An Introduction to Computational Stochastic PDEs

Gabriel J Lord

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Idioma: inglés

Editorial: Cambridge University Press, 2014

0521728525 / 9780521728522

Serie: Libro 32 de 44 - Cambridge Texts in Applied Mathematics

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Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de AmericaWorld of Books (was SecondSale)

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Descripción del artículo del vendedor

This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of the art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modeling and materials science.…

N° de ref. del artículo 00108223398

Título
An Introduction to Computational Stochastic PDEs
Autor
Gabriel J Lord
Editorial
Cambridge University Press
Año de publicación
2014
Estado
Good
Encuadernación
Paperback
Idioma
inglés
ISBN 10
0521728525
ISBN 13
9780521728522
Serie
Libro 32 de 44: Cambridge Texts in Applied Mathematics

World of Books (was SecondSale)

Montgomery, IL, Estados Unidos de America

Vendedor de 5 estrellas

Vendedor de IberLibro desde 20 de diciembre de 2007

Tarifas de envío en Estados Unidos de America

ArtículoDe 4 a 12 días hábilesDe 3 a 6 días hábiles
Primer artículoEUR 0,00EUR 9,74
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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission …

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