Invariant Measures for Stochastic Nonlinear Schrödinger Equations : Numerical Approximations and Symplectic Structures / by Jialin Hong, Xu Wang.

Format:

Book

Author/Creator:

Hong, Jialin, author.

Wang, Xu (Writer on stochastic differential equations), author.

Contributor:

SpringerLink (Online service)

Series:

Mathematics and Statistics (Springer-11649)

Lecture Notes in Mathematics, 0075-8434 ; 2251.

Lecture Notes in Mathematics, 0075-8434 ; 2251

Language:

English

Subjects (All):

Probabilities.

Numerical analysis.

Dynamics.

Ergodic theory.

Differential equations, Partial.

Probability Theory and Stochastic Processes.

Numerical Analysis.

Dynamical Systems and Ergodic Theory.

Partial Differential Equations.

Local Subjects:

Probability Theory and Stochastic Processes.

Numerical Analysis.

Dynamical Systems and Ergodic Theory.

Partial Differential Equations.

Physical Description:

1 online resource (XIV, 220 pages) : 14 illustrations, 13 illustrations in color.

Edition:

First edition 2019.

Contained In:

Springer eBooks

Place of Publication:

Singapore : Springer Singapore : Imprint: Springer, 2019.

System Details:

text file PDF

Summary:

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, et cetera.

Contents:

Invariant measures and ergodicity

Invariant measures for stochastic differential equations

Invariant measures for stochastic nonlinear Schrödinger equations

Geometric structures and numerical schemes for nonlinear Schrödinger equations

Numerical invariant measures for damped stochastic nonlinear Schrödinger equations

Approximation of ergodic limit for conservative stochastic nonlinear Schrödinger equations.

Other Format:

Printed edition:

ISBN:

978-981-32-9069-3

9789813290693

Access Restriction:

Restricted for use by site license.