相关论文: Stochastic Variational Integrators

In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces. The integral is constructed via the radonification of…

A multi-agent system designed to achieve distance-based shape control with flocking behavior can be seen as a mechanical system described by a Lagrangian function and subject to additional external forces. Forced variational integrators are…

We augment a thermodynamically consistent diffuse interface model for the description of line tension phenomena by multiplicative stochastic noise to capture the effects of thermal fluctuations and establish the existence of pathwise unique…

We study the connection between Lagrangian and Hamiltonian descriptions of closed/open dynamics, for a collection of particles with quadratic interaction (closed system) and a sub-collection of particles with linear damping (open system).…

A pluri-Lagrangian structure is an attribute of integrability for lattice equations and for hierarchies of differential equations. It combines the notion of multi-dimensional consistency (in the discrete case) or commutativity of the flows…

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…

We construct sub-grid scale models of incompressible fluids by considering expectations of semi-martingale Lagrangian particle trajectories. Our construction is based on the Lagrangian decomposition of flow maps into mean and fluctuation…

We extend the generalized Langevin model, originally developed for the Lagrangian fluid particle velocity in constant-density shear-driven turbulence, to variable-density (VD) pressure-gradient-driven flows. VD effects due to non-uniform…

We develop a method for systematically constructing Lagrangian functions for dissipative mechanical, electrical and, mechatronic systems. We derive the equations of motion for some typical mechatronic systems using deterministic principles…

This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…

In this paper, we introduce two types of variational integrators, one originating from the discrete Hamilton's principle while the other from Galerkin variational approach. It turns out that these variational integrators are equivalent to…

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…

Formation control of autonomous agents can be seen as a physical system of individuals interacting with local potentials, and whose evolution can be described by a Lagrangian function. In this paper, we construct and implement forced…

Invariant discretization schemes are derived for the one- and two-dimensional shallow-water equations with periodic boundary conditions. While originally designed for constructing invariant finite difference schemes, we extend the usage of…

We propose a dynamic domain semi-Lagrangian method for stochastic Vlasov equations driven by transport noises, which arise in plasma physics and astrophysics. This method combines the volume-preserving property of stochastic characteristics…

In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition.…

We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders…

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…

This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…

Equivalence of convex optimization, saddle-point problems, and variational inequalities is a well-established concept. The variational inequality (VI) is a static problem which is studied under dynamical settings using a framework called…