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Numerical Methods For Stochastic Partial Differential Equations With White Noise

by Zhongqiang Zhang e George Em Karniadakis
language: english
Publisher: Springer International Publishing AG, August of 2018 ‧
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This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made.

Numerical Methods For Stochastic Partial Differential Equations With White Noise

by Zhongqiang Zhang e George Em Karniadakis

Property Description
ISBN: 9783319861814
Publisher: Springer International Publishing AG
Release Date: August of 2018
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 394
Format: Book
Collection: Applied Mathematical Sciences
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9783319861814