Related papers: Variational integrators for stochastic Hamiltonian…
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…
Most numerical integration algorithms are not designed specifically for Hamiltonian systems and do not respect their characteristic properties, which include the preservation of phase space volume with time. This can lead to spurious…
Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…
We propose to use the properties of the Lie algebra of the angular momentum to build symplectic integrators dedicated to the Hamiltonian of the free rigid body. By introducing a dependence of the coefficients of integrators on the moments…
It is well known that the validity of the so called Lenard-Magri scheme of integrability of a bi-Hamiltonian PDE can be established if one has some precise information on the corresponding 1st variational Poisson cohomology for one of the…
Finite-dimensional non-canonical Hamiltonian systems arise naturally from Hamilton's principle in phase space. We present a method for deriving variational integrators that can be applied to perturbed non-canonical Hamiltonian systems on…
We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the…
This paper presents a Lie-Trotter splitting for inertial Langevin equations (Geometric Langevin Algorithm) and analyzes its long-time statistical properties. The splitting is defined as a composition of a variational integrator with an…
We introduce an efficient split finite element (FE) discretization of a y-independent (slice) model of the rotating shallow water equations. The study of this slice model provides insight towards developing schemes for the full 2D case.…
Variational symplectic algorithms have recently been developed for carrying out long-time simulation of charged particles in magnetic fields. As a direct consequence of their derivation from a discrete variational principle, these…
In this paper we develope, in a geometric framework, a Hamilton-Jacobi Theory for general dynamical systems. Such a theory contains the classical theory for Hamiltonian systems on a cotangent bundle and recent developments in the framework…
This paper defines a class of variational problems on Lie groups that admit involutive automorphisms. The maximum Principle of optimal control then identifies the appropriate left invariant Hamiltonians on the Lie algebra of the group. The…
We consider some differential geometric classes of local and nonlocal Poisson and symplectic structures on loop spaces of smooth manifolds which give natural Hamiltonian and multihamiltonian representations for some important nonlinear…
A Hamiltonian formulation of generic many-particle systems with space-dependent balanced loss and gain coefficients is presented. It is shown that the balancing of loss and gain necessarily occurs in a pair-wise fashion. Further, using a…
Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…
We define and analyse the properties of contact Lie systems, namely systems of first-order differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional Lie algebra of…
We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…
We address our attention to the numerical time discretization of stochastic Poisson systems via Poisson integrators. The aim of the investigation regards the backward error analysis of such integrators to reveal their ability of being…
In this paper, high-order numerical integrators on homogeneous spaces will be presented as an application of nonholonomic partitioned Runge-Kutta Munthe-Kaas (RKMK) methods on Lie groups. A homogeneous space $M$ is a manifold where a group…
We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…