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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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 : 229

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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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Extreme Superposition: High-Order Fundamental Rogue Waves in the Far-Field Regime

Extreme Superposition: High-Order Fundamental Rogue Waves in the Far-Field Regime PDF Author: Deniz Bilman
Publisher: American Mathematical Society
ISBN: 1470471213
Category : Mathematics
Languages : en
Pages : 102

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Equivalent Definitions of Arthur Packets for Real Classical Groups

Equivalent Definitions of Arthur Packets for Real Classical Groups PDF Author: J. Adams
Publisher: American Mathematical Society
ISBN: 1470471051
Category : Mathematics
Languages : en
Pages : 122

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Regularity with Respect to the Parameter of Lyapunov Exponents for Diffeomorphisms with Dominated Splitting

Regularity with Respect to the Parameter of Lyapunov Exponents for Diffeomorphisms with Dominated Splitting PDF Author: Radu Saghin
Publisher: American Mathematical Society
ISBN: 1470471329
Category : Mathematics
Languages : en
Pages : 90

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Noncommutative Coordinates for Symplectic Representations

Noncommutative Coordinates for Symplectic Representations PDF Author: Daniele Alessandrini
Publisher: American Mathematical Society
ISBN: 1470471086
Category : Mathematics
Languages : en
Pages : 130

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Generic Stabilizers in Actions of Simple Algebraic Groups

Generic Stabilizers in Actions of Simple Algebraic Groups PDF Author: R. M. Guralnick
Publisher: American Mathematical Society
ISBN: 1470470527
Category : Mathematics
Languages : en
Pages : 316

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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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