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Strong Weak Approximation Semilinear by Kruse Raphael (18 results)
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Condition: As New. Unread book in perfect condition.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations (Lecture Notes in Mathematics, 2093)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In.
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PF. Condition: New.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Published by Springer Distribution Center GmbH (SDC), 2013
ISBN 10: 331902230X ISBN 13: 9783319022307
Language: English
Seller: Libro Co. Italia Srl, San Casciano Val di Pesa, FI, Italy
Seller rating 5 out of 5 stars
Brossura. Condition: fine. Heidelberg, 2013; br., pp. 196, cm 23,5x15,5. Libro.
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Condition: New. pp. 196.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Paperback. Condition: Brand New. 2014 edition. 177 pages. 9.00x6.25x0.50 inches. In Stock.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Published by Springer International Publishing, Springer International Publishing, 2013
ISBN 10: 331902230X ISBN 13: 9783319022307
Language: English
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book.The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut's integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.
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Taschenbuch. Condition: Neu. Strong and Weak Approximation of Semilinear Stochastic Evolution Equations | Raphael Kruse | Taschenbuch | xiv | Englisch | 2013 | Springer | EAN 9783319022307 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Published by Springer International Publishing, 2013
ISBN 10: 331902230X ISBN 13: 9783319022307
Language: English
Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Published by Springer International Publishing Nov 2013, 2013
ISBN 10: 331902230X ISBN 13: 9783319022307
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book.The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut's integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq. 196 pp. Englisch.
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Condition: New. Print on Demand pp. 196 4 Illus.
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Condition: New. PRINT ON DEMAND pp. 196.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Published by Springer International Publishing, 2013
ISBN 10: 331902230X ISBN 13: 9783319022307
Language: English
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Employing Galerkin finite element methods closes the gap between theoretical convergence results and standard PDE solvers in widely used software packages Derives the optimal order of strong convergence through optimal regularity results In.
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Published by Springer International Publishing, Springer Nov 2013, 2013
ISBN 10: 331902230X ISBN 13: 9783319022307
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book.The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut¿s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 196 pp. Englisch.
