Variational integrators for stochastic dissipative Hamiltonian systems

DOI10.1093/IMANUM/DRAA022MaRDI QIDQ5077032zbMATH OpenOpenAlexFDO

Authors Michael Kraus, Tomasz M. Tyranowski

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

collisional plasma kineticsgeometric integrationstochastic forced Hamiltonian systemsstochastic variational integrators

Mathematics Subject Classification ID

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

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