Numerical methods for stochastic partial differential equations with white noise / Zhongqiang Zhang, George Em Karniadakis
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| Autore: |
Zhang, Zhongqiang
|
| Titolo: |
Numerical methods for stochastic partial differential equations with white noise / Zhongqiang Zhang, George Em Karniadakis
|
| 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: | 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] | |
| 65Cxx - Probabilistic methods, stochastic differential equations [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.: | VAN0123368 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-3-319-57511-7 |
| Opac: | Controlla la disponibilità qui |
Serie:
Applied mathematical sciences Berlin [etc] . -Springer ; 196