Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems

• Auteur principal: Wang, Lijin (auth)
• Format: Électronique Chapitre de livre
• Langue: anglais
• Publié: KIT Scientific Publishing 2007
• Sujets: Weißes Rauschen; Variationsprinzip; Hamilton-Jacobi-Differentialgleichung; Stochastische Differentialgleichung; Hamilton-Gleichungen; Hamiltonsches System; Symplektische Abbildung; Numerische Mathematik; Symplektische Matrix
• Accès en ligne: DOAB: download the publication; DOAB: description of the publication

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...