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This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimension
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"Symplectic Geometric Algorithms for Hamiltonian Systems" will be useful not only for numerical analysts, but also for those in theoretical physics, computation
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This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. Th
Numerical Analysis and Its Applications
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This book constitutes thoroughly revised selected papers of the 5th International Conference on Numerical Analysis and Its Applications, NAA 2012, held in Lozen
Numerical Integration of Stochastic Differential Equations
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This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamen