Related papers: Splitting integrators for stochastic Lie--Poisson …
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…
In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned…
The equations of motion of a single particle subject to an arbitrary electric and a static magnetic field form a Poisson system. We present a second-order time integration method which preserves well the Poisson structure and compare it to…
We use local symplectic Lie groupoids to construct Poisson integrators for generic Poisson structures. More precisely, recursively obtained solutions of a Hamilton-Jacobi-like equation are interpreted as Lagrangian bisections in a…
We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…
In this work we recast the collisional Vlasov-Maxwell and Vlasov-Poisson equations as systems of coupled stochastic and partial differential equations, and we derive stochastic variational principles which underlie such reformulations. We…
In this paper, a new class of energy-preserving integrators is proposed and analysed for Poisson systems by using functionally-fitted technology. The integrators exactly preserve energy and have arbitrarily high order. It is shown that the…
Hamiltonian integration methods for the Vlasov-Maxwell equations are developed by a Hamiltonian splitting technique. The Hamiltonian functional is split into five parts, i.e., the electrical energy, the magnetic energy, and the kinetic…
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…
We introduce a hull operator on Poisson point processes, the easiest example being the convex hull of the support of a point process in Euclidean space. Assuming that the intensity measure of the process is known on the set generated by the…
In the present work we formally extend the theory of port-Hamiltonian systems to include random perturbations. In particular, suitably choosing the space of flow and effort variables we will show how several elements coming from possibly…
We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the…
In the last two decades, significant effort has been put in understanding and designing so-called structure-preserving numerical methods for the simulation of mechanical systems. Geometric integrators attempt to preserve the geometry…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
We develop Lie-Poisson integrators for general Hamiltonian systems on $\mathbf{R}^{3}$ equipped with the rigid body bracket. The method uses symplectic realisation of $\mathbf{R}^{3}$ on $T^{*}\mathbf{R}^{2}$ and application of symplectic…
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…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
We introduce a stochastic perturbation of the Camassa-Holm equation such that, unlike previous formulations, energy is conserved by the stochastic flow. We compare this to a complementary approach which preserves Casimirs of the Poisson…
Pulling back sets of functions in involution by Poisson mappings and adding Casimir functions during the process allows to construct completely integrable systems. Some examples are investigated in detail.