Numerical Methods for Stochastic Partial Differential Equations with White Noise
Includes both theoretical and computational exercises, allowing for use with mixed-level classes Provides Matlab codes for examples The first book to emphasizes the Wong-Zakai approximation Offers an approach to stochastic modeling other than the common Monte Carlo methods
| Autor: | Karniadakis, George Em Zhang, Zhongqiang |
|---|---|
| ISBN: | 9783319861814 |
| Sprache: | Englisch |
| Seitenzahl: | 394 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer International Publishing |
| Veröffentlicht: | 10.08.2018 |
| Schlagworte: | Deterministic Integration Methods Ito and Stratonovich Calculus Long-time Integration Nonlinear Stochastic Differential Equations Space and Time White Noise Wick-Malliavin Approximation Wong-Zakai Approximation partial differential equations |