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17
Stochastic variational integrators
 IMA Journal of Numerical Analysis Advance
, 2008
"... This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action. Using this result the paper derives Langevintype equations for ..."
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Cited by 8 (1 self)
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This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action. Using this result the paper derives Langevintype equations for constrained mechanical systems and implements a stochastic analog of Lagrangian reduction. These are easy consequences of the fact that the stochastic action is intrinsically defined. Stochastic variational integrators (SVIs) are developed using a discretized stochastic variational principle. The paper shows that the discrete flow of an SVI is a.s. symplectic and in the presence of symmetry a.s. momentummap preserving. A firstorder meansquare convergent SVI for mechanical systems on Lie groups is introduced. As an application of the theory, SVIs are exhibited for multiple, randomly forced and torqued rigidbodies interacting via a potential. 1
Error analysis of variational integrators of unconstrained Lagrangian systems
, 2008
"... Due to a singularity at zero timestep, existence and uniqueness, and accuracy, of variational integrators, cannot be established by straightforward use of the implicit function theorem. We show existence and uniqueness for variational discretizations by blowing up the variational principle. The sin ..."
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Cited by 7 (2 self)
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Due to a singularity at zero timestep, existence and uniqueness, and accuracy, of variational integrators, cannot be established by straightforward use of the implicit function theorem. We show existence and uniqueness for variational discretizations by blowing up the variational principle. The singularity implies an accuracy one less than is observed in simulations, a deficit that is recovered by a past–future symmetry at zero timestep. 1
Energy Stability and Fracture for Frame Rate Rigid Body Simulations
"... Our goal is to design robust algorithms that can be used for building realtime systems, but rather than starting with overly simplistic particlebased methods, we aim to modify higherend visual effects algorithms. A major stumbling block in utilizing these visual effects algorithms for realtime s ..."
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Cited by 6 (2 self)
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Our goal is to design robust algorithms that can be used for building realtime systems, but rather than starting with overly simplistic particlebased methods, we aim to modify higherend visual effects algorithms. A major stumbling block in utilizing these visual effects algorithms for realtime simulation is their computational intensity. Physics engines struggle to fully exploit available resources to handle high scene complexity due to their need to divide those resources among many smaller time steps, and thus to obtain the maximum spatial complexity we design our algorithms to take only one time step per frame. This requires addressing both accuracy and stability issues for collisions, contact, and evolution in a manner significantly different from a typical simulation in which one can rely on shrinking the time step to ameliorate accuracy and stability issues. In this paper we present a novel algorithm for conserving both energy and momentum when advancing rigid body orientations, as well as a novel technique for clamping energy gain during contact and collisions. We also introduce a technique for fast and realistic fracture of rigid bodies using a novel collisioncentered prescoring algorithm.
Geometric discrete analogues of tangent bundles and constrained Lagrangian systems
, 2008
"... We develop discretizations of the variational principles of holonomic Lagrangian systems, to the generality of discretizing nonholonomic mechanical systems with nonlinear constraints. The development is based on geometric discrete analogues of tangent bundles, systematically obtained by extending ta ..."
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Cited by 5 (2 self)
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We develop discretizations of the variational principles of holonomic Lagrangian systems, to the generality of discretizing nonholonomic mechanical systems with nonlinear constraints. The development is based on geometric discrete analogues of tangent bundles, systematically obtained by extending tangent vectors to finite curve segments. 1
2007] Stochastic Variational Partitioned RungeKutta Integrators for Constrained Systems
 arXiv:0709.2222. [BJ76] [CH06] [CW90] [CD06] [Du96] [E89] [E90] [G66
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Ballistic Transport at Uniform Temperature, submitted; available from http://arxiv.org/abs/0710.1565v2
"... A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigidbody rotational kinetic energy. The prototype considered in this paper is a mechanical system consisting of ..."
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Cited by 3 (3 self)
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A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigidbody rotational kinetic energy. The prototype considered in this paper is a mechanical system consisting of a set of rigid bodies in interaction through magnetic fields. The system is stochastically forced by white noise and dissipative through mechanical friction. The GibbsBoltzmann distribution at a specific temperature defines the unique invariant measure under the flow of this stochastic process and allows us to define “the temperature ” of the system. This measure is also ergodic and weakly mixing. Although the system does not exhibit global directed motion, it is shown that global ballistic motion is possible (the meansquared displacement grows like t 2). More precisely, although work cannot be extracted from thermal energy by the second law of thermodynamics, it is shown that ballistic transport from thermal energy is possible. In particular, the dynamics is characterized by a metastable state in which the system exhibits directed motion over random time scales. This phenomenon is caused by interaction of three attributes of the system: a non flat (yet bounded) potential energy landscape, a rigid body effect (coupling translational momentum and angular momentum through friction) and the degeneracy of the noise/friction tensor on the momentums (the fact that noise is not applied to all degrees of freedom). 1
DISCRETE DIRAC STRUCTURES AND VARIATIONAL DISCRETE DIRAC MECHANICS
"... Abstract. We construct discrete analogues of Dirac structures by considering the geometry of symplectic maps and their associated generating functions, in a manner analogous to the construction of continuous Dirac structures in terms of the geometry of symplectic vector fields and their associated H ..."
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Cited by 3 (3 self)
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Abstract. We construct discrete analogues of Dirac structures by considering the geometry of symplectic maps and their associated generating functions, in a manner analogous to the construction of continuous Dirac structures in terms of the geometry of symplectic vector fields and their associated Hamiltonians. We demonstrate that this framework provides a means of deriving implicit discrete Lagrangian and Hamiltonian systems, while incorporating discrete Dirac constraints. In particular, this yields implicit nonholonomic Lagrangian and Hamiltonian integrators. We also introduce a discrete Hamilton–Pontryagin variational principle on the discrete Pontryagin bundle, which provides an alternative derivation of the same set of integration algorithms. In so doing, we explicitly characterize the discrete Dirac structures that are preserved by Hamilton–Pontryagin integrators. In addition to providing a unified treatment of discrete Lagrangian and Hamiltonian mechanics in the more general setting of Dirac mechanics, it provides a generalization of symplectic and Poisson integrators to the broader category of Dirac integrators. Since discrete Lagrangians and discrete Hamiltonians are essentially generating functions of different types, the theoretical framework described in this paper is sufficiently general to encompass all possible Dirac integrators through an appropriate
Dissipationinduced heteroclinic orbits in Tippe Tops
 www.zammjournal.org c○ 2010 WILEYVCH Verlag GmbH & Co. KGaA, Weinheim
, 2008
"... Abstract. This paper demonstrates that the conditions for the existence of a dissipationinduced heteroclinic orbit between the inverted and noninverted states of a tippe top are determined by a complex version of the equations for a simple harmonic oscillator: the modified Maxwell–Bloch equations. ..."
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Cited by 2 (0 self)
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Abstract. This paper demonstrates that the conditions for the existence of a dissipationinduced heteroclinic orbit between the inverted and noninverted states of a tippe top are determined by a complex version of the equations for a simple harmonic oscillator: the modified Maxwell–Bloch equations. A standard linear analysis reveals that the modified Maxwell– Bloch equations describe the spectral instability of the noninverted state and Lyapunov stability of the inverted state. Standard nonlinear analysis based on the energy momentum method gives necessary and sufficient conditions for the existence of a dissipationinduced connecting orbit between these relative equilibria.
GEOMETRIC DISCRETIZATION OF NONHOLONOMIC SYSTEMS WITH SYMMETRIES
"... Abstract. The paper develops discretization schemes for mechanical systems for integration and optimization purposes through a discrete geometric approach. We focus on systems with symmetries, controllable shape (internal variables), and nonholonomic constraints. Motivated by the abundance of import ..."
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Cited by 2 (0 self)
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Abstract. The paper develops discretization schemes for mechanical systems for integration and optimization purposes through a discrete geometric approach. We focus on systems with symmetries, controllable shape (internal variables), and nonholonomic constraints. Motivated by the abundance of important models from science and engineering with such properties, we propose numerical methods specifically designed to account for their special geometric structure. At the core of the formulation lies a discrete variational principle that respects the structure of the state space and provides a framework for constructing accurate and numerically stable integrators. The dynamics of the systems we study is derived by vertical and horizontal splitting of the variational principle with respect to a nonholonomic connection that encodes the kinematic constraints and symmetries. We formulate a discrete analog of this principle by evaluating the Lagrangian and the connection at selected points along a discretized trajectory and derive discrete momentum equation and discrete reduced EulerLagrange equations resulting from the splitting of this principle. A family of nonholonomic integrators that are general, yet simple and easy to implement, are then obtained and applied to two examplesthe steered robotic car and the snakeboard. Their numerical advantages are confirmed through comparisons with standard methods. 1. Introduction. The
Variational discrete Dirac mechanics–implicit discrete Lagrangian and Hamiltonian systems
 Foundations of Computational Mathematics
"... Abstract. We construct discrete analogues of Tulczyjew’s triple and induced Dirac structures by considering the geometry of symplectic maps and their associated generating functions. We demonstrate that this framework provides a means of deriving implicit discrete Lagrangian and Hamiltonian systems, ..."
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Cited by 1 (1 self)
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Abstract. We construct discrete analogues of Tulczyjew’s triple and induced Dirac structures by considering the geometry of symplectic maps and their associated generating functions. We demonstrate that this framework provides a means of deriving implicit discrete Lagrangian and Hamiltonian systems, while incorporating discrete Dirac constraints. In particular, this yields implicit nonholonomic Lagrangian and Hamiltonian integrators. We also introduce discrete Lagrange– d’Alembert–Pontryagin and Hamilton–d’Alembert variational principles, which provide an alternative derivation of the same set of integration algorithms. In addition to providing a unified treatment of discrete Lagrangian and Hamiltonian mechanics in the more general setting of Dirac mechanics, it provides a generalization of symplectic and Poisson integrators to the broader category of Dirac integrators.