Variational integrators and generating functions for stochastic hamiltonian systems
Item
Title (Dublin Core)
Variational integrators and generating functions for stochastic hamiltonian systems
Creator (Dublin Core)
Wang, Lijin
Date (Dublin Core)
2007
Publisher (Dublin Core)
KIT Scientific Publishing
Description (Dublin Core)
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.
Subject (Dublin Core)
Mathematics
Language (Dublin Core)
English
isbn (Bibliographic Ontology)
9783866441552
