Stochastic variational integrators

N Bou-Rabee, H Owhadi - IMA Journal of Numerical Analysis, 2009 - ieeexplore.ieee.org
… paper is to develop variational integrators for the simulation of stochastic Hamiltonian systems
on manifolds. For this purpose, the paper develops a Lagrangian description of stochastic

Stochastic discrete Hamiltonian variational integrators

DD Holm, TM Tyranowski - BIT Numerical Mathematics, 2018 - Springer
… However, those integrators were restricted to the special case when the … of stochastic
variational integration to general stochastic Hamiltonian systems by generalizing the variational

Long-run accuracy of variational integrators in the stochastic context

N Bou-Rabee, H Owhadi - SIAM Journal on Numerical Analysis, 2010 - SIAM
… based on variational integrators. Variational integrators are time-integrators adapted to the
… The theory of variational integrators includes discrete analogues of the Lagrangian, Noether’…

Variational integrators for stochastic dissipative Hamiltonian systems

M Kraus, TM Tyranowski - IMA Journal of Numerical Analysis, 2021 - academic.oup.com
… generating function suitable for considering stochastic forced Hamiltonian systems, and
we … stochastic Lagrange–d’Alembert variational integrators, prove the discrete stochastic

[PDF][PDF] Variational integrators and generating functions for stochastic Hamiltonian systems

L Wang - 2007 - researchgate.net
… Numerical tests and contents in Chapter 7 show that, the stochastic variational integrators
and generating functions are two efficient approaches to construct stochastic symplectic …

A brief introduction to variational integrators

AJ Lew, P Mata A - Structure-preserving integrators in nonlinear structural …, 2016 - Springer
… The second example corresponds to the formulation of an explicit, second-order accurate
variational integrator for the finite element discretization of geometrically exact rods. …

[PDF][PDF] DYNAMICS AND VARIATIONAL INTEGRATORS OF STOCHASTIC HAMILTONIAN SYSTEMS.

L Wang, J Hong, R Scherer, F Bai - International Journal of …, 2009 - researchgate.net
… Based on these, the theory of stochastic variational integrators … We call this process the
stochastic variational integrator. … We apply the stochastic variational integrator to construct …

Variational integrators for stochastic Hamiltonian systems on Lie groups: properties and convergence

F Gay-Balmaz, M Wu - arXiv preprint arXiv:2412.19368, 2024 - arxiv.org
stochastic variational integratorvariational integrator for general stochastic Hamiltonian
systems on Lie groups (see (2)), without assuming any symmetries. We also provide a variational

Stochastic variational partitioned Runge-Kutta integrators for constrained systems

N Bou-Rabee, H Owhadi - arXiv preprint arXiv:0709.2222, 2007 - arxiv.org
Stochastic variational integrators for constrained, stochastic … is established between a stochastic
HamiltonPontryagin (HP) … and variational partitioned RungeKutta (VPRK) integrators are …

[PDF][PDF] Stochastic variational integrators for system propagation and linearization

G De La Torre, E Theodorou - IMA Conference on Mathematics of …, 2015 - cdn.ima.org.uk
… a stochastic variational integrator and its linearization. In order to motivate the use of the
proposed variational integrator the Stochastic … to utilize the variational integrator to propagate …