Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems

• मुख्य लेखक: Wang, Lijin (auth)
• स्वरूप: इलेक्ट्रोनिक पुस्तक अध्याय
• भाषा: अंग्रेज़ी
• प्रकाशित: KIT Scientific Publishing 2007
• विषय: Weißes Rauschen; Variationsprinzip; Hamilton-Jacobi-Differentialgleichung; Stochastische Differentialgleichung; Hamilton-Gleichungen; Hamiltonsches System; Symplektische Abbildung; Numerische Mathematik; Symplektische Matrix
• ऑनलाइन पहुंच: DOAB: download the publication; DOAB: description of the publication

सारांश

In this work, the stochastic version of the variational principle is established, important for stochastic symplectic integration, and for structure-preserving algorithms of stochastic dynamical systems. Based on it, the stochastic variational integrators in formulation of stochastic Lagrangian functions are proposed, and some applications to symplectic integrations are given. Three types of generating functions in the cases of one and two noises are discussed for constructing new schemes.

भौतिक वर्णन

1 electronic resource (144 p. p.)

आईएसबीएन

KSP/1000007007
9783866441552

अभिगमन

Open Access