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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| मुख्य लेखक: | |
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| स्वरूप: | Online |
| भाषा: | अंग्रेज़ी |
| प्रकाशित: |
KIT Scientific Publishing
2021
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| विषय: | |
| ऑनलाइन पहुंच: | 34605 |
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| _version_ | 1869530071347232768 |
|---|---|
| author | Wang, Lijin |
| author_browse | Wang, Lijin |
| author_facet | Wang, Lijin |
| author_sort | Wang, Lijin |
| collection | Directory of Open Access Books |
| description | 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. |
| format | Online |
| id | doab-20.500.12854ir-61865 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | KIT Scientific Publishing |
| publisherStr | KIT Scientific Publishing |
| record_format | ojs |
| spelling | doab-20.500.12854ir-618652023-12-20T18:40:38Z Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems Wang, Lijin 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 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. 2021-02-12T07:23:47Z 2021-02-12T07:23:47Z 2019-07-30 20:01:58 2007 book 34605 9783866441552 https://directory.doabooks.org/handle/20.500.12854/61865 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://www.ksp.kit.edu/9783866441552 KIT Scientific Publishing 10.5445/KSP/1000007007 10.5445/KSP/1000007007 68fffc18-8f7b-44fa-ac7e-0b7d7d979bd2 9783866441552 144 p. open access |
| spellingShingle | 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 Wang, Lijin Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems |
| title | Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems |
| title_full | Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems |
| title_fullStr | Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems |
| title_full_unstemmed | Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems |
| title_short | Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems |
| title_sort | variational integrators and generating functions for stochastic hamiltonian systems |
| topic | 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 |
| topic_facet | 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 |
| url | 34605 |
| work_keys_str_mv | AT wanglijin variationalintegratorsandgeneratingfunctionsforstochastichamiltoniansystems |