Stochastic Numerics for Mathematical Physics
Language: English
Published by Springer, 2004
- Hardcover
- New
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
AbeBooks seller since November 22, 2018
Condition: New
£ 222.74
Quantity: 4 available
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Seller Inventory # 26294566
- Title
- Stochastic Numerics for Mathematical Physics
- Author
- Michael V. Tretyakov Grigori Noah Milstein
- Publisher
- Springer
- Publication year
- 2004
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3540211101
- ISBN 13
- 9783540211105
- Series
- Book 19 of 36: Scientific Computation
"Synopsis" may belong to another edition of this title.
From the Back Cover
Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. The authors propose many new special schemes, some published here for the first time. In the second part of the book they construct numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear. 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, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
"About the title" may belong to another edition of this title.
Books Puddle
New York, NY, U.S.A.
AbeBooks seller since November 22, 2018
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