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Lijin Wang

Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems

AutorWang, Lijin

VerlagUniversitätsverlag Karlsruhe, Karlsruhe

ISBN9783866441552

Umfang144 S.

Veröffentlicht
am:
05.09.2007

Erscheinungs-
jahr
2007

VerfügbarkeitAktiv

Downloads:

Für Zitate bitte die folgende URL verwenden:
http://dx.doi.org/10.5445/KSP/1000007007

Abstract

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.