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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| Year of Publication: | 2007 |
| Language: | English |
| Physical Description: | 1 electronic resource (144 p. p.) |
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Electronic
| DOAB Directory of Open Access Books | Available |