Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations - Couverture rigide

Artemiev; Averina

 
9789067642507: Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations
Couverture rigide
ISBN 10 : 9067642509 ISBN 13 : 9789067642507
Editeur : VSP International Science Publishers, 1997

Synopsis

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information. This book deals with numerical analysis of systems of both ordinary and stochastic differential equations. The first chapter is devoted to numerical solution problems of the Cauchy problem for stiff ordinary differential equation (ODE) systems by Rosenbrock-type methods (RTMs). Here, general solutions of consistency equations are obtained, which lead to the construction of RTMs from the first to the fourth order. The second chapter deals with statistical simulation problems of the solution of the Cauchy problem for stochastic differential equation (SDE) systems. The mean-square convergence theorem is considered, as well as Taylor expansions of numerical solutions. Also included are applications of numerical methods of SDE solutions to partial differential equations and to analysis and synthesis problems of automated control of stochastic systems.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
VSP International Science Publishers
Date d'édition
1997
Langue
anglais
ISBN 10 
9067642509
ISBN 13 
9789067642507
Reliure
Relié
Nombre de pages
176
Coordonnées du fabricant
non disponible
Personne responsable
KreGa Onlinehandel GmbH
4950000000000
info@krega-onlinehandel.de

Birkenweg 31
Brakel
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Allemagne

Autres éditions populaires du même titre

9783111873169: Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations

Edition présentée

ISBN 10 :  3111873161 ISBN 13 :  9783111873169
Editeur : Walter de Gruyter & Co, 1997
Couverture souple