Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle

07/22/2022

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by   Qingyi Zhan, et al.

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In this work we construct a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact method is devised, and the stochastic contact variational integrators are established. The implementation of this approach is validated by the numerical experiments.