@Article{IJNAM-6-4,
author = {},
title = {Dynamics and Variational Integrators of Stochastic Hamiltonian Systems},
journal = {International Journal of Numerical Analysis and Modeling},
year = {2009},
volume = {6},
number = {4},
pages = {586--602},
abstract = {<p style="text-align: justify;">Stochastic action integral and Lagrange formalism of stochastic Hamiltonian systems are written through construing the stochastic Hamiltonian systems as nonconservative systems with white noise as the nonconservative &#39;force&#39;. Stochastic Hamilton&#39;s principle and its discrete version are derived. Based on these, a systematic approach of producing symplectic numerical methods for stochastic Hamiltonian systems, i.e., the stochastic variational integrators are established. Numerical tests show validity of this approach.</p>},
issn = {2617-8710},
doi = {https://doi.org/2009-IJNAM-785},
url = {https://global-sci.com/article/83669/dynamics-and-variational-integrators-of-stochastic-hamiltonian-systems}
}