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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…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

We present a general framework for constructing structure-preserving numerical integrators for nonholonomically constrained mechanical systems evolving on Lie groups using retraction maps. Retraction maps generalize the exponential map and…

Numerical Analysis · Mathematics 2026-04-08 Viyom Vivek , David Martin de Diego , Ravi N. Banavar

Methods for discretizing port-Hamiltonian systems are of interest both for simulation and control purposes. Despite the large literature on mixed finite elements, no rigorous analysis of the connections between mixed elements and…

Numerical Analysis · Mathematics 2020-06-09 Andrea Brugnoli , Daniel Alazard , Valérie Pommier-Budinger , Denis Matignon

Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…

Statistical Mechanics · Physics 2023-07-06 Guilherme França , Alessandro Barp , Mark Girolami , Michael I. Jordan

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…

Numerical Analysis · Mathematics 2019-11-04 Mats Vermeeren , Alessandro Bravetti , Marcello Seri

The dynamic equation of mass point in rotating coordinates is governed by Coriolis and centrifugal force, besides a corotating potential relative to frame. Such a system is no longer a canonical Hamiltonian system so that the construction…

Instrumentation and Methods for Astrophysics · Physics 2022-02-09 Xiongbiao Tu , Qiao Wang , Yifa Tang

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…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Govindan Rangarajan

This paper presents a geometric-variational approach to continuous and discrete mechanics and field theories. Using multisymplectic geometry, we show that the existence of the fundamental geometric structures as well as their preservation…

Differential Geometry · Mathematics 2025-10-20 Jerrold E. Marsden , George W. Patrick , Steve Shkoller

Modified Hamiltonians are used in the field of geometric numerical integration to show that symplectic schemes for Hamiltonian systems are accurate over long times. For nonlinear systems the series defining the modified Hamiltonian usually…

Numerical Analysis · Mathematics 2018-11-14 Shami A Alsallami , Jitse Niesen , Frank W Nijhoff

We present a new multi-symplectic formulation of constrained Hamiltonian partial differential equations, and we study the associated local conservation laws. A multi-symplectic discretisation based on this new formulation is exemplified by…

Numerical Analysis · Mathematics 2016-04-06 David Cohen , Olivier Verdier

We compare the performances of symplectic and non-symplectic integrators for the computation of normal geodesics and conjugate points in sub-Riemannian geometry at the example of the Martinet case. For this case study we consider first the…

Numerical Analysis · Mathematics 2007-05-23 Monique Chyba , Ernst Hairer , Gilles Vilmart

We develop the symplectic elimnation algorithm. This algorithm using simple row operations reduce a symplectic matrix to a diagonal matrix. This algorithm gives rise to a decomposition of an arbitrary matrix into a product of a symplectic…

Group Theory · Mathematics 2025-07-29 Ayan Mahalanobis

Separated graphs provide a powerful combinatorial tool for approximating dynamical systems. This paper details the explicit construction of Bratteli-like separated graphs -- a generalization of classical Bratteli diagrams -- that encode the…

Dynamical Systems · Mathematics 2026-03-17 Joan Claramunt

The central purpose of this article is to establish new inverse and implicit function theorems for differentiable maps with isolated critical points. One of the key ingredients is a discovery of the fact that differentiable maps with…

Classical Analysis and ODEs · Mathematics 2021-04-02 Liangpan Li

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 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 new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…

Computational Physics · Physics 2009-11-13 Anthony JC Ladd , Gaurav Misra

We develop a geometric framework for the numerical integration of mechanical systems evolving on manifolds. After briefly reviewing classical numerical methods and highlighting their limitations and shortcomings in non-flat (non-Euclidean)…

General Mathematics · Mathematics 2026-03-30 Viyom Vivek , David Martin de Diego , Ravi N. Banavar

Symplectic integrators for Hamiltonian systems have been quite successful for studying few-body dynamical systems. These integrators are frequently derived using a formalism built on symplectic maps. There have been recent efforts to extend…

Plasma Physics · Physics 2017-05-10 Stephen D. Webb , Dan T. Abell , Nathan M. Cook , David L. Bruhwiler

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink