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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…

Numerical Analysis · Mathematics 2008-07-19 Ari Stern , Yiying Tong , Mathieu Desbrun , Jerrold E. Marsden

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

This paper develops a structure-preserving numerical integration scheme for a class of higher-order mechanical systems. The dynamics of these systems are governed by invariant variational principles defined on higher-order tangent bundles…

Dynamical Systems · Mathematics 2013-10-11 Christopher L. Burnett , Darryl D. Holm , David M. Meier

In this paper, we study the Lagrangian functions for a class of second-order differential systems arising from physics. For such systems, we present necessary and sufficient conditions for the existence of Lagrangian functions. Based on the…

Numerical Analysis · Mathematics 2024-11-26 Yihan Shen , Yajuan Sun

Variational integrators are a special kind of geometric discretisation methods applicable to any system of differential equations that obeys a Lagrangian formulation. In this thesis, variational integrators are developed for several…

Numerical Analysis · Mathematics 2014-12-08 Michael Kraus

This paper is a summary of the theory of discrete embeddings introduced in [5]. A discrete embedding is an algebraic procedure associating a numerical scheme to a given ordinary differential equation. Lagrangian systems possess a…

Numerical Analysis · Mathematics 2016-01-20 Loïc Bourdin , Jacky Cresson , Isabelle Greff , Pierre Inizan

Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in…

Plasma Physics · Physics 2018-05-23 C. Leland Ellison , John M. Finn , Joshua W. Burby , Michael Kraus , Hong Qin , William M. Tang

We reconsider the variational derivation of symplectic partitioned Runge-Kutta schemes. Such type of variational integrators are of great importance since they integrate mechanical systems with high order accuracy while preserving the…

Numerical Analysis · Mathematics 2015-05-08 Cédric M. Campos

This letter investigates the Lie point symmetries and conserved quantities of the Lagrangian systems on time scales, which unify the Lie symmetries of the two cases for the continuous and the discrete Lagrangian systems. By defining the…

Mathematical Physics · Physics 2012-12-12 Cai Ping-Ping , Song-Duan , Fu Jing-Li , Hong Fang-Yu

The numerical analysis of variational integrators relies on variational error analysis, which relates the order of accuracy of a variational integrator with the order of approximation of the exact discrete Lagrangian by a computable…

Numerical Analysis · Mathematics 2011-02-15 Melvin Leok , Tatiana Shingel

We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…

Computational Physics · Physics 2007-05-23 H. Y. Guo , Y. Q. Li , K. Wu

In this contribution, we develop a variational integrator for the simulation of (stochastic and multiscale) electric circuits. When considering the dynamics of an electrical circuit, one is faced with three special situations: 1. The system…

Numerical Analysis · Mathematics 2011-03-10 Sina Ober-Blöbaum , Molei Tao , Mulin Cheng , Houman Owhadi , Jerrold E. Marsden

Discrete Hamiltonian variational integrators are derived from Type II and Type III generating functions for symplectic maps, and in this paper we establish a variational error analysis result that relates the order of accuracy of the…

Numerical Analysis · Mathematics 2016-09-09 Jeremy M. Schmitt , Melvin Leok

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…

Numerical Analysis · Mathematics 2013-10-18 François Demoures , François Gay-Balmaz , Tudor S. Ratiu

In this paper, we propose a geometric integrator for nonholonomic mechanical systems. It can be applied to discrete Lagrangian systems specified through a discrete Lagrangian defined on QxQ, where Q is the configuration manifold, and a…

Numerical Analysis · Mathematics 2009-11-13 S. Ferraro , D. Iglesias , D. Martín de Diego

We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…

Numerical Analysis · Mathematics 2024-12-30 François Gay-Balmaz , Meng Wu

We present a variational integrator based on the Lobatto quadrature for the time integration of dynamical systems issued from the least action principle. This numerical method uses a cubic interpolation of the states and the action is…

Numerical Analysis · Mathematics 2025-10-30 François Dubois , Juan Antonio Rojas-Quintero

We propose and compare several projection methods applied to variational integrators for degenerate Lagrangian systems, whose Lagrangian is of the form $L = \vartheta(q) \cdot \dot{q} - H(q)$ and thus linear in velocities. While previous…

Numerical Analysis · Mathematics 2017-08-25 Michael Kraus

We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…

Mathematical Physics · Physics 2023-07-18 Ege Coban , Ilmar Gahramanov , Dilara Kosva

We study the reduction of non-autonomous regular Lagrangian systems by symmetries, which are generated by vector fields associated with connections in the configuration bundle of the system $Q\times\real\to\real$. These kind of symmetries…

Mathematical Physics · Physics 2015-12-15 M. C. Muñoz-Lecanda , N. Román-Roy , F. J. Yániz-Fernández