More Books:

An Introduction to Computational Stochastic PDEs
Language: en
Pages: 516
Authors: Gabriel J. Lord
Categories: Business & Economics
Type: BOOK - Published: 2014-08-11 - Publisher: Cambridge University Press

This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation.
Numerical Methods for Stochastic Partial Differential Equations with White Noise
Language: en
Pages: 394
Authors: Zhongqiang Zhang
Categories: Mathematics
Type: BOOK - Published: 2017-09-01 - Publisher: Springer

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi
An Introduction to the Numerical Simulation of Stochastic Differential Equations
Language: en
Pages: 293
Authors: Desmond J. Higham
Categories: Mathematics
Type: BOOK - Published: 2021-01-28 - Publisher: SIAM

This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject avail
Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan
Language: en
Pages: 1309
Authors: Josef Dick
Categories: Mathematics
Type: BOOK - Published: 2018-05-23 - Publisher: Springer

This book is a tribute to Professor Ian Hugh Sloan on the occasion of his 80th birthday. It consists of nearly 60 articles written by international leaders in a
Deterministic and Stochastic Optimal Control and Inverse Problems
Language: en
Pages: 394
Authors: Baasansuren Jadamba
Categories: Computers
Type: BOOK - Published: 2021-12-15 - Publisher: CRC Press

Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant a
Recent Advances in PDEs: Analysis, Numerics and Control
Language: en
Pages: 249
Authors: Anna Doubova
Categories: Mathematics
Type: BOOK - Published: 2018-11-02 - Publisher: Springer

This book contains the main results of the talks given at the workshop “Recent Advances in PDEs: Analysis, Numerics and Control”, which took place in Sevill
Optimal Control of PDEs under Uncertainty
Language: en
Pages: 123
Authors: Jesús Martínez-Frutos
Categories: Mathematics
Type: BOOK - Published: 2018-08-30 - Publisher: Springer

This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differentia
Nonlinear Differential Equations in Physics
Language: en
Pages: 388
Authors: Santanu Saha Ray
Categories: Mathematics
Type: BOOK - Published: 2019-12-28 - Publisher: Springer Nature

This book discusses various novel analytical and numerical methods for solving partial and fractional differential equations. Moreover, it presents selected num
Stochastic Modelling of Reaction-Diffusion Processes
Language: en
Pages: 321
Authors: Radek Erban
Categories: Mathematics
Type: BOOK - Published: 2020-01-30 - Publisher: Cambridge University Press

Practical introduction for advanced undergraduate or beginning graduate students of applied mathematics, developed at the University of Oxford.
Applied Mathematics in Engineering and Reliability
Language: en
Pages: 352
Authors: Radim Bris
Categories: Mathematics
Type: BOOK - Published: 2016-04-12 - Publisher: CRC Press

Applied Mathematics in Engineering and Reliability contains papers presented at the International Conference on Applied Mathematics in Engineering and Reliabili