Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 312 pp. Englisch. Seller Inventory # 9789811976698

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Symplectic Integration of Stochastic Hamiltonian Systems (Lecture Notes in Mathematics) by Hong, Jialin, Sun, Liying [Paperback ]

"Hong, Jialin", "Sun, Liying"

Published by Springer (2023)

ISBN 10: 9811976694 ISBN 13: 9789811976698

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Book Description Soft Cover. Condition: new. This item is printed on demand. Seller Inventory # 9789811976698

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Symplectic Integration of Stochastic Hamiltonian Systems

Liying Sun

Published by Springer Nature Singapore (2023)

ISBN 10: 9811976694 ISBN 13: 9789811976698

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Book Description Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9789811976698

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Symplectic Integration for Stochastic Hamiltonian Systems

Jialin Hong|Liying Sun

Published by Springer Nature Singapore (2023)

ISBN 10: 9811976694 ISBN 13: 9789811976698

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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Gives an introduction to symplectic structure and stochastic variational principle for stochastic Hamiltonian systemsProvides symplectic and conformal symplectic methods and ergodic methods via stochastic generating functionPresents the sup. Seller Inventory # 723463425

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