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Symplectic Integration of Stochastic Hamiltonian Systems
Engelsk Paperback
Symplectic Integration of Stochastic Hamiltonian Systems
Engelsk Paperback

554 kr
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Om denne bog

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.



Product detaljer
Sprog:
Engelsk
Sider:
300
ISBN-13:
9789811976698
Indbinding:
Paperback
Udgave:
ISBN-10:
9811976694
Udg. Dato:
22 feb 2023
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer Verlag, Singapore
Oplagsdato:
22 feb 2023
Forfatter(e):
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