عنوان

An introduction to computational stochastic PDEs

شابک

9780521899901

کد کشور

IR

شماره

17712

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

An introduction to computational stochastic PDEs

نام عام مواد

[Book]

نام نخستين پديدآور

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

محل نشرو پخش و غیره

Newyork

نام ناشر، پخش کننده و غيره

: Cambridge

تاریخ نشرو بخش و غیره

, 2014.

نام خاص و کميت اثر

xi, 503 pages

ساير جزييات

: illustrations (some color)

عنوان فروست

(Cambridge texts in applied mathematics

مشخصه جلد

; 50)

متن يادداشت

Language: انگلیسی

متن يادداشت

Print

متن يادداشت

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

متن يادداشت

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.

متن يادداشت

"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.

عنوان گونه گون

Introduction to computational stochastic partial differential equations

عنصر شناسه ای

Stochastic partial differential equations

عنصر شناسه ای

MATHEMATICS / Differential Equations.--bisacsh

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Lord, Gabriel J., author

مستند نام اشخاص تاييد نشده

Powell, Catherine E

مستند نام اشخاص تاييد نشده

Shardlow, Tony

کشور

ایران

سازمان

دانشگاه بین المللی امام خمینی قزوین

شماره بازیابی

QA274.25 .L67 2014

وضعیت فهرست نویسی

old catalog

فرمت انتشار

p

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y