03182nam 2200625 450 991067435930332120231009145727.0981-19-7670-810.1007/978-981-19-7670-4(MiAaPQ)EBC7206795(Au-PeEL)EBL7206795(CKB)26186204500041(DE-He213)978-981-19-7670-4(PPN)268074895(EXLCZ)992618620450004120230525d2022 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierSymplectic integration of stochastic Hamiltonian systems /Jialin Hong and Liying Sun1st ed. 2022.Singapore :Springer,[2022]©20221 online resource (307 pages)Lecture notes in mathematics ;Volume 2314Print version: Hong, Jialin Symplectic Integration of Stochastic Hamiltonian Systems Singapore : Springer,c2023 9789811976698 Includes bibliographical references.Chapter 1 Deterministic Hamiltonian System -- Chapter 2 Stochastic Hamiltonian System -- Chapter 3 Stochastic Structure Preserving Numerical Integrators -- Chapter 4 Stochastic Modified Equation and Its Applications -- Chapter 5 Stochastic Hamiltonian Partial Differential Equation.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.Lecture notes in mathematics (Springer-Verlag) ;Volume 2314.Hamiltonian systemsStochastic differential equationsSymplectic groupsSistemes hamiltoniansthubEquacions diferencials estocàstiquesthubGrups simplècticsthubLlibres electrònicsthubHamiltonian systems.Stochastic differential equations.Symplectic groups.Sistemes hamiltoniansEquacions diferencials estocàstiquesGrups simplèctics514.74Hong Jialin769125Sun LiyingMiAaPQMiAaPQMiAaPQBOOK9910674359303321Symplectic Integration of Stochastic Hamiltonian Systems3041614UNINA