AI 中文总结
本文通过Wong-Zakai近似构造变分积分器研究随机哈密顿系统动力学,并解释和论证了Wang等人关于随机变分积分器的先前工作,提供了数值示例。
AI 中文摘要
我们构造变分积分器,利用其Wong-Zakai近似来研究随机哈密顿系统的动力学。该方法可用于解释和论证Wang等人(L. Wang, J. Hong, R. Scherer, F. Bai. 随机哈密顿系统的动力学与变分积分器. International Journal of Numerical Analysis and Modeling, 6(4), 2009)关于随机变分积分器的先前工作。提供了数值示例。
英文摘要
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 justify previous work of Wang et al (L. Wang, J. Hong, R. Scherer, F. Bai. Dynamics and variational Integrators of stochastic Hamiltonian systems. International Journal of Numerical Analysis and Modeling, 6(4), 2009) on stochastic variational integrators. Numerical examples are provided.