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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…

Numerical Analysis · Mathematics 2023-12-06 Chuchu Chen , David Cohen , Raffaele D'Ambrosio , Annika Lang

The article introduces a method to learn dynamical systems that are governed by Euler--Lagrange equations from data. The method is based on Gaussian process regression and identifies continuous or discrete Lagrangians and is, therefore,…

Numerical Analysis · Mathematics 2025-07-01 Christian Offen

A Lagrangian generalization of time-reversible Born-Oppenheimer molecular dynamics [Niklasson et al., Phys. Rev. Lett. vol. 97, 123001 (2006)] is proposed. The Lagrangian includes extended electronic degrees of freedom as auxiliary…

Materials Science · Physics 2008-03-08 Anders M. N. Niklasson

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

A complete error analysis of variational integrators is obtained, by blowing up the discrete variational principles, all of which have a singularity at zero time-step. Divisions by the time step lead to an order that is one less than…

Numerical Analysis · Mathematics 2009-03-05 George W. Patrick , Charles Cuell

Stable concurrent learning and control of dynamical systems is the subject of adaptive control. Despite being an established field with many practical applications and a rich theory, much of the development in adaptive control for nonlinear…

Optimization and Control · Mathematics 2023-10-03 Nicholas M. Boffi , Jean-Jacques E. Slotine

This paper formulates optimal control problems for rigid bodies in a geometric manner and it presents computational procedures based on this geometric formulation for numerically solving these optimal control problems. The dynamics of each…

Optimization and Control · Mathematics 2008-05-07 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

In this work we derive and analyze variational integrators of higher order for the structure-preserving simulation of mechanical systems. The construction is based on a space of polynomials together with Gauss and Lobatto quadrature rules…

Numerical Analysis · Mathematics 2014-04-08 Sina Ober-Blöbaum , Nils Saake

A basic leapfrog integrator and its energy-preserving and variational / symplectic variants are proposed and studied for the numerical integration of the equations of motion of relativistic charged particles in an electromagnetic field. The…

Numerical Analysis · Mathematics 2023-04-27 Ernst Hairer , Christian Lubich , Yanyan Shi

We study in this paper the continuous and discrete Euler-Lagrange equations arising from a quadratic lagrangian. Those equations may be thought as numerical schemes and may be solved through a matrix based framework. When the lagrangian is…

Optimization and Control · Mathematics 2011-06-28 Philippe Ryckelynck , Laurent Smoch

We rewrite abstract delay equations to nonautonomous abstract Cauchy problems allowing us to introduce a Magnus-type integrator for the former. We prove the second-order convergence of the obtained Magnus-type integrator. We also show that…

Numerical Analysis · Mathematics 2022-07-04 Petra Csomós , Dávid Kunszenti-Kovács

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

We present a new implicit asymptotic preserving time integration scheme for charged-particle orbit computation in arbitrary electromagnetic fields. The scheme is built on the Crank-Nicolson integrator and continues to recover full-orbit…

Computational Physics · Physics 2020-07-15 Lee F. Ricketson , Luis Chacón

Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in…

Plasma Physics · Physics 2018-05-23 C. Leland Ellison , John M. Finn , Joshua W. Burby , Michael Kraus , Hong Qin , William M. Tang

The problem of rigid body pose estimation is treated in discrete-time via discrete Lagrange-d'Alembert principle and discrete Lyapunov methods. The position and attitude of the rigid body are to be estimated simultaneously with the help of…

Optimization and Control · Mathematics 2022-09-28 Maulik Bhatt , Srikant Sukumar , Amit K Sanyal

An explicit second-order numerical method to integrate the isokinetic equations of motion is derived by fitting circular arcs through every three consecutive points of the discretized trajectory, so that the tangent and the curvature…

Chemical Physics · Physics 2018-11-01 Dimitri Laikov

In a Hilbert setting we study the convergence properties of a second order in time dynamical system combining viscous and Hessian-driven damping with time scaling in relation with the minimization of a nonsmooth and convex function. The…

Optimization and Control · Mathematics 2022-03-03 Radu Ioan Bot , Mikhail A. Karapetyants

Recently, a whole class of evergy-preserving integrators has been derived for the numerical solution of Hamiltonian problems. In the mainstream of this research, we have defined a new family of symplectic integrators depending on a real…

Numerical Analysis · Mathematics 2010-09-30 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

We carry out a stability and convergence analysis of a fully discrete scheme for the time-dependent Navier-Stokes equations resulting from combining an $H(\mathrm{div}, \Omega)$-conforming discontinuous Galerkin spatial discretization, and…

Numerical Analysis · Mathematics 2025-10-22 L. Beirão da Veiga , F. Dassi , S. Gómez

A Lagrangian is introduced which includes the coupling between magnetic moments $\mathbf{m}$ and the degrees of freedom $\boldsymbol{\sigma}$ of a reservoir. In case the system-reservoir coupling breaks the time reversal symmetry the…

Statistical Mechanics · Physics 2015-05-27 Thomas Bose , Steffen Trimper
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