Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations PDF Download
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Author: Sonja Cox
Publisher: American Mathematical Society
ISBN: 1470467011
Category : Mathematics
Languages : en
Pages : 102
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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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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.
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.
Author: Dongxiao Yu
Publisher: American Mathematical Society
ISBN: 1470470489
Category : Mathematics
Languages : en
Pages : 140
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Author: Philipp Grohs
Publisher: American Mathematical Society
ISBN: 147045632X
Category : Mathematics
Languages : en
Pages : 106
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Author: Brandon Doherty
Publisher: American Mathematical Society
ISBN: 1470468948
Category : Mathematics
Languages : en
Pages : 122
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Author: David Burns
Publisher: American Mathematical Society
ISBN: 1470469669
Category : Mathematics
Languages : en
Pages : 168
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Author: M. Gekhtman
Publisher: American Mathematical Society
ISBN: 1470469707
Category : Mathematics
Languages : en
Pages : 116
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Author: Masao Oi
Publisher: American Mathematical Society
ISBN: 1470469561
Category : Mathematics
Languages : en
Pages : 174
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Author: David Ayala
Publisher: American Mathematical Society
ISBN: 1470469626
Category : Mathematics
Languages : en
Pages : 272
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Book Description
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