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Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations

Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations PDF Author: Sonja Cox
Publisher: American Mathematical Society
ISBN: 1470467011
Category : Mathematics
Languages : en
Pages : 102

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Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations

Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations PDF Author: Sonja Cox
Publisher: American Mathematical Society
ISBN: 1470467011
Category : Mathematics
Languages : en
Pages : 102

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Book Description
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Invariant Measures for Stochastic Nonlinear Schrödinger Equations

Invariant Measures for Stochastic Nonlinear Schrödinger Equations PDF Author: Jialin Hong
Publisher: Springer Nature
ISBN: 9813290692
Category : Mathematics
Languages : en
Pages : 220

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Book Description
This book provides some recent advance in the study of stochastic nonlinear Schrödinger equations and their numerical approximations, including the well-posedness, ergodicity, symplecticity and multi-symplecticity. It gives an accessible overview of the existence and uniqueness of invariant measures for stochastic differential equations, introduces geometric structures including symplecticity and (conformal) multi-symplecticity for nonlinear Schrödinger equations and their numerical approximations, and studies the properties and convergence errors of numerical methods for stochastic nonlinear Schrödinger equations. This book will appeal to researchers who are interested in numerical analysis, stochastic analysis, ergodic theory, partial differential equation theory, etc.

Symplectic Integration of Stochastic Hamiltonian Systems

Symplectic Integration of Stochastic Hamiltonian Systems PDF Author: Jialin Hong
Publisher: Springer Nature
ISBN: 9811976708
Category : Mathematics
Languages : en
Pages : 307

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Book Description
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.

Asymptotic Completeness for a Scalar Quasilinear Wave Equation Satisfying the Weak Null Condition

Asymptotic Completeness for a Scalar Quasilinear Wave Equation Satisfying the Weak Null Condition PDF Author: Dongxiao Yu
Publisher: American Mathematical Society
ISBN: 1470470489
Category : Mathematics
Languages : en
Pages : 140

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A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations

A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations PDF Author: Philipp Grohs
Publisher: American Mathematical Society
ISBN: 147045632X
Category : Mathematics
Languages : en
Pages : 106

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Cubical Models of $(infty ,1)$-Categories

Cubical Models of $(infty ,1)$-Categories PDF Author: Brandon Doherty
Publisher: American Mathematical Society
ISBN: 1470468948
Category : Mathematics
Languages : en
Pages : 122

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On Refined Conjectures of Birch and Swinnerton-Dyer Type for Hasse–Weil–Artin $L$-Series

On Refined Conjectures of Birch and Swinnerton-Dyer Type for Hasse–Weil–Artin $L$-Series PDF Author: David Burns
Publisher: American Mathematical Society
ISBN: 1470469669
Category : Mathematics
Languages : en
Pages : 168

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A Plethora of Cluster Structures on $GL_n$

A Plethora of Cluster Structures on $GL_n$ PDF Author: M. Gekhtman
Publisher: American Mathematical Society
ISBN: 1470469707
Category : Mathematics
Languages : en
Pages : 116

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Simple Supercuspidal $L$-Packets of Quasi-Split Classical Groups

Simple Supercuspidal $L$-Packets of Quasi-Split Classical Groups PDF Author: Masao Oi
Publisher: American Mathematical Society
ISBN: 1470469561
Category : Mathematics
Languages : en
Pages : 174

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Stratified Noncommutative Geometry

Stratified Noncommutative Geometry PDF Author: David Ayala
Publisher: American Mathematical Society
ISBN: 1470469626
Category : Mathematics
Languages : en
Pages : 272

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