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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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2 results for “Runge-Kutta-Munthe-Kaas”
Geometric numerical methods for Lie systems and their application in optimal controlmath.OC

Geometric methods integrate Lie systems for optimal control problems.

problem Integrating Lie systems for optimal control problems.
method Geometric numerical methods based on Magnus expansions and Runge-Kutta-Munthe-Kaas.
result Accurate numerical solutions for Lie systems in optimal control problems.
Lie systemsoptimal controlgeometric integrationMagnus expansionsRunge-Kutta-Munthe-Kaas
2022-03-31abs ↗pdf ↗
High-order integrators for Lagrangian systems on homogeneous spaces via nonholonomic mechanicsmath.NA

New integrators for Lagrangian systems on homogeneous spaces derived from nonholonomic mechanics.

problem Numerical integration of Lagrangian systems on homogeneous spaces.
method Nonholonomic partitioned Runge-Kutta Munthe-Kaas (RKMK) methods on Lie groups.
result Preservation of properties in high-order numerical integrators.
numerical integrationLagrangian systemshomogeneous spacesLie groupsnonholonomic mechanics
2022-01-28abs ↗pdf ↗