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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…

Probability · Mathematics 2015-07-23 Frédéric Pierret

Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…

In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…

Numerical Analysis · Mathematics 2021-03-31 Yuwen Li , Xinyuan Wu

New classes of Lie-Hamilton systems are obtained from the six-dimensional fundamental representation of the symplectic Lie algebra $\mathfrak{sp}(6,\mathbb{R})$. The ansatz is based on a recently proposed procedure for constructing…

Mathematical Physics · Physics 2025-01-07 O. Carballal , R. Campoamor-Stursberg , F. J. Herranz

Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of…

Numerical Analysis · Mathematics 2014-09-18 Håkon Marthinsen , Brynjulf Owren

Long-term stability studies of nonlinear Hamiltonian systems require symplectic integration algorithms which are both fast and accurate. In this paper, we study a symplectic integration method wherein the symplectic map representing the…

Computational Physics · Physics 2007-05-23 Govindan Rangarajan

We will present a consistent description of Hamiltonian dynamics on the ``symplectic extended phase space'' that is analogous to that of a time-\underline{in}dependent Hamiltonian system on the conventional symplectic phase space. The…

Mathematical Physics · Physics 2023-04-26 Jürgen Struckmeier

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll

Dualities are hidden symmetries that map seemingly unrelated physical systems onto each other. The goal of this work is to systematically construct families of Hamiltonians endowed with a given duality and to provide a universal description…

Applied Physics · Physics 2021-08-26 Michel Fruchart , Claudia Yao , Vincenzo Vitelli

This paper extends, to a class of systems of semi-linear hyperbolic second order PDEs in three variables, the geometric study of a single nonlinear hyperbolic PDE in the plane as presented in [Anderson I.M., Kamran N., Duke Math. J. 87…

Differential Geometry · Mathematics 2018-09-11 Sara Froehlich

Many integrable hierarchies of differential equations allow a variational description, called a Lagrangian multiform or a pluri-Lagrangian structure. The fundamental object in this theory is not a Lagrange function but a differential…

Exactly Solvable and Integrable Systems · Physics 2023-06-22 Mats Vermeeren

The contact geometric structure of the thermodynamic phase space is used to introduce a novel symplectic structure on the tangent bundle of the equilibrium space. Moreover, it turns out that the equilibrium space can be interpreted as a…

General Relativity and Quantum Cosmology · Physics 2022-10-05 Luis Aragon-Munoz , Hernando Quevedo

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…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

Port-Hamiltonian (PH) systems provide a framework for modeling, analysis and control of complex dynamical systems, where the complexity might result from multi-physical couplings, non-trivial domains and diverse nonlinearities. A major…

Dynamical Systems · Mathematics 2024-03-15 Philipp L. Kinon , Tobias Thoma , Peter Betsch , Paul Kotyczka

The general topic of the present paper is to study the conservation for some structural property of a given problem when discretising this problem. Precisely we are interested with Lagrangian or Hamiltonian structures and thus with…

Numerical Analysis · Mathematics 2018-01-17 Jacky Cresson , Isabelle Greff , Charles Pierre

In this paper we will explore fundamental constraints on the evolution of certain symplectic subvolumes possessed by any Hamiltonian phase space. This research has direct application to optimal control and control of conservative mechanical…

Optimization and Control · Mathematics 2007-09-11 Jared M. Maruskin , Daniel J. Scheeres , Anthony M. Bloch

We revisit Kohn-Sham time-dependent density-functional theory (TDDFT) equations and show that they derive from a canonical Hamiltonian formalism. We use this geometric description of the TDDFT dynamics to define families of symplectic…

Computational Physics · Physics 2023-11-20 Francois Mauger , Cristel Chandre , Mette B. Gaarde , Kenneth Lopata , Kenneth J. Schafer

For any symplectic manifold, Hamiltonian diffeomorphism group contains a subset which consists of times one flows of autonomous(time-independent) Hamiltonian vector fields. Polterovich and Shelukhin proved that the complement of autonomous…

Symplectic Geometry · Mathematics 2023-08-15 Yoshihiro Sugimoto

This paper contributes with a new formal method of spatial discretization of a class of nonlinear distributed parameter systems that allow a port-Hamiltonian representation over a one dimensional manifold. A specific finite dimensional…

Numerical Analysis · Mathematics 2021-04-23 B. C. van Huijgevoort , S. Weiland , H. J. Zwart

Although conservative Hamiltonian systems with constraints can be formulated in terms of Dirac structures, a more general framework is necessary to cover also dissipative systems such as gradient and metriplectic systems with constraints.…

Differential Geometry · Mathematics 2013-03-05 Ünver Çiftçi
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