2 papers
math.DS2026
Dynamics of Stochastic Hamiltonian systems I - Wong-Zakai Variational integrators
Jacky Cresson, Rouba SAfI
We construct variational integrators to study the dynamics of stochastic Hamiltonian systems using their Wong-Zakai approximation. This approach can be used to interpret and justif…
math.DS2022
Mid-point embedding of Hamiltonian systems and variational integrators
Jacky Cresson, Rouba Safi
Following the discrete embedding formalism, we give a new derivation of the mid-point variational integrators as developed by J.M. Wendlandt and J.E. Marsden by defining an adapted…