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Statistics from computations. (English) Zbl 0978.65118

DeVore, Ronald A. (ed.) et al., Foundations of computational mathematics. Conference, Oxford, GB, July 18-28, 1999. Cambridge: Cambridge University Press. Lond. Math. Soc. Lect. Note Ser. 284, 323-344 (2001).
From the abstract: The study of numerical methods for initial value problems by considering their approximation properties from a dynamical systems viewpoint is now a well-established field; a substantial body of knowledge, developed over the past two decades, can be found in the literature. Nonetheless many open questions remain concerning the meaning of long-time simulations performed by approximating dynamical systems. In recent years various attempts to analyse the statistical content of these long-time simulations have emerged, and the purpose of this article is to review some of that work. The subject area is far from complete; nonetheless a certain unity can be seen in what has been achieved to date and it is therefore of value to give an overview of the field.
For the entire collection see [Zbl 0962.00005].

MSC:

65P10 Numerical methods for Hamiltonian systems including symplectic integrators
37M05 Simulation of dynamical systems
37H10 Generation, random and stochastic difference and differential equations