Stochastic numerical methods : an introduction for students and scientists /

• Main Author: Toral, Raúl
• Other Authors: Colet, Pere
• Format: eBook
• Language: English
• Published: Weinheim, Germany : Wiley-VCH, [2014]
• Subjects: Numerical analysis.; Stochastic analysis.; Stochastic control theory.; MATHEMATICS > Applied.; MATHEMATICS > Probability & Statistics > General.; Electronic books.
• Physical Description: 1 online resource (xvi, 402 pages)
• Bibliography: Includes bibliographical references.
• ISBN: 1306907977; 9781306907972; 9783527683147; 3527683143; 9783527683130; 3527683135; 3527411496; 9783527411498; 3527683127; 9783527683123; 3527683119; 9783527683116
• DOI: 10.1002/9783527683147

Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis.