ISBN: 9789811976698 - symplectic integration of stochastic hamiltonian systems (lecture notes in mathematics, band 2314) (5 Ergebnisse)

Zustand: New.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Paperback. Zustand: Brand New. 312 pages. 9.25x6.10x0.66 inches. In Stock.

Zustand: New.

Taschenbuch. Zustand: Neu. Symplectic Integration of Stochastic Hamiltonian Systems | Jialin Hong (u. a.) | Taschenbuch | Lecture Notes in Mathematics | xii | Englisch | 2023 | Springer | EAN 9789811976698 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…