Numerical Methods for Stochastic Partial Differential Equations with White Noise

• Κύριοι συγγραφείς: Zhang, Zhongqiang (Συγγραφέας), Karniadakis, George Em (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Σειρά: Applied Mathematical Sciences, 196
• Θέματα: Mathematics.; Partial differential equations.; Numerical analysis.; Probabilities.; Numerical Analysis.; Probability Theory and Stochastic Processes.; Partial Differential Equations.

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stoc...