Articles liés à Strong and Weak Approximation of Semilinear Stochastic...
Synopsis
In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book.
The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut’s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2013
- ISBN 10 331902230X
- ISBN 13 9783319022307
- ReliureBroché
- Langueanglais
- Nombre de pages196
- Coordonnées du fabricantnon disponible
Acheter neuf
Afficher cet article
EUR 35,19
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délaisRésultats de recherche pour Strong and Weak Approximation of Semilinear Stochastic...
Image d'archives
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Edité par
Springer International Publishing, 2013
ISBN 10 : 331902230X
ISBN 13 : 9783319022307
Ancien ou d'occasion
Couverture souple
Vendeur : Buchpark, Trebbin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Sehr gut. Zustand: Sehr gut | Seiten: 196 | Sprache: Englisch | Produktart: Sonstiges. N° de réf. du vendeur 24361526/12
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Edité par
Springer International Publishing, 2013
ISBN 10 : 331902230X
ISBN 13 : 9783319022307
Neuf
Kartoniert / Broschiert
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Employing Galerkin finite element methods closes the gap between theoretical convergence results and standard PDE solvers in widely used software packages Derives the optimal order of strong convergence through optimal regularity results In. N° de réf. du vendeur 4496386
Quantité disponible : Plus de 20 disponibles
Image d'archives
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (Lecture Notes in Mathematics, 2093)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9783319022307_new
Quantité disponible : Plus de 20 disponibles
Image d'archives
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Vendeur : Chiron Media, Wallingford, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PF. Etat : New. N° de réf. du vendeur 6666-IUK-9783319022307
Quantité disponible : 10 disponible(s)
Image fournie par le vendeur
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
ISBN 10 : 331902230X
ISBN 13 : 9783319022307
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book.The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut's integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq. N° de réf. du vendeur 9783319022307
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Edité par
Springer International Publishing Nov 2013, 2013
ISBN 10 : 331902230X
ISBN 13 : 9783319022307
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book.The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut's integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq. 196 pp. Englisch. N° de réf. du vendeur 9783319022307
Quantité disponible : 2 disponible(s)
Image d'archives
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (Lecture Notes in Mathematics, 2093)
Vendeur : California Books, Miami, FL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur I-9783319022307
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Edité par
Springer Distribution Center GmbH (SDC), 2013
ISBN 10 : 331902230X
ISBN 13 : 9783319022307
Ancien ou d'occasion
Brossura
Vendeur : Libro Co. Italia Srl, San Casciano Val di Pesa, FI, Italie
Évaluation du vendeur 5 sur 5 étoiles
Brossura. Etat : fine. Heidelberg, 2013; br., pp. 196, cm 23,5x15,5. Libro. N° de réf. du vendeur 1664639
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
ISBN 10 : 331902230X
ISBN 13 : 9783319022307
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book.The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut¿s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 196 pp. Englisch. N° de réf. du vendeur 9783319022307
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 20301997-n
Quantité disponible : Plus de 20 disponibles