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Numerical Methods for Stochastic Partial Differential Equations with White Noise

Language EnglishEnglish
Book Paperback
Book Numerical Methods for Stochastic Partial Differential Equations with White Noise Zhongqiang Zhang
Libristo code: 22292847
Publishers Springer International Publishing AG, August 2018
This book covers numerical methods for stochastic partial differential equations with white noise us... Full description
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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.

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About the book

Full name Numerical Methods for Stochastic Partial Differential Equations with White Noise
Author Zhongqiang Zhang, George Em Karniadakis
Language English
Binding Book - Paperback
Date of issue 2018
Number of pages 394
EAN 9783319861814
ISBN 9783319861814
Libristo code 22292847
Publishers Springer International Publishing AG
Weight 629
Dimensions 155 x 235 x 23

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Probability & statistics
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