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One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants, among which the Hamiltonian function itself. For example, it is well known that classical symplectic…

数值分析 · 数学 2014-06-23 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

Recently, the efficient numerical solution of Hamiltonian problems has been tackled by defining the class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Their derivation relies on the expansion of…

数值分析 · 数学 2023-01-16 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

最优化与控制 · 数学 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

We discuss the efficient implementation of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems, via their blended formulation. We also discuss the case of separable problems,…

数值分析 · 数学 2011-12-20 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

In recent years, the efficient numerical solution of Hamiltonian problems has led to the definition of a class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Such methods admit an interesting…

数值分析 · 数学 2022-04-22 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

In a recent series of papers, the class of energy-conserving Runge-Kutta methods named Hamiltonian BVMs (HBVMs) has been defined and studied. Such methods have been further generalized for the efficient solution of general conservative…

数值分析 · 数学 2014-03-05 Luigi Brugnano , Yajuan Sun

We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…

数值分析 · 数学 2016-04-18 Janine C. Mergel , Roger A. Sauer , Sina Ober-Blöbaum

Hamiltonian Boundary Value Methods are a new class of energy preserving one step methods for the solution of polynomial Hamiltonian dynamical systems. They can be thought of as a generalization of collocation methods in that they may be…

数值分析 · 数学 2010-11-04 Luigi Brugnano , Felice Iavernaro , Tiziana Susca

We develop a partial Hamiltonian framework to obtain reductions and closed-form solutions via first integrals of current value Hamiltonian systems of ordinary differential equations (ODEs). The approach is algorithmic and applies to many…

最优化与控制 · 数学 2014-08-20 R. Naz , F. M. Mahomed , Azam Chaudhry

In recent years, the class of energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) has been devised for numerically solving Hamiltonian problems. In this short note, we study their natural formulation as…

数值分析 · 数学 2019-10-17 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

In this paper, a class of high-order methods to numerically solve Functional Differential Equations with Piecewise Continuous Arguments (FDEPCAs) is discussed. The framework stems from the expansion of the vector field associated with the…

数值分析 · 数学 2024-03-14 Gianmarco Gurioli , Weijie Wang , Xiaoqiang Yan

We introduce an arbitrary order, stabilized finite element method for solving a unique continuation problem subject to the time-harmonic elastic wave equation with variable coefficients. Based on conditional stability estimates we prove…

数值分析 · 数学 2023-04-25 Erik Burman , Janosch Preuss

Recently, the class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs), has been proposed for the efficient solution of Hamiltonian problems, as well as for other types of conservative problems. In…

数值分析 · 数学 2013-10-22 Luigi Brugnano , Yajuan Sun

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…

最优化与控制 · 数学 2020-12-17 Pavel Dvurechensky , Alexander Gasnikov , Alexander Tiurin , Vladimir Zholobov

Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but…

神经与进化计算 · 计算机科学 2019-09-09 Stefano Massaroli , Michael Poli , Federico Califano , Angela Faragasso , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We establish sufficient conditions, via new discrete Lyapunov…

最优化与控制 · 数学 2023-04-21 Penghui Fu , Zhiqiang Tan

We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. We combine this theory with the…

数值分析 · 数学 2017-09-08 Andrew J. Steyer , Erik S. Van Vleck

Hamiltonian dynamics describe a wide range of physical systems. As such, data-driven simulations of Hamiltonian systems are important for many scientific and engineering problems. In this work, we propose kernel-based methods for…

We investigate discretization strategies for a recently introduced class of energy-based models. The model class encompasses classical port-Hamiltonian systems, generalized gradient flows, and certain systems with algebraic constraints. Our…

数值分析 · 数学 2026-05-29 Robert Altmann , Attila Karsai , Philipp Schulze

Ordinary differential equations (ODEs) provide a powerful framework for modeling dynamic systems arising in a wide range of scientific domains. However, most existing ODE methods focus on a single system, and do not adequately address the…

统计方法学 · 统计学 2026-04-08 Shuoxun Xu , Zijian Guo , Brooke R. Staveland , Robert T. Knight , Lexin Li
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