Related papers: Variational integrators for stochastic Hamiltonian…
In this paper structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton-Pontryagin variational principle. From this principle one can derive a novel class of variational partitioned…
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…
We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisson map property. For this purpose, we propose explicit…
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 present a new class of high-order variational integrators on Lie groups. We show that these integrators are symplectic, momentum preserving, and can be constructed to be of arbitrarily high-order, or can be made to converge…
Numerical algorithms based on variational and symplectic integrators exhibit special features that make them promising candidates for application to general relativity and other constrained Hamiltonian systems. This paper lays part of the…
An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectral formulation, which enables scalability to…
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 consider the continuous and discrete-time Hamilton's variational principle on phase space, and characterize the exact discrete Hamiltonian which provides an exact correspondence between discrete and continuous Hamiltonian mechanics. The…
Multisymplectic variational integrators are structure preserving numerical schemes especially designed for PDEs derived from covariant spacetime Hamilton principles. The goal of this paper is to study the properties of the temporal and…
This work presents a general geometric framework for simulating and learning the dynamics of Hamiltonian systems that are invariant under a Lie group of transformations. This means that a group of symmetries is known to act on the system…
Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related…
Variational integrators have traditionally been constructed from the perspective of Lagrangian mechanics, but there have been recent efforts to adopt discrete variational approaches to the symplectic discretization of Hamiltonian mechanics…
We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian…
We develop the equations of motion for full body models that describe the dynamics of rigid bodies, acting under their mutual gravity. The equations are derived using a variational approach where variations are defined on the Lie group of…
Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian…
Numerical methods that preserves geometric invariants of the system such as energy, momentum and symplectic form, are called geometric integrators. These include variational integrators as an important subclass of geometric integrators. The…
Compatible discretizations, such as finite element exterior calculus, provide a discretization framework that respect the cohomological structure of the de Rham complex, which can be used to systematically construct stable mixed finite…
Several aspects of the connection between conserved integrals (invariants) and symmetries are illustrated within a hybrid Lagrangian-Hamiltonian framework for dynamical systems. Three examples are considered: a nonlinear oscillator with…
This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…