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- Nawaf Bou-Rabee, Abdullah Yusuf Ali, +5 authors Tom Hou
- 2007

In this thesis structure-preserving time integrators for mechanical systems whose configuration space is a Lie Group are derived from a Hamilton-Pontryagin (HP) variational principle. In addition to its attractive properties for degenerate mechanical systems, the HP viewpoint also affords a practical way to design discrete Lagrangians, which are the… (More)

- Nawaf Bou-Rabee, Jerrold E. Marsden
- Foundations of Computational Mathematics
- 2009

In this paper, structure-preserving time-integrators for rigid body-type mechanical systems are derived from a discrete Hamilton–Pontryagin variational principle. From this principle, one can derive a novel class of variational partitioned Runge– Kutta methods on Lie groups. Included among these integrators are generalizations of symplectic Euler and… (More)

This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds, akin to the Ornstein–Uhlenbeck theory of Brownian motion in a force field. The main result is to derive governing SDEs for such systems from a critical point of a stochastic action. Using this result, the paper derives Langevin-type equations for… (More)

Metropolized integrators for ergodic stochastic differential equations (SDEs) are proposed that (1) are ergodic with respect to the (known) equilibrium distribution of the SDEs and (2) approximate pathwise the solutions of the SDEs on finitetime intervals. Both these properties are demonstrated in the paper, and precise strong error estimates are obtained.… (More)

- Nawaf Bou-Rabee, Houman Owhadi
- SIAM J. Numerical Analysis
- 2010

This paper presents a Lie–Trotter splitting for inertial Langevin equations (geometric Langevin algorithm) and analyzes its long-time statistical properties. The splitting is defined as a composition of a variational integrator with an Ornstein–Uhlenbeck flow. Assuming that the exact solution and the splitting are geometrically ergodic, the paper proves the… (More)

- Nawaf Bou-Rabee, Jerrold E. Marsden, Louis A. Romero
- SIAM J. Applied Dynamical Systems
- 2004

By treating tippe top inversion as a dissipation-induced instability, we explain tippe top inversion through a system we call the modified Maxwell–Bloch equations. We revisit previous work done on this problem and follow Or’s mathematical model [SIAM J. Appl. Math., 54 (1994), pp. 597–609]. A linear analysis of the equations of motion reveals that only the… (More)

- Nawaf Bou-Rabee, Aleksandar Donev, Eric Vanden-Eijnden
- Multiscale Modeling & Simulation
- 2014

We present explicit methods for simulating diffusions whose generator is self-adjoint with respect to a known (but possibly not normalizable) density. These methods exploit this property and combine an optimized Runge-Kutta algorithm with a Metropolis-Hastings Monte-Carlo scheme. The resulting numerical integration scheme is shown to be weakly accurate at… (More)

- Nawaf Bou-Rabee, Eric Vanden-Eijnden
- J. Comput. Physics
- 2012

This paper extends the results in [8] to stochastic differential equations (SDEs) arising in molecular dynamics. It implements a patch to explicit integrators that consists of a Metropolis–Hastings step. The ‘patched integrator’ preserves the SDE’s equilibrium distribution and is accurate on finite time intervals. As a corollary this paper proves the… (More)

- Nawaf Bou-Rabee, Jerrold E. Marsden, Louis A. Romero
- SIAM Review
- 2008

This paper demontrates that the conditions for the existence of a dissipation-induced 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… (More)

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 rigid-body rotational kinetic energy. The prototype considered in this paper is a mechanical system consisting of a set of rigid bodies in interaction through magnetic… (More)