Variational integrators and generating functions for stochastic Hamiltonian systems

Lijin Wang (Autor)

Buch | Softcover

144 Seiten

2007
KIT Scientific Publishing (Verlag)
9783866441552 (ISBN)

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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.

Erscheint lt. Verlag	5.9.2007
Zusatzinfo	graf. Darst.
Sprache	englisch
Maße	148 x 210 mm
Gewicht	210 g
Einbandart	Paperback
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
Schlagworte	Hamilton-Gleichungen • Hamiltonsches System • HC/Mathematik/Analysis • Numerische Mathematik • Stochastische Differentialgleichung • Symplektische Abbildung • Symplektische Matrix • Variationsprinzip
ISBN-13	9783866441552 / 9783866441552
Zustand	Neuware