Numerical Methods for Stochastic Partial Differential Equations with White Noise: With Online Files (Applied Mathematical Sciences, 196, Band 196) [Hardcover] Zhang

Zhang

ISBN 10: 3319575104 / ISBN 13: 9783319575100

Edité par Springer, 2017

A propos de cet article

unread, like new.

N° de réf. du vendeur CE-2304C-EULE-21-2000

Détails bibliographiques

• Titre: Numerical Methods for Stochastic Partial Differential Equations with White Noise: With Online Files (Applied Mathematical Sciences, 196, Band 196) [Hardcover] Zhang
• Éditeur: Springer
• Date de parution: 2017
• Langue: anglais
• ISBN à 10 chiffres: 3319575104
• ISBN à 13 chiffres: 9783319575100
• Reliure: Hardcover
• Édition: 1. Auflage
• État de l'article: As New

A propos de ce titre

Synopsis

Includes both theoretical and computational exercises, allowing for use with mixed-level classes
Provides Matlab codes for examples
The first book to emphasizes the Wong-Zakai approximation

Offers an approach to stochastic modeling other than the common Monte Carlo methods