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Symplectic integration of stochastic Hamiltonian systems / Jialin Hong, Liying Sun.

By:

Hong, Jialin [author.]

Contributor(s):

Sun, Liying (Mathematician) [author.]

Material type: Text

text

Media type:

unmediated

Carrier type:

volume

ISBN:

9789811976698
9811976694

Subject(s):

DDC classification:

518 H772s

Awards:

Contents note reflects chapter titles in printed book.

Abstract: "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."-- Provided by publisher.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	Castorina	Coleções de Monografias (Monographs Collections)		1	Available		39063000810056

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Previous	The p-adic Simpson correspondence and Hodge-Tate local systems /	Functional analytic methods for heat Green operators : heat kernel asymptotics via the Weyl-Hörmander calculus /	Modern aspects of dynamical systems : Cetraro, Italy 2021 /	Symplectic integration of stochastic Hamiltonian systems /	Helix structures in quantum cohomology of Fano varieties /	Geometric and analytic aspects of functional variational principles : Cetraro, Italy 2022 /	510.92 T267 1999 IMPA Tel Aviv Topology Conference: Rothenberg festschrift : International Conference on Topology, June 1-5, 1998, Tel Aviv/	Next

Includes bibliographical references (pages 287-298).

"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."-- Provided by publisher.

Contents note reflects chapter titles in printed book.

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