Stochastic discrete Hamiltonian variational integrators (Q1631196)

scientific article; zbMATH DE number 6989587

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English	Stochastic discrete Hamiltonian variational integrators	scientific article; zbMATH DE number 6989587

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instance of

scholarly article

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title

Stochastic discrete Hamiltonian variational integrators (English)

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5 December 2018

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full work available at URL

https://arxiv.org/abs/1609.00463

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zbMATH Keywords

stochastic Hamiltonian systems

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variational integrators

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geometric numerical integration methods

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geometric mechanics

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stochastic differential equations

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describes a project that uses

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Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs

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Weak symplectic schemes for stochastic Hamiltonian equations

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On global error of symplectic schemes for stochastic Hamiltonian systems

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Symplectic Numerical Schemes for Stochastic Systems Preserving Hamiltonian Functions

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Q3308798

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Stochastic variational integrators

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Long-Run Accuracy of Variational Integrators in the Stochastic Context

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High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

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General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

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Order conditions of stochastic Runge--Kutta methods by B-series

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Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise

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Implicit stochastic Runge-Kutta methods for stochastic differential equations

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Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise

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High-Order Symplectic Schemes for Stochastic Hamiltonian Systems

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Q4531870

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Solving Ordinary Differential Equations I

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Q4714145

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Spectral variational integrators

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Q3393086

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Variational principles for stochastic soliton dynamics

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New variational and multisymplectic formulations of the Euler–Poincaré equation on the Virasoro–Bott group using the inverse map

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High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions

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Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods

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Q3992729

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Q4714065

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Q3128639

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Stochastic Hamiltonian dynamical systems

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Partial differential equations and stochastic methods in molecular dynamics

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General techniques for constructing variational integrators

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Discrete Hamiltonian variational integrators

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Asynchronous variational integrators

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Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise

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Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise

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Q5429735

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Q4318503

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Multisymplectic geometry, variational integrators, and nonlinear PDEs

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Discrete mechanics and variational integrators

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Geometric integrators for ODEs

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Q4697471

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Symplectic Integration of Hamiltonian Systems with Additive Noise

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Numerical Methods for Stochastic Systems Preserving Symplectic Structure

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Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods

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Galerkin variational integrators and modified symplectic Runge–Kutta methods

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Construction and analysis of higher order Galerkin variational integrators

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Structure-preserving discretization of incompressible fluids

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Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.

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Second order Runge-Kutta methods for Stratonovich stochastic differential equations

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Ergodicity of dissipative differential equations subject to random impulses

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Q4016507

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Splitting for Dissipative Particle Dynamics

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Q4308904

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Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems

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Q4786851

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A novel formulation of point vortex dynamics on the sphere: geometrical and numerical aspects

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Generating functions for stochastic symplectic methods

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Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems

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Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10543-018-0720-2

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Sitelinks

Mathematics(1 entry)

mardi Publication:1631196