Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle

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.

arXiv comment24 pages,15 figures

References in corpus (8)

• Contact Hamiltonian Mechanics
• Stochastic Variational Integrators
• Contact Hamiltonian Systems
• A direct approach to the construction of standard and non-standard Lagrangians for dissipative dynamical systems with variable coefficients
• Contact variational integrators
• Stochastic Discrete Hamiltonian Variational Integrators
• Numerical integration in celestial mechanics: a case for contact geometry
• Formulation of Stochastic Contact Hamiltonian Systems