相关论文: Error analysis of variational integrators of uncon…
In this paper, we develop variational integrators for the nonequilibrium thermodynamics of simple closed systems. These integrators are obtained by a discretization of the Lagrangian variational formulation of nonequilibrium thermodynamics…
A variational integrator for ideal magnetohydrodynamics is derived by applying a discrete action principle to a formal Lagrangian. Discrete exterior calculus is used for the discretisation of the field variables in order to preserve their…
This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…
Optimal control problems for underactuated mechanical systems can be seen as a higher-order variational problem subject to higher-order constraints (that is, when the Lagrangian function and the constraints depend on higher-order…
Variational integrators applied to degenerate Lagrangians that are linear in the velocities are two-step methods. The system of modified equations for a two-step method consists of the principal modified equation and one additional equation…
Variational integrators are momentum-preserving and symplectic numerical methods used to propagate the evolution of Hamiltonian systems. In this paper, we introduce a new class of variational integrators that achieve fourth-order…
Variational symplectic algorithms have recently been developed for carrying out long-time simulation of charged particles in magnetic fields. As a direct consequence of their derivation from a discrete variational principle, these…
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…
We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…
In this work, we present a new approach to the construction of variational integrators. In the general case, the estimation of the action integral in a time interval $[q_k,q_{k+1}]$ is used to construct a symplectic map $(q_k,q_{k+1})\to…
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…
Variational and divergence symmetries are studied in this paper for the whole class of linear and nonlinear equations of maximal symmetry, and the associated first integrals are given in explicit form. All the main results obtained are…
In this paper, we will give a rigorous construction of the exact discrete Lagrangian formulation associated to a continuous Lagrangian problem. Moreover, we work in the setting of Lie groupoids and Lie algebroids which is enough general to…
This paper presents a Lie-Trotter splitting for inertial Langevin equations (Geometric Langevin Algorithm) and analyzes its long-time statistical properties. The splitting is defined as a composition of a variational integrator with an…
The method of variational completion allows one to transform an (in principle, arbitrary) system of partial differential equations -- based on an intuitive ``educated guess'' -- into the Euler-Lagrange one attached to a Lagrangian, by…
The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…
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…
We propose new nonparametric estimators of the integrated volatility of an It\^{o} semimartingale observed at discrete times on a fixed time interval with mesh of the observation grid shrinking to zero. The proposed estimators achieve the…
In this paper we investigate a variational discretization for the class of mechanical systems in presence of symmetries described by the action of a Lie group which reduces the phase space to a (non-trivial) principal bundle. By introducing…
For the pure biharmonic equation and a biharmonic singular perturbation problem, a residual-based error estimator is introduced which applies to many existing nonconforming finite elements. The error estimator involves the local…