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portada Numerical Methods for Stochastic Partial Differential Equations with White Noise
Type
Physical Book
Author
Publisher
Language
English
Pages
394
Format
Paperback
ISBN13
9783319861814
Categories

Numerical Methods for Stochastic Partial Differential Equations with White Noise

George Em Karniadakis (Author) · Zhongqiang Zhang (Author) · Springer · Paperback

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Zhang, Zhongqiang ; Karniadakis, George Em

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Synopsis "Numerical Methods for Stochastic Partial Differential Equations with White Noise"

Includes both theoretical and computational exercises, allowing for use with mixed-level classesProvides Matlab codes for examplesThe first book to emphasizes the Wong-Zakai approximation Offers an approach to stochastic modeling other than the common Monte Carlo methods

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