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Numerical Methods for Stochastic Partial Differential Equations with White Noise

Numerical Methods for Stochastic Partial Differential Equations with White Noise

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Applied Mathematical Sciences

Numerical Methods for Stochastic Partial Differential Equations with White Noise

Zhongqiang Zhang | George Em Karniadakis

Mathematics / Numerical Analysis

Includes both theoretical and computational exercises, allowing for use with mixed-level classes

Provides Matlab codes for examples

The first book to emphasizes the Wong-Zakai approximation

Offers an approach to stochastic modeling other than the common Monte Carlo methods



Publication Date: 12 September 2017
Publisher: Springer International Publishing
Imprint: Springer
ISBN-13: 9783319575100
Format: Hardback
Page Count: 394

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