Stochastic Numerics for Mathematical Physics (Scientific Computation) - Hardcover

Buch 19 von 36: Scientific Computation

Milstein, Grigori Noah; Tretyakov, Michael V.

 
9783540211105: Stochastic Numerics for Mathematical Physics (Scientific Computation)
Hardcover
ISBN 10: 3540211101 ISBN 13: 9783540211105
Verlag: Springer, 2004

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Von der hinteren Coverseite

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2004
Sprache
Englisch
ISBN 10 
3540211101
ISBN 13 
9783540211105
Einband
Gebundene Ausgabe
Anzahl der Seiten
615
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

Lengericher Landstr. 19
Osnabrück
Niedersachsen
49078
Deutschland

Weitere beliebte Ausgaben desselben Titels

9783642059308: Stochastic Numerics for Mathematical Physics (Scientific Computation)

Vorgestellte Ausgabe

ISBN 10:  3642059309 ISBN 13:  9783642059308
Verlag: Springer Berlin Heidelberg, 2010
Softcover