Marknadens största urval
Snabb leverans

Numerical Methods for Stochastic Partial Differential Equations with White Noise

Om Numerical Methods for Stochastic Partial Differential Equations with White Noise

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.

Visa mer
  • Språk:
  • Engelska
  • ISBN:
  • 9783319861814
  • Format:
  • Häftad
  • Sidor:
  • 394
  • Utgiven:
  • 10 Augusti 2018
  • Utgåva:
  • 12017
  • Mått:
  • 155x235x0 mm.
  • Vikt:
  • 629 g.
  Fri leverans
Leveranstid: Okänt - saknas för närvarande

Beskrivning av Numerical Methods for Stochastic Partial Differential Equations with White Noise

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.

Användarnas betyg av Numerical Methods for Stochastic Partial Differential Equations with White Noise



Hitta liknande böcker
Boken Numerical Methods for Stochastic Partial Differential Equations with White Noise finns i följande kategorier:

Gör som tusentals andra bokälskare

Prenumerera på vårt nyhetsbrev för att få fantastiska erbjudanden och inspiration för din nästa läsning.