Symplectic Integration of Stochastic Hamiltonian Systems

Jialin Hong author Liying Sun author

Format:Paperback

Publisher:Springer Verlag, Singapore

Published:22nd Feb '23

Currently unavailable, and unfortunately no date known when it will be back

Symplectic Integration of Stochastic Hamiltonian Systems cover

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.

ISBN: 9789811976698

Dimensions: unknown

Weight: unknown

300 pages

1st ed. 2022