Variational integrators for stochastic dissipative Hamiltonian systems

DOI10.1093/imanum/draa022OpenAlexW3043441962MaRDI QIDQ5077032

Tomasz M. Tyranowski, Michael Kraus

Publication date: 17 May 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.06205

zbMATH Keywords

geometric integrationstochastic variational integratorscollisional plasma kineticsstochastic forced Hamiltonian systems

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Fokker-Planck equations (35Q84)

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