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A stochastic leap-frog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time…

Computational Physics · Physics 2009-10-31 Ji Qiang , Salman Habib

This paper presents a control framework on Lie groups by designing the control objective in its Lie algebra. Control on Lie groups is challenging due to its nonlinear nature and difficulties in system parameterization. Existing methods to…

Optimization and Control · Mathematics 2022-04-21 Sangli Teng , William Clark , Anthony Bloch , Ram Vasudevan , Maani Ghaffari

Computation of derivatives (gradient and Hessian) of a fidelity function is one of the most crucial steps in many optimization algorithms. Having access to accurate methods to calculate these derivatives is even more desired where the…

Computational Physics · Physics 2020-03-05 Mohammadali Foroozandeh , Pranav Singh

This study presents a comprehensive mathematical framework for modeling the flight dynamics of a six-degree-of-freedom fixed-wing aircraft as a rigid body with three control surfaces: rudder, elevators, and ailerons. The framework consists…

Systems and Control · Electrical Eng. & Systems 2024-12-24 Osama A. Marzouk

We consider the Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. Such a setup facilitates examining the implications of a natural initial-state independent…

Systems and Control · Electrical Eng. & Systems 2019-07-31 Jingjing Bu , Afshin Mesbahi , Maryam Fazel , Mehran Mesbahi

We study point and higher symmetries for the hydrodynamic-type systems with two independent variables $t$ and $x$ with and without explicit dependence of the equations on $t,x$. We consider those systems which possess an…

Mathematical Physics · Physics 2007-05-23 M. B. Sheftel

This work presents a novel approach for the optimization of dynamic systems on finite-dimensional Lie groups. We rephrase dynamic systems as so-called neural ordinary differential equations (neural ODEs), and formulate the optimization…

Optimization and Control · Mathematics 2024-09-18 Yannik P. Wotte , Federico Califano , Stefano Stramigioli

The data-driven modeling of dynamical systems has become an essential tool for the construction of accurate computational models from real-world data. In this process, the inherent differential structures underlying the considered physical…

Numerical Analysis · Mathematics 2025-06-04 Michael S. Ackermann , Ion Victor Gosea , Serkan Gugercin , Steffen W. R. Werner

Robotics is shifting from rigid, articulated systems to more sophisticated and heterogeneous mechanical structures. Soft robots, for example, have continuously deformable elements capable of large deformations. The flourishing of control…

Robotics · Computer Science 2025-03-13 Pietro Pustina , Cosimo Della Santina , Alessandro De Luca

In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis…

Numerical Analysis · Mathematics 2022-09-21 Lukas Lundgren , Murtazo Nazarov

Lagrangian multiform theory is a variational framework for integrable systems. In this article we introduce a new formulation which is based on symplectic geometry and which treats position, momentum and time coordinates of a…

Mathematical Physics · Physics 2025-04-01 Vincent Caudrelier , Derek Harland

Applications of force control and motion planning often rely on an inverse dynamics model to represent the high-dimensional dynamic behavior of robots during motion. The widespread occurrence of low-velocity, small-scale, locally isotropic…

Robotics · Computer Science 2022-12-07 Tolga-Can Çallar , Sven Böttger

Diffusion models have become the de facto standard for modern visual generation, including well-established frameworks such as latent diffusion and flow matching. Recently, modeling high-order dynamics has emerged as a promising frontier in…

Machine Learning · Computer Science 2026-04-14 Zhao Song

Over the past few years, robotics simulators have largely improved in efficiency and scalability, enabling them to generate years of simulated data in a few hours. Yet, efficiently and accurately computing the simulation derivatives remains…

Robotics · Computer Science 2025-05-21 Quentin Le Lidec , Louis Montaut , Yann de Mont-Marin , Fabian Schramm , Justin Carpentier

We propose a Lie-algebraic duality approach to analyze non-equilibrium evolution of closed dynamical systems and thermodynamics of interacting quantum lattice models (formulated in terms of Hubbard-Stratonovich dynamical systems). The first…

Statistical Mechanics · Physics 2011-07-27 Victor Galitski

Optimizing neural networks with loss that contain high-dimensional and high-order differential operators is expensive to evaluate with back-propagation due to $\mathcal{O}(d^{k})$ scaling of the derivative tensor size and the…

Machine Learning · Computer Science 2025-01-14 Zekun Shi , Zheyuan Hu , Min Lin , Kenji Kawaguchi

We present a new high-order accurate computational fluid dynamics model based on the incompressible Navier-Stokes equations with a free surface for the accurate simulation of nonlinear and dispersive water waves in the time domain. The…

Numerical Analysis · Mathematics 2024-06-06 Anders Melander , Max E. Bitsch , Dong Chen , Allan P. Engsig-Karup

When constructing high-order schemes for solving hyperbolic conservation laws, the corresponding high-order reconstructions are commonly performed in characteristic spaces to eliminate spurious oscillations as much as possible. For…

Numerical Analysis · Mathematics 2021-08-13 Hua Shen , Matteo Parsani

Modeling dispersed solid phases in fluids still represents a computational challenge when considering a small-scale coupling in wide systems, such as the atmosphere or industrial processes at high Reynolds numbers. A numerical method is…

Fluid Dynamics · Physics 2015-08-13 François Laenen , Giorgio Krstulovic , Jérémie Bec

We propose to use a simulation driven inverse inference approach to model the dynamics of tree branches under manipulation. Learning branch dynamics and gaining the ability to manipulate deformable vegetation can help with occlusion-prone…

Robotics · Computer Science 2023-12-21 Jayadeep Jacob , Tirthankar Bandyopadhyay , Jason Williams , Paulo Borges , Fabio Ramos