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We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

数值分析 · 数学 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

In this paper, we propose a geometric integrator for nonholonomic mechanical systems. It can be applied to discrete Lagrangian systems specified through a discrete Lagrangian defined on QxQ, where Q is the configuration manifold, and a…

数值分析 · 数学 2009-11-13 S. Ferraro , D. Iglesias , D. Martín de Diego

The equations of motion for a Lagrangian mainly refer to the acceleration equations, which can be obtained by the Euler--Lagrange equations. In the post-Newtonian Lagrangian form of general relativity, the Lagrangian systems can only…

天体物理仪器与方法 · 物理学 2023-09-06 Junjie Luo , Jie Feng , Hong-Hao Zhang , Weipeng Lin

We propose a novel algorithmic method for constructing invariant variational schemes of systems of ordinary differential equations that are the Euler-Lagrange equations of a variational principle. The method is based on the invariantization…

数值分析 · 数学 2021-09-28 Alex Bihlo , James Jackaman , Francis Valiquette

We present a consistent high-order staggered Lagrangian hydrodynamics framework designed to reconcile an underlying disparity in existing curvilinear formulations: the mismatch between quadrature-based "strong" mass conservation and the…

数值分析 · 数学 2026-04-01 Zhiyuan Sun , Jun Liu , Pei Wang

The paper is devoted to a comprehensive study of composite models in variational analysis and optimization the importance of which for numerous theoretical, algorithmic, and applied issues of operations research is difficult to overstate.…

最优化与控制 · 数学 2019-12-10 Ashkan Mohammadi , Boris S. Mordukhovich , M. Ebrahim Sarabi

Falsification of hybrid dynamical systems remains challenging due to mode-dependent dynamics and discrete transitions. In this work, we propose a surrogate-based falsification approach that enables hybrid systems by learning a…

系统与控制 · 电气工程与系统科学 2026-05-11 Lasse Kötz , Knut Åkesson

We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…

计算物理 · 物理学 2007-05-23 H. Y. Guo , Y. Q. Li , K. Wu

The alternative version of Hamiltonian formalism for higher-derivative theories is proposed. As compared with the standard Ostrogradski approach it has the following advantages: (i) the Lagrangian, when expressed in terms of new variables…

高能物理 - 理论 · 物理学 2014-11-21 Krzysztof Andrzejewski , Joanna Gonera , Piotr Machalski , Pawel Maslanka

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

数值分析 · 数学 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna

Multibody dynamics simulators are an important tool in many fields, including learning and control for robotics. However, many existing dynamics simulators suffer from inaccuracies when dealing with constrained mechanical systems due to…

机器人学 · 计算机科学 2023-11-07 Jan Brüdigam , Stefan Sosnowski , Zachary Manchester , Sandra Hirche

Anti-selfdual Lagrangians on a state space lift to path space provided one adds a suitable selfdual boundary Lagrangian. This process can be iterated by considering the path space as a new state space for the newly obtained anti-selfdual…

偏微分方程分析 · 数学 2007-05-23 Nassif Ghoussoub , Leo Tzou

Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…

最优化与控制 · 数学 2025-05-20 Viktoriya Nikitina , Alberto De Marchi , Matthias Gerdts

The aim of the present text is twofold: to provide a compendium of Lagrangian and Hamiltonian geometries and to introduce and investigate new analytical Mechanics: Finslerian, Lagrangian and Hamiltonian. The fundamental equations (or…

微分几何 · 数学 2012-03-20 Radu Miron

We present a direct approach to the construction of Lagrangians for a large class of one-dimensional dynamical systems with a simple dependence (monomial or polynomial) on the velocity. We rederive and generalize some recent results and…

数学物理 · 物理学 2015-05-14 Jan L. Cieslinski , Tomasz Nikiciuk

Forced variational integrators are given by the discretization of the Lagrange-d'Alembert principle for systems subject to external forces, and have proved useful for numerical simulation studies of complex dynamical systems. In this paper…

系统与控制 · 电气工程与系统科学 2024-07-01 Alexandre Anahory Simoes , Asier López-Gordón , Anthony Bloch , Leonardo Colombo

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on…

数值分析 · 数学 2025-10-20 Jorge Cortes

After reviewing the Lagrangian-Hamiltonian unified formalism (i.e, the Skinner-Rusk formalism) for higher-order (non-autonomous) dynamical systems, we state a unified geometrical version of the Variational Principles which allows us to…

数学物理 · 物理学 2014-01-16 Pedro D. Prieto-Martínez , Narciso Román-Roy

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

统计计算 · 统计学 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

Simulations of large scale dynamical systems in multi-query or real-time contexts require efficient surrogate modelling techniques, as e.g. achieved via Model Order Reduction (MOR). Recently, symplectic methods like the complex singular…

数值分析 · 数学 2023-03-08 Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr