most citedNumerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle

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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…