Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems

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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Wang, Lijin
Year of Publication:2007
Language:English
Physical Description:1 electronic resource (144 p. p.)
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spelling Wang, Lijin auth
Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems
KIT Scientific Publishing 2007
1 electronic resource (144 p. p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
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.
English
Weißes Rauschen
Variationsprinzip
Hamilton-Jacobi-Differentialgleichung
Stochastische Differentialgleichung
Hamilton-Gleichungen
Hamiltonsches System
Symplektische Abbildung
Numerische Mathematik
Symplektische Matrix
3-86644-155-X
language English
format eBook
author Wang, Lijin
spellingShingle Wang, Lijin
Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems
author_facet Wang, Lijin
author_variant l w lw
author_sort Wang, Lijin
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_auth Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems
title_new Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems
title_sort variational integrators and generating functions for stochastic hamiltonian systems
publisher KIT Scientific Publishing
publishDate 2007
physical 1 electronic resource (144 p. p.)
isbn 1000007007
3-86644-155-X
illustrated Not Illustrated
work_keys_str_mv AT wanglijin variationalintegratorsandgeneratingfunctionsforstochastichamiltoniansystems
status_str n
ids_txt_mv (CKB)4920000000101124
(oapen)https://directory.doabooks.org/handle/20.500.12854/61865
(EXLCZ)994920000000101124
carrierType_str_mv cr
is_hierarchy_title Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems
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