An Introduction to Computational Stochastic Pdes

Gabriel Lord

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Language: English

Published by Cambridge University Press, 2014

0521899907 / 9780521899901

Series: Book 32 of 44 - Cambridge Texts in Applied Mathematics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of-the-art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB® codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modelling and materials science.

Seller Inventory # 9780521899901

Title
An Introduction to Computational Stochastic Pdes
Author
Gabriel Lord
Publisher
Cambridge University Press
Publication year
2014
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0521899907
ISBN 13
9780521899901
Item weight
1,060 grams
Dimensions
250x175x32 mm
Series
Book 32 of 44: Cambridge Texts in Applied Mathematics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

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