Kniha Numerical Methods for Stochastic Partial Differential Equations with White Noise Zhongqiang Zhang

Numerical Methods for Stochastic Partial Differential Equations with White Noise

Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
2 970
This book covers numerical methods for stochastic partial differential equations with white noise us...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2018
Stránek
394
EAN
9783319861814
ISBN
9783319861814
Enbook ID
22292847
Hmotnost
629
Rozměry
155 x 235 x 23

Kompletní popis

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made.

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