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Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems by Universita t Karlsruhe (TH), Institut fu r Angewandte und Numerische Mathematik. Von Lijin Wang is a nonfiction available to read on EtoBox.
What is Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems about?
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.
Who reads Variational Integrators and Generating Functions for Stochastic Hamiltonian Systems?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Universita t Karlsruhe (TH), Institut fu r Angewandte und Numerische Mathematik. Von Lijin Wang
- Publisher
- Karlsruher Institut für Technologie (KIT). Scientific Publishing c/o KIT-Bibliothek
- Published
- 2009
- Language
- EN
- ISBN
- 9783866441552
- Category
- nonfiction
- Subjects
- Mathematics, Probability, Stem
More by Universita t Karlsruhe (TH), Institut fu r Angewandte und Numerische Mathematik. Von Lijin Wang
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