By using the discrete variational method,we study the numerical method of the general nonholonomic system in the generalized Birkhoffian framework,and construct a numerical method of generalized Birkhoffian equations ...By using the discrete variational method,we study the numerical method of the general nonholonomic system in the generalized Birkhoffian framework,and construct a numerical method of generalized Birkhoffian equations called a self-adjoint-preserving algorithm.Numerical results show that it is reasonable to study the nonholonomic system by the structure-preserving algorithm in the generalized Birkhoffian framework.展开更多
The two gate formula for a diffusion X_t in R^n is considered.The formula gives an expressionof the density function of X_t in terms of the path integral of the Brownian bridge starting from xand ending on y at time t.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11472124,11572145,11202090,and 11301350)the Doctor Research Start-up Fund of Liaoning Province,China(Grant No.20141050)+1 种基金the China Postdoctoral Science Foundation(Grant No.2014M560203)the General Science and Technology Research Plans of Liaoning Educational Bureau,China(Grant No.L2013005)
文摘By using the discrete variational method,we study the numerical method of the general nonholonomic system in the generalized Birkhoffian framework,and construct a numerical method of generalized Birkhoffian equations called a self-adjoint-preserving algorithm.Numerical results show that it is reasonable to study the nonholonomic system by the structure-preserving algorithm in the generalized Birkhoffian framework.
基金This project is supported by the National Natural Science Foundation of China
文摘The two gate formula for a diffusion X_t in R^n is considered.The formula gives an expressionof the density function of X_t in terms of the path integral of the Brownian bridge starting from xand ending on y at time t.
