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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| Format: | Online |
| Idioma: | anglès |
| Publicat: |
KIT Scientific Publishing
2021
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| Matèries: | |
| Accés en línia: | 34605 |
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