Numerical Methods for Stochastic Partial Differential Equations with White Noise - Zhang - Books - Springer International Publishing AG - 9783319575100 - September 12, 2017
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Numerical Methods for Stochastic Partial Differential Equations with White Noise 1st ed. 2017 edition

Zhang

Numerical Methods for Stochastic Partial Differential Equations with White Noise 1st ed. 2017 edition

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.


396 pages, 25 Tables, color; 34 Illustrations, color; 2 Illustrations, black and white; XV, 396 p. 3

Media Books     Book
Released September 12, 2017
ISBN13 9783319575100
Publishers Springer International Publishing AG
Pages 394
Dimensions 243 × 164 × 29 mm   ·   781 g
Language German  

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