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Item Details
| Title:
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AN INTRODUCTION TO COMPUTATIONAL STOCHASTIC PDES
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| By: |
Gabriel J. Lord, Catherine Elizabeth Powell, Tony Shardlow |
| Format: |
Hardback |
| List price:
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£111.00 |
| Our price: |
£97.13 |
| Discount: |
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| You save:
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£13.87 |
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| ISBN 10: |
0521899907 |
| ISBN 13: |
9780521899901 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
31 July, 2014 |
| Series: |
Cambridge Texts in Applied Mathematics 50 |
| Pages: |
516 |
| Description: |
This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation. |
| Synopsis: |
This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of-the-art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB(R) codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modelling and materials science. |
| Illustrations: |
107 b/w illus. 16 colour illus. 222 exercises |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
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