An Introduction to Computational Stochastic PDEs (English, Gabriel J. Lord | Catherine E. Powell | Tony Shardlow)
by Gabriel J. Lord | Catherine E. Powell | Tony Shardlow
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521728522
ISBN-10
0521728525
Author
Gabriel J. Lord | Catherine E. Powell | Tony Shardlow
About the Book
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 t…
ISBN: 9780521728522
ISBN-13: 9780521728522
ISBN-10: 0521728525
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Product ID: isbn-9780521728522
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