Numerical Methods for Stochastic Partial Differential Equations with White Noise

• Main Authors: Zhang, Zhongqiang (Author), Karniadakis, George Em (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Applied Mathematical Sciences, 196
• Subjects: 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...