Stochastic Numerics for Mathematical Physics

Name: Stochastic Numerics for Mathematical Physics
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540211105
Price: 192.51 EUR
Availability: InStock

Autor: G. Milstein, M. V. Tretyakov

Jazyk:

Väzba: Pevná

Vydavateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

192.51 €

Stochastic differential equations have many applications in the natural sciences. Besides, the emplo...

Informácie o knihe

Autor

G. Milstein, M. V. Tretyakov

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2004

Stránok

596

EAN

9783540211105

ISBN

3540211101

Enbook ID

01559105

Vydavateľ

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnosť

2290

Rozmery

155 x 235 x 39

Kompletný popis

Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. The authors propose many new special schemes, some published here for the first time. In the second part of the book they construct numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.

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Stochastic Numerics for Mathematical Physics

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