6 citations · 6 across the 2 of their papers we have counts for
2 papers
math.NA2022★ 6 cited
Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle
Qingyi Zhan, Jinqiao Duan, Xiaofan Li +1
In this work we construct a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian syst…
math.NA2020
Symplectic method for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus
Qingyi Zhan, Jinqiao Duan, Xiaofan Li +1
A class of Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus, and the construction and numerical implementation methods of symplec…