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Symplectic integration of stochastic...

Hong, Jialin.

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Symplectic integration of stochastic Hamiltonian systems

Record Type:	Electronic resources : Monograph/item
Title/Author:	Symplectic integration of stochastic Hamiltonian systems/ by 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.
[NT 15003449]:	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.
Contained By:	Springer Nature eBook
Subject:	Hamiltonian systems. -
Online resource:	https://doi.org/10.1007/978-981-19-7670-4
ISBN:	9789811976704

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 ;v. 2314..

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

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

629810
Hamiltonian systems.

LC Class. No.: QA614.83

Dewey Class. No.: 515.39

Symplectic integration of stochastic Hamiltonian systems
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100 1 $a Hong, Jialin. $3 3503186
245 1 0 $a Symplectic integration of stochastic Hamiltonian systems $h [electronic resource] / $c by Jialin Hong, Liying Sun.
260 $a Singapore : $b Springer Nature Singapore : $b Imprint: Springer, $c 2022.
300 $a xii, 300 p. : $b ill., digital ; $c 24 cm.
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.
650 0 $a Hamiltonian systems. $3 629810
650 0 $a Stochastic differential equations. $3 621860
650 0 $a Symplectic groups. $3 740911
650 1 4 $a Numerical Analysis. $3 892626
650 2 4 $a Dynamical Systems. $3 3538746
650 2 4 $a Probability Theory. $3 3538789
700 1 $a Sun, Liying. $3 1916962
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
830 0 $a Lecture notes in mathematics ; $v v. 2314. $3 3614189
856 4 0 $u https://doi.org/10.1007/978-981-19-7670-4
950 $a Mathematics and Statistics (SpringerNature-11649)