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Published February 24, 2016 | Submitted
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Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems


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 strong order of accuracy of the methods provided. The paper also reviews the deterministic treatment of VPRK integrators from the HP viewpoint.

Additional Information

(Submitted on 14 Sep 2007 (v1), last revised 23 Sep 2007 (this version, v2). December 18, 2013. We wish to acknowledge Jerry Marsden, Sigrid Leyendecker, and Katie Whitehead for useful suggestions on this paper.

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Submitted - 0709.2222.pdf


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