Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle

Autor:	Zhan, Qingyi, Duan, Jinqiao, Li, Xiaofan, Li, Yuhong
Rok vydání:	2022
Předmět:	Mathematics - Numerical Analysis 37C50 65C30
Druh dokumentu:	Working Paper
DOI:	10.1088/1402-4896/acc984
Popis:	In this work we construct a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact method is devised, and the stochastic contact variational integrators are established. The implementation of this approach is validated by the numerical experiments. Comment: 24 pages,15 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2207.11215 View this record from Arxiv