Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems

Details Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems

2007-09-14

arxiv.org/abs/0709.2222v2

Mathematics

Numerical Analysis

26 pages, 2 figures

Scientific paper

Stochastic variational integrators for constrained, stochastic mechanical systems are developed in this paper. The main results of the paper are twofold: an equivalence is established between a stochastic Hamilton-Pontryagin (HP) principle in generalized coordinates and constrained coordinates via Lagrange multipliers, and variational partitioned Runge-Kutta (VPRK) integrators are extended to this class of systems. Among these integrators are first and second-order strongly convergent RATTLE-type integrators. We prove order of accuracy of the methods provided. The paper also reviews the deterministic treatment of VPRK integrators from the HP viewpoint.

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