Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems
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 func...
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| Format: | Electronic Book Chapter |
| Language: | English |
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KIT Scientific Publishing
2007
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| Online Access: | DOAB: download the publication DOAB: description of the publication |
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| 008 | 20210212s2007 xx |||||o ||| 0|eng d | ||
| 020 | |a KSP/1000007007 | ||
| 020 | |a 9783866441552 | ||
| 040 | |a oapen |c oapen | ||
| 024 | 7 | |a 10.5445/KSP/1000007007 |c doi | |
| 041 | 0 | |a eng | |
| 042 | |a dc | ||
| 100 | 1 | |a Wang, Lijin |4 auth | |
| 245 | 1 | 0 | |a Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems |
| 260 | |b KIT Scientific Publishing |c 2007 | ||
| 300 | |a 1 electronic resource (144 p. p.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 506 | 0 | |a Open Access |2 star |f Unrestricted online access | |
| 520 | |a 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. | ||
| 540 | |a Creative Commons |f https://creativecommons.org/licenses/by-nc-nd/4.0/ |2 cc |4 https://creativecommons.org/licenses/by-nc-nd/4.0/ | ||
| 546 | |a English | ||
| 653 | |a Weißes Rauschen | ||
| 653 | |a Variationsprinzip | ||
| 653 | |a Hamilton-Jacobi-Differentialgleichung | ||
| 653 | |a Stochastische Differentialgleichung | ||
| 653 | |a Hamilton-Gleichungen | ||
| 653 | |a Hamiltonsches System | ||
| 653 | |a Symplektische Abbildung | ||
| 653 | |a Numerische Mathematik | ||
| 653 | |a Symplektische Matrix | ||
| 856 | 4 | 0 | |a www.oapen.org |u https://www.ksp.kit.edu/9783866441552 |7 0 |z DOAB: download the publication |
| 856 | 4 | 0 | |a www.oapen.org |u https://directory.doabooks.org/handle/20.500.12854/61865 |7 0 |z DOAB: description of the publication |