011-03-09 Tianshu Luo , Yimu Guo

Reduced basis methods are popular for approximately solving large and complex systems of differential equations. However, conventional reduced basis methods do not generally preserve conservation laws and symmetries of the full order model.…

Numerical Analysis · Mathematics 2018-03-20 Babak Maboudi Afkham , Jan S. Hesthaven

On this paper, we have proposed an approach to observe the time-centered difference scheme for dissipative mechanical systems from a Hamiltonian perspective and to introduce the idea of symplectic algorithm to dissipative systems. The…

Mathematical Physics · Physics 2010-08-06 Tianshu Luo , Yimu Guo

Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly…

Numerical Analysis · Mathematics 2021-02-08 Bin Wang , Yaolin Jiang

Hamilton's equations are fundamental for modeling complex physical systems, where preserving key properties such as energy and momentum is crucial for reliable long-term simulations. Geometric integrators are widely used for this purpose,…

Machine Learning · Computer Science 2026-03-17 Priscilla Canizares , Davide Murari , Carola-Bibiane Schönlieb , Ferdia Sherry , Zakhar Shumaylov

Structure-preserving algorithms for solving conservative PDEs with added linear dissipation are generalized to systems with time-dependent damping/driving terms. This study is motivated by several PDE models of physical phenomena, such as…

Numerical Analysis · Mathematics 2018-04-09 Ashish Bhatt , Brian E. Moore

Symplectic integrators are widely used for long-term integration of conservative astrophysical problems due to their ability to preserve the constants of motion; however, they cannot in general be applied in the presence of nonconservative…

Instrumentation and Methods for Astrophysics · Physics 2015-08-10 David Tsang , Chad R. Galley , Leo C. Stein , Alec Turner

We present a novel methodology for constructing arbitrarily high-order structure-preserving methods tailored for damped Hamiltonian systems. This method combines the idea of exponential integrator and energy-preserving collocation methods,…

Numerical Analysis · Mathematics 2024-08-14 Lu Li

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on…

Numerical Analysis · Mathematics 2025-10-20 Jorge Cortes

Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…

Numerical Analysis · Mathematics 2023-10-10 Anand Srinivasan , Jose E. Castillo

Evolutionary partial differential equations play a crucial role in many areas of science and engineering. Spatial discretization of these equations leads to a system of ordinary differential equations which can then be solved by numerical…

Numerical Analysis · Mathematics 2024-11-22 F. K. J. Niggl

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

The leapfrog integrator is widely used because of its excellent stability in molecular dynamics simulation. This is recognized as being due to the existence of a discrete variational structure of the equations. We introduce a modified…

Computational Physics · Physics 2015-06-12 A. C. Maggs

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…

Numerical Analysis · Mathematics 2018-05-23 Harsh Sharma , Mayuresh Patil , Craig Woolsey
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