Verwandte Artikel zu Symplectic Integration of Stochastic Hamiltonian Systems

Symplectic Integration of Stochastic Hamiltonian Systems - Softcover

Hong, Jialin; Sun, Liying

 
9789811976711: Symplectic Integration of Stochastic Hamiltonian Systems
Softcover
ISBN 10: 9811976716 ISBN 13: 9789811976711
Verlag: Springer, 2023

Inhaltsangabe

This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems. The long-time dynamical behaviours under study involve symplectic structure, invariants, ergodicity and invariant measure. The emphasis is placed on the systematic construction and the probabilistic superiority of stochastic symplectic methods, which preserve the geometric structure of the stochastic flow of stochastic Hamiltonian systems.

The problems considered in this book are related to several fascinating research hotspots: numerical analysis, stochastic analysis, ergodic theory, stochastic ordinary and partial differential equations, and rough path theory. This book will appeal to researchers who are interested in these topics.


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Verlag
Springer
Erscheinungsdatum
2023
Sprache
Englisch
ISBN 10 
9811976716
ISBN 13 
9789811976711
Einband
Tapa blanda
Anzahl der Seiten
314
Kontakt zum Hersteller
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