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Stochastic Numerics for Mathematical Physics / Grigori N. Milstein, Michael V. Tretyakov
| Stochastic Numerics for Mathematical Physics / Grigori N. Milstein, Michael V. Tretyakov |
| Autore | Milstein, Grigori N. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xxv, 736 p. : ill. ; 24 cm |
| Altri autori (Persone) | Tretyakov, Michael V. |
| Soggetto topico |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 60J22 - Computational methods in Markov chains [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] |
| Soggetto non controllato |
Cauchy problem
Computing ergodic limits Financial mathematics Geometric Integration Langevin equations Mathematical biology Multi-level Monte Carlo methods Nonglobal Lipshitz coefficients Nonlinear parabolic equations Stochastic Hamiltonian systems Stochastic Partial Differential Equations Stochastic differential equations Strong and Weak Approximation for Partial Differential Equations Variance reduction |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00282825 |
Milstein, Grigori N.
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Symplectic Integration of Stochastic Hamiltonian / Jialin Hong, Liying Sun
| Symplectic Integration of Stochastic Hamiltonian / Jialin Hong, Liying Sun |
| Autore | Hong, Jialin |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | xii, 300 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sun, Liying |
| Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 65P10 - Numerical methods for Hamiltonian systems including symplectic integrators [MSC 2020] |
| Soggetto non controllato |
Large deviation theory
Rough Hamiltonian systems Stochastic Hamiltonian systems Stochastic modified equations Stochastic variational principles Stochastic θ-generating functions Symplectic integration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0260772 |
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Hong, Jialin
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| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Symplectic Integration of Stochastic Hamiltonian / Jialin Hong, Liying Sun
| Symplectic Integration of Stochastic Hamiltonian / Jialin Hong, Liying Sun |
| Autore | Hong, Jialin |
| Pubbl/distr/stampa | Singapore, : Springer, 2022 |
| Descrizione fisica | xii, 300 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sun, Liying |
| Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 65P10 - Numerical methods for Hamiltonian systems including symplectic integrators [MSC 2020] |
| Soggetto non controllato |
Large deviation theory
Rough Hamiltonian systems Stochastic Hamiltonian systems Stochastic modified equations Stochastic variational principles Stochastic θ-generating functions Symplectic integration |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00260772 |
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Hong, Jialin
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| Singapore, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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