| 书目名称 | Symplectic Integration of Stochastic Hamiltonian Systems |
| 编辑 | Jialin Hong,Liying Sun |
| 视频video | |
| 概述 | Gives an introduction to symplectic structure and stochastic variational principle for stochastic Hamiltonian systems.Provides symplectic and conformal symplectic methods and ergodic methods via stoch |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2022 |
| 关键词 | symplectic integration; stochastic Hamiltonian system; rough Hamiltonian system; stochastic variational |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-981-19-7670-4 |
| isbn_softcover | 978-981-19-7669-8 |
| isbn_ebook | 978-981-19-7670-4Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
发表于 2025-3-21 18:21:14
