Variational integrators for stochastic Hamiltonian systems on Lie groups

DOI10.1007/978-3-031-38299-4_23OpenAlexW4385434982MaRDI QIDQ6179001

François Gay-Balmaz, Meng Wu

Publication date: 16 January 2024

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-38299-4_23

zbMATH Keywords

variational integratorsstochastic Hamiltonian systemsHamiltonian systems on Lie groups

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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