Symplectic Integration of Stochastic Hamiltonian Systems - Couverture souple

Hong, Jialin; Sun, Liying

Couverture souple

ISBN 10 : 9811976716 ISBN 13 : 9789811976711

Editeur : Springer, 2023

Synopsis

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2023
• Langue: anglais
• ISBN 10: 9811976716
• ISBN 13: 9789811976711
• Reliure: Broché
• Coordonnées du fabricant: KINESIS; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; 22391; Allemagne