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Symplectic Integration of Stochastic Hamiltonian Systems

Af: Jialin Hong, Liying Sun Engelsk Paperback

Symplectic Integration of Stochastic Hamiltonian Systems

Af: Jialin Hong, Liying Sun Engelsk Paperback
Tjek vores konkurrenters priser

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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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.


Produktdetaljer
Sprog: Engelsk
Sider: 300
ISBN-13: 9789811976698
Indbinding: Paperback
Udgave:
ISBN-10: 9811976694
Udg. Dato: 22 feb 2023
Længde: 0mm
Bredde: 155mm
Højde: 235mm
Forlag: Springer Verlag, Singapore
Oplagsdato: 22 feb 2023
Forfatter(e): Jialin Hong, Liying Sun
Forfatter(e) Jialin Hong, Liying Sun


Kategori Kybernetik og systemteori


ISBN-13 9789811976698


Sprog Engelsk


Indbinding Paperback


Sider 300


Udgave


Længde 0mm


Bredde 155mm


Højde 235mm


Udg. Dato 22 feb 2023


Oplagsdato 22 feb 2023


Forlag Springer Verlag, Singapore

Kategori sammenhænge