Related papers: A variational symplectic scheme based on Lobatto's…
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…
We study numerically classical 1-dimensional Hamiltonian lattices involving inter-particle long range interactions that decay with distance like 1/r^alpha, for alpha>=0. We demonstrate that although such systems are generally characterized…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
The light damping hypothesis is usually assumed in structural dynamics since dissipative forces are in general weak with respect to inertial and elastic forces. In this paper a novel numerical method of time integration based on the…
We present a new time discretization scheme adapted to the structure of GENERIC systems. The scheme is variational in nature and is based on a conditional incremental minimization. The GENERIC structure of the scheme provides stability and…
Variational time integrators are derived in the context of discrete mechanical systems. In this area, the governing equations for the motion of the mechanical system are built following two steps: (a) Postulating a discrete action; (b)…
The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…
A variational formulation for non-equilibrium thermodynamics was developed by Gay-Balmaz and Yoshimura. In a recent article, the first two authors of the present paper introduced partially cosymplectic structures as a geometric framework…
In recent years, two important techniques for geometric numerical discretization have been developed. In computational electromagnetics, spatial discretization has been improved by the use of mixed finite elements and discrete differential…
This contribution presents an integration method based on the Simpson quadrature. The integrator is designed for finite-dimensional nonlinear mechanical systems that derive from variational principles. The action is discretized using…
Dependable numerical results from long-time simulations require stable numerical integration schemes. For Hamiltonian systems, this is achieved with symplectic integrators, which conserve the symplectic condition and exactly solve for the…
We present a simple choice of integration variables that can be used to exploit the near-integrable character of problems in celestial mechanics. The approach is based on the well-known principle of variation of parameters: instead of…
This article reviews some integrators particularly suitable for the numerical resolution of differential equations on a large time interval. Symplectic integrators are presented. Their stability on exponentially large time is shown through…
Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…
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…
Nonlinear parabolic equations are frequently encountered in applications and efficient approximating techniques for their solution are of great importance. In order to provide an effective scheme for the temporal approximation of such…
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…
This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…
An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…
We present a conservative/dissipative time integration scheme for nonlinear mechanical systems. Starting from a weak form, we derive algorithmic forces and velocities that guarantee the desired conservation/dissipation properties. Our…