Arxiv
| Presentation Name： | Stochastic symplectic methods for stochastic Hamiltonian systems |
|---|---|
| Presenter🧏🏿♀️： | Jialin Hong |
| Date： | 2013-02-01 |
| Location： | 光华东主楼1801 |
| Abstract： | The symplectic methods play a key role in numerically solving Hamiltonian systems, it has been extended to the case of stochastic differential equations. In this talk, we review some results on stochastic symplectic methods for stochastic Hamiltonian systems, including stochastic variational integrators, the theory of stochastic generating functions, stochastic symplectic methods given by stochastic Hamilton-Jacobi theory, etc. |
| Annual Speech Directory🎣： | No.8 |
220 Handan Rd., Yangpu District, Shanghai （ 200433 ）| Operator：+86 21 65642222
Copyright © 2016 FUDAN University. All Rights Reserved