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We explain how It\^o Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be interpreted in terms of a convergent numerical scheme. We show how jets can be…

Probability · Mathematics 2018-01-23 John Armstrong , Damiano Brigo

Some problems on variations are raised for classical discrete mechanics and field theory and the difference variational approach with variable step-length is proposed motivated by Lee's approach to discrete mechanics and the difference…

High Energy Physics - Theory · Physics 2009-11-07 Han-Ying Guo , Ke Wu

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…

Analysis of PDEs · Mathematics 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

The interpretation of deep learning as a dynamical system has gained a considerable attention in recent years as it provides a promising framework. It allows for the use of existing ideas from established fields of mathematics for studying…

Optimization and Control · Mathematics 2021-06-09 Nader Ganaba

This paper presents a geometric-variational approach to continuous and discrete {\it second-order} field theories following the methodology of \cite{MPS}. Staying entirely in the Lagrangian framework and letting $Y$ denote the configuration…

Differential Geometry · Mathematics 2015-06-26 Shinar Kouranbaeva , Steve Shkoller

We present new second derivative, generally covariant theories of gravity for spherically symmetric spacetimes (general covariance is in the $t-r$ plane) belonging to the class where the spherically symmetric Einstein-Hilbert theory is…

General Relativity and Quantum Cosmology · Physics 2015-05-20 Rakesh Tibrewala

In this note we give an alternative geometrical derivation of the results recently presented by Garcia-Godinez, Newman and Silva-Ortigoza in [1] on the class of all two-dimensional riemannian and lorentzian metrics from 2nd order ODEs which…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Emanuel Gallo

In the paper, we propose a higher-order geometry-preserving numerical method for stochastic differential equations (SDEs) evolving on the Lie groups SO(n) and SE(n). Most existing Lie group integrators rely on Magnus expansion of the…

Numerical Analysis · Mathematics 2026-05-07 Xi Wang , Victor Solo

This paper deals with iteration stable (STIT) tessellations, and, more generally, with a certain class of tessellations that are infinitely divisible with respect to iteration. They form a new, rich and flexible class of spatio-temporal…

Probability · Mathematics 2013-03-04 Tomasz Schreiber , Christoph Thaele

A geometric approach is used to study the Abel first order differential equation of the first kind. The approach is based on the recently developed theory of quasi-Lie systems which allows us to characterise some particular examples of…

Mathematical Physics · Physics 2011-07-14 José F. Cariñena , Javier de Lucas , Manuel F. Rañada

This is a continuation of the work initiated in a previous paper on so-called driven cofactor systems, which are partially decoupling second-order differential equations of a special kind. The main purpose in that paper was to obtain an…

Differential Geometry · Mathematics 2012-03-23 W. Sarlet , G. Waeyaert

In the generalized Hamiltonian formalism by Dirac, the method of constructing the generator of local-symmetry transformations for systems with first- and second-class constraints (without restrictions on the algebra of constraints) is…

High Energy Physics - Theory · Physics 2015-06-26 N. P. Chitaia , S. A. Gogilidze , Yu. S. Surovtsev

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…

Numerical Analysis · Mathematics 2020-02-07 Michael Kraus , Tomasz M. Tyranowski

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

In this paper we present a general framework that allows one to study discretization of certain dynamical systems. This generalizes earlier work on discretization of Lagrangian and Hamiltonian systems on tangent bundles and cotangent…

Dynamical Systems · Mathematics 2007-05-23 Vincent M. Guibout , Anthony M. Bloch

Locally variational systems of differential equations on smooth manifolds, having certain de Rham cohomology group trivial, automatically possess a global Lagrangian. This important result due to Takens is, how-ever, of sheaf-theoretic…

Differential Geometry · Mathematics 2020-04-01 Zbyněk Urban , Jana Volná

The geometric formulation of the Hamilton-Jacobi theory enables us to generalize it to systems of higher-order ordinary differential equations. In this work we introduce the unified Lagrangian-Hamiltonian formalism for the geometric…

Mathematical Physics · Physics 2014-10-24 Leonardo Colombo , Manuel de León , Pedro D. Prieto-Martínez , Narciso Román-Roy

In this paper, we develop the theoretical foundations of discrete Dirac mechanics, that is, discrete mechanics of degenerate Lagrangian/Hamiltonian systems with constraints. We first construct discrete analogues of Tulczyjew's triple and…

Symplectic Geometry · Mathematics 2015-02-13 Melvin Leok , Tomoki Ohsawa

We propose a coordinate-invariant geometric formulation of the GENERIC stochastic differential equation, unifying reversible Hamiltonian and irreversible dissipative dynamics within a differential-geometric framework. Our construction…

Dynamical Systems · Mathematics 2025-10-14 Mark A. Peletier , Marcello Seri

In order to describe the impact of different geometric structures and constraints for the dynamics of a Hamiltonian system, in this paper, for a magnetic Hamiltonian system defined by a magnetic symplectic form, we first drive precisely the…

Symplectic Geometry · Mathematics 2022-06-16 Hong Wang