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Symplectic Integration of Stochastic Hamiltonian Systems (Paperback, 1st ed. 2023) Loot Price: R2,249
Discovery Miles 22 490
Symplectic Integration of Stochastic Hamiltonian Systems (Paperback, 1st ed. 2023): Jialin Hong, Liying Sun

Symplectic Integration of Stochastic Hamiltonian Systems (Paperback, 1st ed. 2023)

Jialin Hong, Liying Sun

Series: Lecture Notes in Mathematics, 2314

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Loot Price R2,249 Discovery Miles 22 490 | Repayment Terms: R211 pm x 12*

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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.

General

Imprint: Springer Verlag, Singapore
Country of origin: Singapore
Series: Lecture Notes in Mathematics, 2314
Release date: February 2023
First published: 2023
Authors: Jialin Hong • Liying Sun
Dimensions: 235 x 155mm (L x W)
Format: Paperback
Pages: 298
Edition: 1st ed. 2023
ISBN-13: 978-981-19-7669-8
Categories: Books > Science & Mathematics > Mathematics > Numerical analysis
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science
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LSN: 981-19-7669-4
Barcode: 9789811976698

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