Stochastic variational integrators

IMA Journal of Numerical Analysis

Volumn 29, Issue 2, 2009, Pages 421-443

  Bou Rabee, Nawaf ^a   Owhadi, Houman ^a,b  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

^b Applied and Computational Mathematics (ACM)   (United States)

Author keywords

Ornstein Uhlenbeck process; Stochastic Hamiltonian systems; Variational integrators

Indexed keywords

HAMILTONIANS; LAGRANGE MULTIPLIERS; MECHANICS; VARIATIONAL TECHNIQUES;

CONSTRAINED MECHANICAL SYSTEMS; LANGEVIN TYPE EQUATIONS; MECHANICAL SYSTEMS; ORNSTEIN-UHLENBECK; ORNSTEIN-UHLENBECK PROCESS; STOCHASTIC HAMILTONIAN SYSTEMS; VARIATIONAL INTEGRATORS; VARIATIONAL PRINCIPLES;

STOCHASTIC SYSTEMS;

EID: 65249113771     PISSN: 02724979     EISSN: 14643642     Source Type: Journal    
DOI: 10.1093/imanum/drn018     Document Type: Article

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