Related papers: Time-adaptive Lagrangian Variational Integrators f…
In this paper we study a Hamiltonization procedure for mechanical systems with velocity-depending (nonholonomic) constraints. We first rewrite the nonholonomic equations of motion as Euler-Lagrange equations, with a Lagrangian that follows…
This paper addresses a class of nonsmooth and nonconvex optimization problems defined on complete Riemannian manifolds. The objective function has a composite structure, combining convex, differentiable, and lower semicontinuous terms,…
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…
Necessary optimality conditions in Lagrangian form and the sequential minimization framework are extended to mixed-integer nonlinear optimization, without any convexity assumptions. Building upon a recently developed notion of local…
A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…
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…
This paper considers a stochastic optimization problem over the fixed point sets of quasinonexpansive mappings on Riemannian manifolds. The problem enables us to consider Riemannian hierarchical optimization problems over complicated sets,…
In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in…
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…
We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…
In order to perform numerical studies of long-term stability in nonlinear Hamiltonian systems, one needs a numerical integration algorithm which is symplectic. Further, this algorithm should be fast and accurate. In this paper, we propose…
There has been significant interest in generalizations of the Nesterov accelerated gradient descent algorithm due to its improved performance guarantee compared to the standard gradient descent algorithm, and its applicability to large…
We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…
Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…
Leapfrog integration has been the method of choice in N-body simulations owing to its low computational cost for a symplectic integrator with second order accuracy. We introduce a new leapfrog integrator that allows for variable timesteps…
Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…
In this paper, we argue in favor of first-order homogeneous Lagrangians in the velocities. The relevant form of such Lagrangians is discussed and justified physically and geometrically. Such Lagrangian systems possess Reparametrization…