Local Lipschitz Continuity In The Initial Value And Strong Completeness For Nonlinear Stochastic Differential Equations
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Author | : Sonja Cox |
Publisher | : American Mathematical Society |
Total Pages | : 102 |
Release | : 2024-05-15 |
Genre | : Mathematics |
ISBN | : 1470467011 |
Author | : Jialin Hong |
Publisher | : Springer Nature |
Total Pages | : 229 |
Release | : 2019-08-22 |
Genre | : Mathematics |
ISBN | : 9813290692 |
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 |
Total Pages | : 307 |
Release | : 2023-02-21 |
Genre | : Mathematics |
ISBN | : 9811976708 |
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 |
Total Pages | : 140 |
Release | : 2024-07-25 |
Genre | : Mathematics |
ISBN | : 1470470489 |
Author | : Francesco Fournier-Facio |
Publisher | : American Mathematical Society |
Total Pages | : 116 |
Release | : 2024-08-19 |
Genre | : Mathematics |
ISBN | : 1470470918 |
Author | : Deniz Bilman |
Publisher | : American Mathematical Society |
Total Pages | : 102 |
Release | : 2024-09-09 |
Genre | : Mathematics |
ISBN | : 1470471213 |
Author | : J. Adams |
Publisher | : American Mathematical Society |
Total Pages | : 122 |
Release | : 2024-09-09 |
Genre | : Mathematics |
ISBN | : 1470471051 |
Author | : Radu Saghin |
Publisher | : American Mathematical Society |
Total Pages | : 90 |
Release | : 2024-09-09 |
Genre | : Mathematics |
ISBN | : 1470471329 |
Author | : Daniele Alessandrini |
Publisher | : American Mathematical Society |
Total Pages | : 130 |
Release | : 2024-09-09 |
Genre | : Mathematics |
ISBN | : 1470471086 |
Author | : R. M. Guralnick |
Publisher | : American Mathematical Society |
Total Pages | : 316 |
Release | : 2024-09-09 |
Genre | : Mathematics |
ISBN | : 1470470527 |