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Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…

最优化与控制 · 数学 2021-04-29 Guilherme França , Michael I. Jordan , René Vidal

Reduced basis methods are popular for approximately solving large and complex systems of differential equations. However, conventional reduced basis methods do not generally preserve conservation laws and symmetries of the full order model.…

数值分析 · 数学 2018-03-20 Babak Maboudi Afkham , Jan S. Hesthaven

In this article we present some results concerning natural dissipative perturbations of 3d Hamiltonian systems. Given a Hamiltonian system dx/dt = PdH, and a Casimir function S, we construct a symmetric covariant tensor g, so that the…

数学物理 · 物理学 2007-05-23 Daniel Fish

Using the framework of metriplectic systems on $\R^n$ we will describe a constructive geometric method to add a dissipation term to a Hamilton-Poisson system such that any solution starting in a neighborhood of a nonlinear stable…

数学物理 · 物理学 2009-11-13 Petre Birtea , Mihai Boleantu , Mircea Puta , Razvan Micu Tudoran

By combining a standard symmetric, symplectic integrator with a new step size controller, we provide an integration scheme that is symmetric, reversible and conserves the values of the constants of motion. This new scheme is appropriate for…

广义相对论与量子宇宙学 · 物理学 2012-12-07 Jonathan Seyrich , Georgios Lukes-Gerakopoulos

Many experimental techniques aim at determining the Hamiltonian of a given system. The Hamiltonian describes the system's evolution in the absence of dissipation, and is often central to control or interpret an experiment. Here, we…

介观与纳米尺度物理 · 物理学 2025-01-08 Vincent Dumont , Markus Bestler , Letizia Catalini , Gabriel Margiani , Oded Zilberberg , Alexander Eichler

Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…

数值分析 · 数学 2022-01-14 Christian Offen , Sina Ober-Blöbaum

We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic…

数值分析 · 数学 2018-03-20 Jialin Hong , Chuying Huang , Xu Wang

A new approach to dissipative quantum systems modelled by a system plus environment Hamiltonian is presented. Using a continuous sequence of infinitesimal unitary transformations the small quantum system is decoupled from its…

统计力学 · 物理学 2009-10-30 Stefan Kehrein , Andreas Mielke

We implement and investigate the numerical properties of a new family of integrators connecting both variants of the symplectic Euler schemes, and including an alternative to the classical symplectic mid-point scheme, with some additional…

数值分析 · 数学 2015-08-14 Hugo Jiménez-Pérez , Jean-Pierre Vilotte , Barbara Romanowicz

We will further develop the study of the dissipation for a Hamilton-Poisson system introduced in \cite{2}. We will give a tensorial form of this dissipation and show that it preserves the Hamiltonian function but not the Poisson geometry of…

动力系统 · 数学 2011-07-22 Petre Birtea , Dan Comănescu

We show that symplectic Runge-Kutta methods provide effective symplectic integrators for Hamiltonian systems with index one constraints. These include the Hamiltonian description of variational problems subject to position and velocity…

数值分析 · 数学 2014-02-28 Robert I McLachlan , Klas Modin , Olivier Verdier , Matt Wilkins

The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…

数值分析 · 数学 2020-07-13 Hendrik Ranocha , David I. Ketcheson

Symplectic integration algorithms are well-suited for long-term integrations of Hamiltonian systems because they preserve the geometric structure of the Hamiltonian flow. However, this desirable property is generally lost when adaptive…

天体物理学 · 物理学 2025-10-20 Miguel Preto , Scott Tremaine

Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…

机器学习 · 计算机科学 2025-12-10 Harsh Choudhary , Chandan Gupta , Vyacheslav Kungurtsev , Melvin Leok , Georgios Korpas

Modified Hamiltonians are used in the field of geometric numerical integration to show that symplectic schemes for Hamiltonian systems are accurate over long times. For nonlinear systems the series defining the modified Hamiltonian usually…

数值分析 · 数学 2018-11-14 Shami A Alsallami , Jitse Niesen , Frank W Nijhoff

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…

数值分析 · 数学 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

We design a novel, exactly energy-conserving implicit non-symplectic integration method for an eight-dimensional Hamiltonian system with four degrees of freedom. In our algorithm, each partial derivative of the Hamiltonian with respect to…

广义相对论与量子宇宙学 · 物理学 2019-12-30 Shiyang Hu , Xin Wu , Guoqing Huang , Enwei Liang

We consider the geometric numerical integration of Hamiltonian systems subject to both equality and "hard" inequality constraints. As in the standard geometric integration setting, we target long-term structure preservation. We…

数值分析 · 数学 2011-06-02 Danny M. Kaufman , Dinesh K. Pai

On this paper, we have proposed an approach to observe the time-centered difference scheme for dissipative mechanical systems from a Hamiltonian perspective and to introduce the idea of symplectic algorithm to dissipative systems. The…

数学物理 · 物理学 2010-08-06 Tianshu Luo , Yimu Guo
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