Hong, Jialin, <br/><br/>
Symplectic integration of stochastic Hamiltonian systems / 
Jialin Hong, Liying Sun. 
 - xii, 298 pages :  illustrations ;  24 cm. 
 - Lecture notes in mathematics,  v. 2314  0075-8434 ; .
 - Lecture notes in mathematics (Springer-Verlag) ;  v. 2314. .
<br/><br/>Includes bibliographical references (pages 287-298). 
<br/><br/> "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."-- 
<br/><br/> Contents note reflects chapter titles in printed book. 
<br/><br/><label>ISBN: </label>9789811976698 9811976694 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Hamiltonian systems.<br/>Stochastic differential equations.<br/>Symplectic groups.<br/>Équations différentielles stochastiques.
<br/><br/><label>Dewey Class. No.: </label>518  / H772s