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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Bibliografiske detaljer

Hovedforfatter:	Wang, Lijin
Format:	Online
Sprog:	engelsk
Udgivet:	KIT Scientific Publishing 2021
Fag:	QA1-939 Weißes Rauschen Variationsprinzip Hamilton-Jacobi-Differentialgleichung Stochastische Differentialgleichung Hamilton-Gleichungen Hamiltonsches System Symplektische Abbildung Numerische Mathematik Symplektische Matrix bic Book Industry Communication::P Mathematics & science
Online adgang:	34605
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