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024 7 $a10.1007/978-981-19-7670-4
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100   $a20230221d2022      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aSymplectic Integration of Stochastic Hamiltonian Systems /$fby Jialin Hong, Liying Sun
205   $a1st ed. 2022.
210  1$aSingapore :$cSpringer Nature Singapore :$cImprint: Springer,$d2022.
215   $a1 online resource (307 pages)
225 1 $aLecture Notes in Mathematics,$x1617-9692 ;$v2314
311 08$aPrint version: Hong, Jialin Symplectic Integration of Stochastic Hamiltonian Systems Singapore : Springer,c2023 9789811976698 
320   $aIncludes bibliographical references.
327   $aChapter 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.
330   $aThis book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems. The long-time dynamical behaviours under study involve symplectic structure, invariants, ergodicity and invariant measure. The emphasis is placed on the systematic construction and the probabilistic superiority of stochastic symplectic methods, which preserve the geometric structure of the stochastic flow of stochastic Hamiltonian systems. The problems considered in this book are related to several fascinating research hotspots: numerical analysis, stochastic analysis, ergodic theory, stochastic ordinary and partial differential equations, and rough path theory. This book will appeal to researchers who are interested in these topics.
410  0$aLecture Notes in Mathematics,$x1617-9692 ;$v2314
606   $aNumerical analysis
606   $aDynamics
606   $aProbabilities
606   $aNumerical Analysis
606   $aDynamical Systems
606   $aProbability Theory
615  0$aNumerical analysis.
615  0$aDynamics.
615  0$aProbabilities.
615 14$aNumerical Analysis.
615 24$aDynamical Systems.
615 24$aProbability Theory.
676   $a514.74
700   $aHong$b Jialin$0769125
702   $aSun$b Liying
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910674359303321
996   $aSymplectic Integration of Stochastic Hamiltonian Systems$93041614
997   $aUNINA