Viac ako 4 milióny titulov v angličtine aj ďalších jazykoch! Objavte svoj nový príbeh ešte dnes!

Stochastic Equations for Complex Systems

Name: Stochastic Equations for Complex Systems
Brand: Springer International Publishing AG
SKU: 9783319182056
Price: 50.18 EUR
Availability: InStock

Theoretical and Computational Topics

Autor: Stefan Heinz, Hakima Bessaih

Jazyk:

Väzba: Pevná

Vydavateľ: Springer International Publishing AG

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-13 dní

50.18 €

This book provides a better understanding of random dynamical systems and stochastic differential eq...

Informácie o knihe

Autor

Stefan Heinz, Hakima Bessaih

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2015

Stránok

192

EAN

9783319182056

ISBN

3319182056

Enbook ID

09261112

Vydavateľ

Springer International Publishing AG

Hmotnosť

4262

Rozmery

155 x 235 x 240

Kompletný popis

This book provides a better understanding of random dynamical systems and stochastic differential equations. It offers fundamental ideas and tools for the modeling, analysis, and prediction of complex phenomena.§The first part presents theoretical topics providing fundamental ideas and tools for the understanding of the computational topics. First, an introduction to stochastic differential equations and their different type of solutions is presented. The second chapter discusses an introduction to the Malliavin calculus and the Skorohod integral. And third, Monte Carlo methods is introduced in conjunction with a detailed mathematical justification.§The second part discusses the mathematical nature of multi-scale models. It further presents applications of molecular stochastic models to represent the Navier-Stokes equations. Finally, the application of stochastic methods to large-scale Monte Carlo turbulent flow simulations are introduced.§The book covers many relevant applications ranging from pure to applied, in particular, to turbulent flow simulations. It is primarily oriented towards PhD students, young and experienced researchers and professionals working in the area of stochastic differential equations and their applications.