000 02466cam a2200409 i 4500
001 on1372302889
003 OCoLC
005 20241204113729.0
008 230309t20222022si a b 000 0 eng d
020 _a9789811976698
_q(paperback)
020 _a9811976694
_q(paperback)
029 1 _aAU@
_b000074545297
035 _a(OCoLC)1372302889
_z(OCoLC)1375108979
040 _aVDB
_beng
_erda
_cVDB
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_dXII
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_dOCLCF
_dVA@
_dMNU
_dOCLCO
_dESU
_dOCLCQ
_dFUG
_dOCLCO
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082 0 4 _a518
_bH772s
100 1 _aHong, Jialin,
_eauthor.
_4aut
_1https://id.oclc.org/worldcat/entity/E39PCjGyDctCXyry3DXjGXjJym
245 1 0 _aSymplectic integration of stochastic Hamiltonian systems /
_cJialin Hong, Liying Sun.
264 1 _aSingapore :
_bSpringer,
_c[2022]
264 4 _c©2022
300 _axii, 298 pages :
_billustrations ;
_c24 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 1 _aLecture notes in mathematics,
_x0075-8434 ;
_vv. 2314
504 _aIncludes bibliographical references (pages 287-298).
520 3 _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."--
_cProvided by publisher.
586 _aContents note reflects chapter titles in printed book.
650 0 _aHamiltonian systems.
650 0 _aStochastic differential equations.
650 0 _aSymplectic groups.
650 6 _aÉquations différentielles stochastiques.
700 1 _aSun, Liying
_c(Mathematician),
_eauthor.
830 0 _aLecture notes in mathematics (Springer-Verlag) ;
_vv. 2314.
_x0075-8434
942 _2ddc
_cBK
_n0
948 _hNO HOLDINGS IN P5A - 35 OTHER HOLDINGS
999 _c41728
_d41728