Variational integrators for stochastic Hamiltonian systems on Lie groups

DOI10.1007/978-3-031-38299-4_23MaRDI QIDQ6179001zbMATH OpenOpenAlexFDO

Authors Meng Wu, François Gay-Balmaz

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

Hamiltonian systems on Lie groupsstochastic Hamiltonian systemsvariational integrators

Mathematics Subject Classification ID

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

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Cites work

• Discrete mechanics and variational integrators
• Hamilton-Pontryagin integrators on Lie groups. I: Introduction and structure-preserving properties
• scientific article; zbMATH DE number 3839057 (Why is no real title available?)
• scientific article; zbMATH DE number 1795895 (Why is no real title available?)
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• Predicting uncertainty in geometric fluid mechanics
• Stochastic discrete Hamiltonian variational integrators
• Stochastic geometric models with non-stationary spatial correlations in Lagrangian fluid flows
• Stochastic Hamiltonian dynamical systems
• Stochastic variational integrators
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
• Variational principles for stochastic fluid dynamics

Cited in

(1)

• Lie-Poisson Numerical Method for a Class of Stochastic Lie-Poisson Systems

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