Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle
Numerical Analysis
2023-04-26 v1 Numerical Analysis
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.
Keywords
Cite
@article{arxiv.2207.11215,
title = {Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle},
author = {Qingyi Zhan and Jinqiao Duan and Xiaofan Li and Yuhong Li},
journal= {arXiv preprint arXiv:2207.11215},
year = {2023}
}
Comments
24 pages,15 figures