Related papers: Numerical integration of stochastic contact Hamilt…
Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…
We present geometric numerical integrators for contact flows that stem from a discretization of Herglotz' variational principle. First we show that the resulting discrete map is a contact transformation and that any contact map can be…
In this paper, we continue the construction of variational integrators adapted to contact geometry started in \cite{VBS}, in particular, we introduce a discrete Herglotz Principle and the corresponding discrete Herglotz Equations for a…
In this work we devise a stochastic version of contact Hamiltonian systems, and show that the phase flows of these systems preserve contact structures. Moreover, we provide a sufficient condition under which these stochastic contact…
In this article we develop a theory of contact systems with nonholonomic constraints. We obtain the dynamics from Herglotz's variational principle, by restricting the variations so that they satisfy the nonholonomic constraints. We prove…
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…
Contact integrators are a family of geometric numerical schemes which guarantee the conservation of the contact structure. In this work we review the construction of both the variational and Hamiltonian versions of these methods. We…
We develop an approach for the analysis of fundamental solutions to Hamilton-Jacobi equations of contact type based on a generalized variational principle proposed by Gustav Herglotz. We also give a quantitative Lipschitz estimate on the…
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…
We propose a numerical scheme for the time-integration of nonholonomic mechanical systems, both conservative and nonconservative. The scheme is obtained by simultaneously discretizing the constraint equations and the Herglotz variational…
In the recent years, with the incorporation of contact geometry, there has been a renewed interest in the study of dissipative or non-conservative systems in physics and other areas of applied mathematics. The equations arising when…
We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…
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…
We show that the contact dynamics obtained from the Herglotz variational principle can be described as a constrained nonholonomic or vakonomic ordinary Lagrangian system depending on a dissipative variable with an adequate choice of one…
Stochastic variational integrators for constrained, stochastic mechanical systems are developed in this paper. The main results of the paper are twofold: an equivalence is established between a stochastic Hamilton-Pontryagin (HP) principle…
A method to construct a geometric structure with the same solutions as a given variational principle is presented. The method applies to large families of variational principles. In particular, the known results that assign cosymplectic…
Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…
In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electrical circuit, one is faced with three special situations: 1. The system…
Variational integrators are momentum-preserving and symplectic numerical methods used to propagate the evolution of Hamiltonian systems. In this paper, we introduce a new class of variational integrators that achieve fourth-order…
We propose a systematic framework for constructing geometric integrators for Hamiltonian systems on Jacobi manifolds. By combining Poissonization of Jacobi structures with homogeneous symplectic bi-realizations, Jacobi dynamics are lifted…