Numerical methods for stochastic partial differential equations with white noise / Zhongqiang Zhang, George Em Karniadakis

• Autore: Zhang, Zhongqiang
• Pubblicazione: Cham, : Springer, 2017
• Titolo uniforme: Numerical methods for stochastic partial differential equations with white noise
• Descrizione fisica: xv, 394 p. : ill. ; 24 cm
• Soggetto topico: 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020]; 65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020]; 65Qxx - Numerical methods for difference and functional equations, recurrence relations [MSC 2020]
• Soggetto non controllato: Deterministic Integration Methods; Ito and Stratonovich Calculus; Long-time Integration; Nonlinear Stochastic Differential Equations; Partial Differential Equations; Space and Time White Noise; Wick-Malliavin Approximation; Wong-Zakai Approximation
• Altri autori: Karniadakis, George Em
• Titolo autorizzato: Numerical methods for stochastic partial differential equations with white noise
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00123368
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-57511-7
• Serie: Applied mathematical sciences Berlin [etc] . -Springer , 1971- ; 196