Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle
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Publication:6405782
DOI10.1088/1402-4896/ACC984arXiv2207.11215MaRDI QIDQ6405782FDOQ6405782
Authors: Qingyi Zhan, Jinqiao Duan, Xiaofan Li, Yuhong Li 
Publication date: 22 July 2022
Abstract: In this work we construct a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact method is devised, and the stochastic contact variational integrators are established. The implementation of this approach is validated by the numerical experiments.
Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Numerical solutions to stochastic differential and integral equations (65C30)
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