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Lecture Notes in Mathematics
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Lecture Notes in Mathematics
Hong, Jialin; Sun, Liying
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.Details
Published by: Springer
Publication Date: 2023-02-22
Format: Paperback
ISBN-13: 9789811976698
DOI: 10.1007/978-981-19-7670-4
Dimensions: 235cm x155cm
Pages: 300