Symplectic integration of stochastic Hamiltonian systems / / Jialin Hong and Liying Sun
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| Autore: |
Hong Jialin
|
| Titolo: |
Symplectic integration of stochastic Hamiltonian systems / / Jialin Hong and Liying Sun
|
| Pubblicazione: | Singapore : , : Springer, , [2022] |
| ©2022 | |
| Edizione: | 1st ed. 2022. |
| Descrizione fisica: | 1 online resource (307 pages) |
| Disciplina: | 514.74 |
| Soggetto topico: | Hamiltonian systems |
| Stochastic differential equations | |
| Symplectic groups | |
| Sistemes hamiltonians | |
| Equacions diferencials estocàstiques | |
| Grups simplèctics | |
| Soggetto genere / forma: | Llibres electrònics |
| Persona (resp. second.): | SunLiying |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Symplectic Integration of Stochastic Hamiltonian Systems |
| ISBN: | 981-19-7670-8 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910674359303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture notes in mathematics (Springer-Verlag) ; ; Volume 2314.