8 citations · 26 across the 16 of their papers we have counts for
4 papers · 1 filter
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…
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…
Symplectic Euler scheme for Hamiltonian stochastic differential equations driven by Levy noise
Qingyi Zhan, Jinqiao Duan, Xiaofan Li
This paper proposes a general symplectic Euler scheme for a class of Hamiltonian stochastic differential equations driven by Lvy noise in the sense of Marcus form. The c…
Mean exit time and escape probability for dynamical systems driven by Levy noise
Ting Gao, Jinqiao Duan, Xiaofan Li +1
The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions.…