Searcharxiv⌕ Search

arXiv subjects

David Martín de Diego

Publications and source records attributed to David Martín de Diego.

At least 19 recordsLinked to original sources

A Unified Discrete Gradient-SAV Framework for Structure-Preserving Integration

We present a framework combining discrete gradient (DG) methods with the Scalar Auxiliary Variable (SAV) approach to construct structure-preserving integrators for dissipative and conservative systems. The key observation is that SAV quadratization lifts the dynamics to an extended state space on which the modified energy has an exact discrete-gradient identity. This viewpoint yields three integrators with different accuracy and cost profiles: a first-order semi-implicit Forward Euler scheme, a second-order self-adjoint Midpoint scheme, and a second-order Predictive scheme with reduced implicitness. The construction extends to almost-Poisson systems and preserves selected Casimir invariants under an enforceable discrete condition. Numerical experiments cover the Allen--Cahn equation, an Ohta--Kawasaki-type nonlocal gradient flow, a double-well Hamiltonian oscillator, and a Poisson system with a nonlinear cubic Casimir.

math.NA↗

Discrete variational calculus for double-bracket dissipation

Discrete variational methods show excellent performance in numerical simulations of mechanical systems. In this paper, we adapt discrete variational integrators for the case of mechanical systems with double-bracket dissipation. In particular, we will work with forced Euler-Poincaré and forced Lie-Poisson systems, and the case of interest for us will be when the coadjoint orbits remain invariant, but the energy is decreasing along the orbit. This particular kind of dissipative system appears in various physical systems such as satellites with dampers, geophysical fluids, plasma physics and stellar dynamics. The proposed geometric integrator preserves the coadjoint orbits exactly. We highlight the advantages of this feature by comparing it with other general-purpose methods (including higher-order ones) across different numerical simulations.

math.NA↗

Momentum-based gradient descent methods for Lie groups

Polyak's Heavy Ball (PHB; Polyak, 1964), a.k.a. Classical Momentum, and Nesterov's Accelerated Gradient (NAG; Nesterov, 1983) are well-established momentum-descent methods for optimization. Although the latter generally outperforms the former, primarily, generalizations of PHB-like methods to nonlinear spaces have not been sufficiently explored in the literature. In this paper, we propose a generalization of NAG-like methods for Lie group optimization. This generalization is based on the variational one-to-one correspondence between classical and accelerated momentum methods (Campos et al., 2023). We provide numerical experiments for chosen retractions on the group of rotations based on the Frobenius norm and the Rosenbrock function to demonstrate the effectiveness of our proposed methods, and that align with results of the Euclidean case, that is, a faster convergence rate for NAG.

math.OC↗

Discretization of Dirac systems and port-Hamiltonian systems: the role of the constraint algorithm

We study the discretization of (almost-)Dirac structures using the notion of retraction and discretization maps on manifolds. Additionally, we apply the proposed discretization techniques to obtain numerical integrators for port-Hamiltonian systems and we discuss how to merge the discretization procedure and the constraint algorithm associated to systems of implicit differential equations.

math.NA↗

Retraction maps in optimal control of nonholonomic systems

In this paper, we compare the performance of different numerical schemes in approximating Pontryagin's Maximum Principle's necessary conditions for the optimal control of nonholonomic systems. Retraction maps are used as a seed to construct geometric integrators for the corresponding Hamilton equations. First, we obtain an intrinsic formulation of a discretization map on a distribution $\mathcal{D}$. Then, we illustrate this construction on a particular example for which the performance of different symplectic integrators is examined and compared with that of non-symplectic integrators.

math.NA↗

Retraction maps: A seed of geometric integrators. Part II: Symmetry and reduction

In this paper we use retraction and discretization maps (see [Barbero Liñán and Martín de Diego, 2022]) as a tool for deriving in a systematic way numerical integrators preserving geometric structures (such as symplecticity or Lie-Poisson structure), as well as methods that preserve symmetry and the associated discrete momentum map. The classical notion of a retraction map leads to the notion of discretization map extended here to the Lie algebroid of a Lie groupoid so that the configuration manifold is discretized, instead of the equations of motion. As a consequence, geometric integrators are obtained preserving the Lie-Poisson structure of the corresponding reduced system.

math.NA↗

A new perspective on symplectic integration of constrained mechanical systems via discretization maps

A new geometric procedure to construct symplectic methods for constrained mechanical systems is developed in this paper. The definition of a map coming from the notion of retraction maps allows to adapt the continuous problem to the discretization rule rather than viceversa. As a result, the constraint submanifold is exactly preserved by the symplectic discrete flow and the extension of these methods to the case of non-linear configuration spaces is doable.

math.NA↗

Mechanical Hamiltonization of unreduced $ϕ$-simple Chaplygin systems

In this paper, we prove that the trajectories of unreduced $ϕ$-simple Chaplygin kinetic systems are reparametrizations of horizontal geodesics with respect to a modified Riemannian metric. Furthermore, our proof is constructive and these Riemannian metrics, which are not unique, are obtained explicitly in interesting examples. We also extend these results to $ϕ$-simple Chaplygin mechanical systems (not necessarily kinetic).

math.DG↗

Approximating Symplectic Realizations: A General Framework for the Construction of Poisson Integrators

While the construction of symplectic integrators for Hamiltonian dynamics is well understood, an analogous general theory for Poisson integrators is still lacking. The main challenge lies in overcoming the singular and non-linear geometric behavior of Poisson structures, such as the presence of symplectic leaves with varying dimensions. In this paper, we propose a general approach for the construction of geometric integrators on any Poisson manifold based on independent geometric and dynamic sources of approximation. The novel geometric approximation is obtained by adapting structural results about symplectic realizations of general Poisson manifolds. We also provide an error analysis for the resulting methods and illustrative applications.

math.NA↗

Designing Poisson Integrators Through Machine Learning

This paper presents a general method to construct Poisson integrators, i.e., integrators that preserve the underlying Poisson geometry. We assume the Poisson manifold is integrable, meaning there is a known local symplectic groupoid for which the Poisson manifold serves as the set of units. Our constructions build upon the correspondence between Poisson diffeomorphisms and Lagrangian bisections, which allows us to reformulate the design of Poisson integrators as solutions to a certain PDE (Hamilton-Jacobi). The main novelty of this work is to understand the Hamilton-Jacobi PDE as an optimization problem, whose solution can be easily approximated using machine learning related techniques. This research direction aligns with the current trend in the PDE and machine learning communities, as initiated by Physics- Informed Neural Networks, advocating for designs that combine both physical modeling (the Hamilton-Jacobi PDE) and data.

math-ph↗

From retraction maps to symplectic-momentum numerical integrators

Retraction maps have been generalized to discretization maps in (Barbero Liñán and and Mart\'ın de Diego, 2022). Discretization maps are used to systematically derive numerical integrators that preserve the symplectic structure, as well as the discrete momemtum map under the assumption of symmetric preservation for the discretization map. The procedure described here gives a geometrical construction that can be easily adapted to discretize dynamics on more general structures and open the door to reduction processes.

math.NA↗

Metriplectic Euler-Poincaré equations: smooth and discrete dynamics

In this paper we will study some interesting properties of modifications of the Euler-Poincaré equations when we add a special type of dissipative force, so that the equations of motion can be described using the metriplectic formalism. The metriplectic representation of the dynamics allows us to describe the conservation of energy, as well as to guarantee entropy production. Moreover, we describe the use of discrete gradient systems to numerically simulate the evolution of the continuous metriplectic equations preserving their main properties: preservation of energy and correct entropy production rate.

math-ph↗

Completeness of Riemannian metrics: an application to the control of constrained mechanical systems

We introduce a mathematical technique based on modifying a given Riemannian metric and we investigate its applicability to controlling and stabilizing constrained mechanical systems. In essence our result is based on the construction of a complete Riemannian metric in the modified space where the constraint is included. In particular this can be applied to the controlled Lagrangians technique Bloch et al. [2000b, 2001] modifying its metric to additionally cover mechanical systems with configuration constraints via control. The technique used consists of approximating incomplete Riemannian metrics by complete ones, modifying the evolution near a boundary and finding a controller satisfying a given design criterion.

eess.SY↗

Symmetry Preservation in Hamiltonian Systems: Simulation and Learning

This work presents a general geometric framework for simulating and learning the dynamics of Hamiltonian systems that are invariant under a Lie group of transformations. This means that a group of symmetries is known to act on the system respecting its dynamics and, as a consequence, Noether's Theorem, conserved quantities are observed. We propose to simulate and learn the mappings of interest through the construction of $G$-invariant Lagrangian submanifolds, which are pivotal objects in symplectic geometry. A notable property of our constructions is that the simulated/learned dynamics also preserves the same conserved quantities as the original system, resulting in a more faithful surrogate of the original dynamics than non-symmetry aware methods, and in a more accurate predictor of non-observed trajectories. Furthermore, our setting is able to simulate/learn not only Hamiltonian flows, but any Lie group-equivariant symplectic transformation. Our designs leverage pivotal techniques and concepts in symplectic geometry and geometric mechanics: reduction theory, Noether's Theorem, Lagrangian submanifolds, momentum mappings, and coisotropic reduction among others. We also present methods to learn Poisson transformations while preserving the underlying geometry and how to endow non-geometric integrators with geometric properties. Thus, this work presents a novel attempt to harness the power of symplectic and Poisson geometry towards simulating and learning problems.

math-ph↗

Reduction by symmetries of contact mechanical systems on Lie groups

We study the dynamics of contact mechanical systems on Lie groups that are invariant under a Lie group action. Analogously to standard mechanical systems on Lie groups, existing symmetries allow for reducing the number of equations. Thus, we obtain Euler-Poincaré-Herglotz equations on the extended reduced phase space $\mathfrak{g}\times \R$ associated with the extended phase space $TG\times \R$, where the configuration manifold $G$ is a Lie group and $\mathfrak{g}$ its Lie algebra. Furthermore, we obtain the Hamiltonian counterpart of these equations by studying the underlying Jacobi structure. Finally, we extend the reduction process to the case of symmetry-breaking systems which are invariant under a Lie subgroup of symmetries.

math-ph↗

Higher-order retraction maps and construction of numerical methods for optimal control of mechanical systems

Retractions maps are used to define a discretization of the tangent bundle of the configuration manifold as two copies of the configuration manifold where the dynamics take place. Such discretization maps can be conveniently lifted to a higher-order tangent bundle to construct geometric integrators for the higher-order Euler-Lagrange equations. Given a cost function, an optimal control problem for fully actuated mechanical systems can be understood as a higher-order variational problem. In this paper we introduce the notion of a higher-order discretization map associated with a retraction map to construct geometric integrators for the optimal control of mechanical systems. In particular, we study applications to path planning for obstacle avoidance of a planar rigid body.

math.OC↗

A Discrete Variational Derivation of Accelerated Methods in Optimization

Many of the new developments in machine learning are connected with gradient-based optimization methods. Recently, these methods have been studied using a variational perspective. This has opened up the possibility of introducing variational and symplectic methods using geometric integration. In particular, in this paper, we introduce variational integrators which allow us to derive different methods for optimization. Using both, Hamilton's and Lagrange-d'Alembert's principle, we derive two families of respective optimization methods in one-to-one correspondence that generalize Polyak's heavy ball and the well known Nesterov accelerated gradient method, the second of which mimics the behavior of the first reducing the oscillations of classical momentum methods. However, since the systems considered are explicitly time-dependent, the preservation of symplecticity of autonomous systems occurs here solely on the fibers. Several experiments exemplify the result.

math.OC↗