Stochastic discrete Hamiltonian variational integrators
From MaRDI portal
Publication:1631196
DOI10.1007/s10543-018-0720-2WikidataQ64884145 ScholiaQ64884145MaRDI QIDQ1631196
Darryl D. Holm, Tomasz M. Tyranowski
Publication date: 5 December 2018
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.00463
stochastic differential equations; geometric mechanics; variational integrators; stochastic Hamiltonian systems; geometric numerical integration methods
65C30: Numerical solutions to stochastic differential and integral equations
Uses Software