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.

24 pages,15 figures

References in corpus (3)

• Stochastic Variational Integrators
• Numerical integration in celestial mechanics: a case for contact geometry
• Formulation of Stochastic Contact Hamiltonian Systems