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Symplectic integration of stochastic Hamiltonian systems

Record Type:	Electronic resources : Monograph/item
Title/Author:	Symplectic integration of stochastic Hamiltonian systemsby Jialin Hong, Liying Sun.
Author:	Hong, Jialin.
other author:	Sun, Liying.
Published:	Singapore :Springer Nature Singapore :2022.
Description:	xii, 300 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Hamiltonian systems.
Online resource:	https://doi.org/10.1007/978-981-19-7670-4
ISBN:	9789811976704$q(electronic bk.)

Symplectic integration of stochastic Hamiltonian systems
Hong, Jialin.

Symplectic integration of stochastic Hamiltonian systems[electronic resource] /by Jialin Hong, Liying Sun. - Singapore :Springer Nature Singapore :2022. - xii, 300 p. :ill., digital ;24 cm. - Lecture notes in mathematics,v. 23141617-9692 ;. - Lecture notes in mathematics ;2035..

Chapter 1 Deterministic Hamiltonian System -- Chapter 2 Stochastic Hamiltonian System -- Chapter 3 Stochastic Structure Preserving Numerical Integrators -- Chapter 4 Stochastic Modified Equation and Its Applications -- Chapter 5 Stochastic Hamiltonian Partial Differential Equation.

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: 9789811976704$q(electronic bk.)

Standard No.: 10.1007/978-981-19-7670-4doiSubjects--Topical Terms:

207807
Hamiltonian systems.

LC Class. No.: QA614.83

Dewey Class. No.: 515.39

Symplectic integration of stochastic Hamiltonian systems
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490 1 $a Lecture notes in mathematics, $x 1617-9692 ; $v v. 2314
505 0 $a Chapter 1 Deterministic Hamiltonian System -- Chapter 2 Stochastic Hamiltonian System -- Chapter 3 Stochastic Structure Preserving Numerical Integrators -- Chapter 4 Stochastic Modified Equation and Its Applications -- Chapter 5 Stochastic Hamiltonian Partial Differential Equation.
520 $a 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.
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650 2 4 $a Probability Theory. $3 913371
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