Stochastic variational integrators

Journal article

Open access

Peer reviewed

Nawaf BOY-RABEE and Houman Owhadi

IMA journal of numerical analysis, Vol.29(2), pp.421-443

2009

Abstract

Calculus of variations and optimal control

Exact sciences and technology

Global analysis, analysis on manifolds

Mathematical analysis

Numerical analysis. Scientific computation

Sciences and techniques of general use

Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds

Mathematics

Numerical Analysis

Partial Differential Equations

url

https://doi.org/10.1093/imanum/drn018View

Version of Record (VoR) Open

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Title: Stochastic variational integrators
Creators: Nawaf BOY-RABEE - Applied and Computational Mathematics (ACM), Caltech, Pasadena, CA 91125, United States
Houman Owhadi - Applied and Computational Mathematics (ACM) and Control and Dynamical Systems (CDS), Caltech, Pasadena, CA 91125, United States
Publication Details: IMA journal of numerical analysis, Vol.29(2), pp.421-443
Date published: 2009
Publisher: Oxford University Press
Academic Unit: Mathematical Sciences (FASC)
Language: English
Resource Type: Journal article
Identifiers: 991031665648704646