Stochastic Partial Differential Equations: An Introduction, Pardoux Йtienne

Автор: li zhilin
Название: Numerical solution of differential equations
ISBN: 1107163226 ISBN-13(EAN): 9781107163225
Издательство: Cambridge Academ
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Цена: 89760.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This practical and concise guide to finite difference and finite element methods is aimed at graduate students who need to solve differential equations. With few prerequisites, the book is accessible to readers from a range of disciplines across science and engineering. Well-tested MATLAB (R) codes are available online.

Автор: Oksendal
Название: Stochastic Differential Equations
ISBN: 3540047581 ISBN-13(EAN): 9783540047582
Издательство: Springer
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Цена: 54820.00 T
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Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.

Автор: Younes Salehi, William E. Schiesser
Название: Numerical Integration of Space Fractional Partial Differential Equations: Volume 1 - Introduction to Algorithms and Computer Coding in R
ISBN: 1681732076 ISBN-13(EAN): 9781681732077
Издательство: Mare Nostrum (Eurospan)
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Цена: 82230.00 T
Наличие на складе: Поставка под заказ.
Описание: Partial differential equations are one of the most used widely forms of mathematics in science and engineering. Two fractional PDEs can be considered, fractional in time, and fractional in space. These two volumes are directed to the development and use of SFPDEs, with the discussion divided into an introduction to Algorithms and Computer Coding in R and applications from classical integer PDEs.

Автор: Daniel J. Arrigo
Название: An Introduction to Partial Differential Equations
ISBN: 1681732548 ISBN-13(EAN): 9781681732541
Издательство: Mare Nostrum (Eurospan)
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Цена: 72070.00 T
Наличие на складе: Невозможна поставка.
Описание: Provides an introduction to methods for solving partial differential equations (PDEs). After the introduction of the main four PDEs that could be considered the cornerstone of Applied Mathematics, the reader is introduced to a variety of PDEs that come from a variety of fields in the Natural Sciences and Engineering and is a springboard into this wonderful subject.

Автор: Daniel J. Arrigo
Название: An Introduction to Partial Differential Equations
ISBN: 1681732564 ISBN-13(EAN): 9781681732565
Издательство: Mare Nostrum (Eurospan)
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Цена: 92400.00 T
Наличие на складе: Невозможна поставка.
Описание: Provides an introduction to methods for solving partial differential equations (PDEs). After the introduction of the main four PDEs that could be considered the cornerstone of Applied Mathematics, the reader is introduced to a variety of PDEs that come from a variety of fields in the Natural Sciences and Engineering and is a springboard into this wonderful subject.

Автор: R. M. M. Mattheij
Название: Partial Differential Equations
ISBN: 0898715946 ISBN-13(EAN): 9780898715941
Издательство: Mare Nostrum (Eurospan)
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Цена: 142120.00 T
Наличие на складе: Поставка под заказ.
Описание: Partial differential equations (PDEs) are used to describe a large variety of physical phenomena, from fluid flow to electromagnetic fields, and are indispensable to such disparate fields as aircraft simulation and computer graphics. While most existing texts on PDEs deal with either analytical or numerical aspects of PDEs, this innovative and comprehensive textbook features a unique approach that integrates analysis and numerical solution methods and includes a third component - modeling - to address real-life problems. The authors believe that modeling can be learned only by doing; hence a separate chapter containing 16 user-friendly case studies of elliptic, parabolic, and hyperbolic equations is included and numerous exercises are included in all other chapters.

Автор: Lord
Название: An Introduction to Computational Stochastic PDEs
ISBN: 0521899907 ISBN-13(EAN): 9780521899901
Издательство: Cambridge Academ
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Цена: 121440.00 T
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Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.

Автор: Desmond J. Higham, Peter E. Kloeden
Название: An Introduction to the Numerical Simulation of Stochastic Differential Equations
ISBN: 1611976421 ISBN-13(EAN): 9781611976427
Издательство: Mare Nostrum (Eurospan)
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Цена: 66050.00 T
Наличие на складе: Поставка под заказ.
Описание: This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks.Although introductory, the book covers a range of modern research topics, including It? versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks.An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.

Автор: Mu-fa Chen, Yong-hua Mao
Название: Introduction To Stochastic Processes
ISBN: 9814740306 ISBN-13(EAN): 9789814740302
Издательство: World Scientific Publishing
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Цена: 73920.00 T
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Описание: The objective here is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts in stochastic processes - Markov chains and stochastic analysis.

Автор: Ladde Anil G.
Название: Introduction to Differential Equations
ISBN: 9814390062 ISBN-13(EAN): 9789814390064
Издательство: World Scientific Publishing
Цена: 138330.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as engineering. This title deals with this topic.

Автор: Lord
Название: An Introduction to Computational Stochastic PDEs
ISBN: 0521728525 ISBN-13(EAN): 9780521728522
Издательство: Cambridge Academ
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Цена: 60190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.

Автор: Hansj?rg Kielh?fer
Название: Bifurcation Theory
ISBN: 1493901400 ISBN-13(EAN): 9781493901401
Издательство: Springer
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Цена: 60550.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book examines the main theorems in bifurcation theory. It covers both the local and global theory of one-parameter bifurcations for operators acting in infinite-dimensional Banach spaces and shows how to apply the theory.