Michael tretyakov (54 résultats)

Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Etat : Used. pp. x + 266.

Etat : New.

Etat : As New. Unread book in perfect condition.

Etat : Used. pp. x + 266 Illus.

HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000.

Etat : Used. pp. x + 266.

Etat : New.

Etat : New.

Etat : New. In English.

Etat : As New. Unread book in perfect condition.

Hardback. Etat : New. New copy - Usually dispatched within 4 working days.

Etat : New. In English.

Hardcover. Etat : Brand New. 266 pages. 9.25x6.25x0.75 inches. In Stock.

Gebundene Ausgabe. Etat : Sehr gut. 278 Seiten; Der Artikel ist in einem sehr guten Zustand und wurde nach den Trendbee-QualitÃtssicherungsstandards umfassend geprÃft. Versand aus Deutschland! RAF 2-0656-10-14-2021 Sprache: Englisch Gewicht in Gramm: 535.

Etat : As New. Unread book in perfect condition.

Etat : New.

Etat : New. In English.

Etat : New. In English.

Etat : As New. Unread book in perfect condition.

Etat : New.

Hardback. Etat : New. Second Edition 2021. This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics.SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.…

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics.SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.…

Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics.SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.…

Etat : New. 2nd ed. 2021 edition NO-PA16APR2015-KAP.

Etat : New. 2nd ed. 2021 edition NO-PA16APR2015-KAP.

Etat : New. In English.

Paperback. Etat : Brand New. 2nd edition. 761 pages. 9.25x6.10x1.81 inches. In Stock.

Hardcover. Etat : Brand New. 2nd edition. 761 pages. 9.25x6.10x9.21 inches. In Stock.