Stochastic generalized fractional HP equations and applications

zbMATH Open1217.60042arXiv0908.4401MaRDI QIDQ2999576

Dumitru Opris, Mihaela Neamtu, I. D. Albu

Publication date: 16 May 2011

Abstract: In this paper we established the condition for a curve to satisfy stochastic generalized fractional HP (Hamilton-Pontryagin) equations. These equations are described using Ito integral. We have also considered the case of stochastic generalized fractional Hamiltonian equations, for a hyperregular Lagrange function. From the stochastic generalized fractional Hamiltonian equations, Langevin generalized fractional equations were found and numerical simulations were done.

Full work available at URL: https://arxiv.org/abs/0908.4401

zbMATH Keywords

Eulergeneralized fractional Langevin equationsHP equationshyperregular Lagrange functionstochastic generalized fractional Hamilton equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Hyperbolic conservation laws (35L65) Stochastic functional-differential equations (34K50) Applications of dynamical systems (37N99) Numerical solutions to stochastic differential and integral equations (65C30)

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