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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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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KIT Scientific Publishing
2007
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009424840306719 |
