عنوان

An introduction to computational stochastic PDEs

(Number (ISBN

9780521899901

Country Code

IR

Number

17712

.Language of Text, Soundtrack etc

انگلیسی

Country of publication

IR

Title Proper

An introduction to computational stochastic PDEs

General Material Designation

[Book]

First Statement of Responsibility

/ Gabriel J. Lord, Catherine E. Powell, Tony Shardlow

Place of Publication, Distribution, etc.

Newyork

Name of Publisher, Distributor, etc.

: Cambridge

Date of Publication, Distribution, etc.

, 2014.

Specific Material Designation and Extent of Item

xi, 503 pages

Other Physical Details

: illustrations (some color)

Series Title

(Cambridge texts in applied mathematics

Volume Designation

; 50)

Text of Note

Language: انگلیسی

Text of Note

Print

Text of Note

Includes bibliographical references (pages 489-498) and index.

Text of Note

Machine generated contents note: Part I. Deterministic Differential Equations: 1. Linear analysis; 2. Galerkin approximation and finite elements; 3. Time-dependent differential equations; Part II. Stochastic Processes and Random Fields: 4. Probability theory; 5. Stochastic processes; 6. Stationary Gaussian processes; 7. Random fields; Part III. Stochastic Differential Equations: 8. Stochastic ordinary differential equations (SODEs); 9. Elliptic PDEs with random data; 10. Semilinear stochastic PDEs.

Text of Note

"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"--Provided by publisher.

Variant Title

Introduction to computational stochastic partial differential equations

Entry Element

Stochastic partial differential equations

Entry Element

MATHEMATICS / Differential Equations.--bisacsh

Class number

Book number

Lord, Gabriel J., author

Powell, Catherine E

Shardlow, Tony

Country

ایران

Agency

دانشگاه بین المللی امام خمینی قزوین

Call Number

QA274.25 .L67 2014

old catalog

p

BL

1

a

Y