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PreprintCC BY-NC-ND 4.0HAL

Dynamics of Stochastic Hamiltonian systems I - Wong-Zakai Variational integrators

  • Jacky Cresson
  • Rouba SAfI
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Abstract

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.

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Cite

BibTeXRIS
BibTeX
@misc{cresson2026dynamics,
  title = {{Dynamics of Stochastic Hamiltonian systems I - Wong-Zakai Variational integrators}},
  author = {Jacky Cresson and Rouba SAfI},
  howpublished = {HAL},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.19949},
  eprint = {2609.19949},
  archivePrefix = {arXiv},
  url = {https://hal.science/hal-05741650v1},
  note = {CC BY-NC-ND 4.0},
}
RIS
TY  - UNPB
TI  - Dynamics of Stochastic Hamiltonian systems I - Wong-Zakai Variational integrators
AU  - Jacky Cresson
AU  - Rouba SAfI
PY  - 2026
DA  - 2026/09/17
PB  - HAL
DO  - 10.48550/arxiv.2609.19949
UR  - https://hal.science/hal-05741650v1
AB  - 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.
ER  -