Symplectic Integration of Stochastic Hamiltonian Systems
Jialin HongLiying Sun
Broschiertes Buch

Symplectic Integration of Stochastic Hamiltonian Systems

Versandkostenfrei!
Versandfertig in 6-10 Tagen
52,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
26 °P sammeln!
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 fasc...