Articoli correlati a Numerical Methods for Stochastic Partial Differential...

Numerical Methods for Stochastic Partial Differential Equations with White Noise: 196 - Rilegato

 
9783319575100: Numerical Methods for Stochastic Partial Differential Equations with White Noise: 196

Sinossi

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. 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. Part III covers spatial white noise. Here the authors discuss numerical methods for nonlinear elliptic equations as well as other equations with additive noise. Numerical methods for SPDEs with multiplicative noise are also discussed using the Wiener chaos expansion method. In addition, some SPDEs driven by non-Gaussian white noise are discussed and some model reduction methods (based on Wick-Malliavin calculus) are presented for generalized polynomial chaos expansion methods. Powerful techniques are provided for solving stochastic partial differential equations.

This book can be considered as self-contained. Necessary background knowledge is presented in the appendices. Basic knowledge of probability theory and stochastic calculus is presented in Appendix A. In Appendix B some semi-analytical methods for SPDEs are presented. In Appendix C an introduction to Gauss quadrature is provided. In Appendix D, all the conclusions which are needed for proofs are presented, and in Appendix E a method to compute the convergence rate empirically is included.

In addition, the authors provide a thorough review of the topics, both theoretical and computational exercises in the book with practical discussion of the effectiveness of the methods. Supporting Matlab files are made available to help illustrate some of the concepts further. Bibliographic notes are included at the end of each chapter. This book serves as a reference for graduate students and researchers in the mathematical sciences who would like to understand state-of-the-art numerical methods for stochastic partial differential equations with white noise.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Dalla quarta di copertina

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. 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. Part III covers spatial white noise. Here the authors discuss numerical methods for nonlinear elliptic equations as well as other equations with additive noise. Numerical methods for SPDEs with multiplicative noise are also discussed using the Wiener chaos expansion method. In addition, some SPDEs driven by non-Gaussian white noise are discussed and some model reduction methods (based on Wick-Malliavin calculus) are presented for generalized polynomial chaos expansion methods. Powerful techniques are provided for solving stochastic partial differential equations.

This book can be considered as self-contained. Necessary background knowledge is presented in the appendices. Basic knowledge of probability theory and stochastic calculus is presented in Appendix A. In Appendix B some semi-analytical methods for SPDEs are presented. In Appendix C an introduction to Gauss quadrature is provided. In Appendix D, all the conclusions which are needed for proofs are presented, and in Appendix E a method to compute the convergence rate empirically is included.

In addition, the authors provide a thorough review of the topics, both theoretical and computational exercises in the book with practical discussion of the effectiveness of the methods. Supporting Matlab files are made available to help illustrate some of the concepts further. Bibliographic notes are included at the end of each chapter. This book serves as a reference for graduate students and researchers in the mathematical sciences who would like to understand state-of-the-art numerical methods for stochastic partial differential equations with white noise.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

  • EditoreSpringer
  • Data di pubblicazione2017
  • ISBN 10 3319575104
  • ISBN 13 9783319575100
  • RilegaturaCopertina rigida
  • LinguaInglese
  • Numero edizione1
  • Numero di pagine412
  • Contatto del produttorenon disponibile

Compra usato

Condizioni: come nuovo
unread, like new
Visualizza questo articolo

EUR 11,90 per la spedizione da Germania a Italia

Destinazione, tempi e costi

EUR 11,00 per la spedizione da Germania a Italia

Destinazione, tempi e costi

Altre edizioni note dello stesso titolo

9783319861814: Numerical Methods for Stochastic Partial Differential Equations with White Noise: 196

Edizione in evidenza

ISBN 10:  3319861816 ISBN 13:  9783319861814
Casa editrice: Springer, 2018
Brossura

Risultati della ricerca per Numerical Methods for Stochastic Partial Differential...

Foto dell'editore

Zhang
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Antico o usato Rilegato Prima edizione

Da: SpringBooks, Berlin, Germania

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Hardcover. Condizione: As New. 1. Auflage. unread, like new. Codice articolo CE-2304C-EULE-21-2000

Contatta il venditore

Compra usato

EUR 47,54
Convertire valuta
Spese di spedizione: EUR 11,90
Da: Germania a: Italia
Destinazione, tempi e costi

Quantità: 1 disponibili

Aggiungi al carrello

Immagini fornite dal venditore

George Em Karniadakis
ISBN 10: 3319575104 ISBN 13: 9783319575100
Nuovo Rilegato
Print on Demand

Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. 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. Part III covers spatial white noise. Here the authors discuss numerical methods for nonlinear elliptic equations as well as other equations with additive noise. Numerical methods for SPDEs with multiplicative noise are also discussed using the Wiener chaos expansion method. In addition, some SPDEs driven by non-Gaussian white noise are discussed and some model reduction methods (based on Wick-Malliavin calculus) are presented for generalized polynomial chaos expansion methods. Powerful techniques are provided for solving stochastic partial differential equations. This book can be considered as self-contained. Necessary background knowledge is presented in the appendices. Basic knowledge of probability theory and stochastic calculus is presented in Appendix A. In Appendix B some semi-analytical methods for SPDEs are presented. In Appendix C an introduction to Gauss quadrature is provided. In Appendix D, all the conclusions which are needed for proofs are presented, and in Appendix E a method to compute the convergence rate empirically is included. In addition, the authors provide a thorough review of the topics, both theoretical and computational exercises in the book with practical discussion of the effectiveness of the methods. Supporting Matlab files are made available to help illustrate some of the concepts further. Bibliographic notes are included at the end of each chapter. This book serves as a reference for graduate students and researchers in the mathematical sciences who would like to understand state-of-the-art numerical methods for stochastic partial differential equations with white noise. 412 pp. Englisch. Codice articolo 9783319575100

Contatta il venditore

Compra nuovo

EUR 64,19
Convertire valuta
Spese di spedizione: EUR 11,00
Da: Germania a: Italia
Destinazione, tempi e costi

Quantità: 2 disponibili

Aggiungi al carrello

Foto dell'editore

Zhang
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Nuovo Rilegato

Da: Ria Christie Collections, Uxbridge, Regno Unito

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. In. Codice articolo ria9783319575100_new

Contatta il venditore

Compra nuovo

EUR 72,26
Convertire valuta
Spese di spedizione: EUR 10,66
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Quantità: Più di 20 disponibili

Aggiungi al carrello

Immagini fornite dal venditore

Zhang, Zhongqiang; Karniadakis, George Em
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Antico o usato Rilegato

Da: GreatBookPricesUK, Woodford Green, Regno Unito

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: As New. Unread book in perfect condition. Codice articolo 29910628

Contatta il venditore

Compra usato

EUR 66,89
Convertire valuta
Spese di spedizione: EUR 17,79
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Quantità: Più di 20 disponibili

Aggiungi al carrello

Immagini fornite dal venditore

Zhang, Zhongqiang; Karniadakis, George Em
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Nuovo Rilegato

Da: GreatBookPricesUK, Woodford Green, Regno Unito

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. Codice articolo 29910628-n

Contatta il venditore

Compra nuovo

EUR 72,24
Convertire valuta
Spese di spedizione: EUR 17,79
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Quantità: Più di 20 disponibili

Aggiungi al carrello

Immagini fornite dal venditore

Zhang, Zhongqiang; Karniadakis, George Em
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Antico o usato Rilegato

Da: GreatBookPrices, Columbia, MD, U.S.A.

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: As New. Unread book in perfect condition. Codice articolo 29910628

Contatta il venditore

Compra usato

EUR 73,80
Convertire valuta
Spese di spedizione: EUR 17,49
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Quantità: Più di 20 disponibili

Aggiungi al carrello

Immagini fornite dal venditore

Zhang, Zhongqiang; Karniadakis, George Em
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Nuovo Rilegato

Da: GreatBookPrices, Columbia, MD, U.S.A.

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. Codice articolo 29910628-n

Contatta il venditore

Compra nuovo

EUR 86,66
Convertire valuta
Spese di spedizione: EUR 17,49
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Quantità: Più di 20 disponibili

Aggiungi al carrello

Foto dell'editore

0
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Nuovo Rilegato

Da: Basi6 International, Irving, TX, U.S.A.

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-14397

Contatta il venditore

Compra nuovo

EUR 104,79
Convertire valuta
Spese di spedizione: GRATIS
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Quantità: 1 disponibili

Aggiungi al carrello

Foto dell'editore

Zhang
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Nuovo Rilegato

Da: Books Puddle, New York, NY, U.S.A.

Valutazione del venditore 4 su 5 stelle 4 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. pp. 336. Codice articolo 26375266131

Contatta il venditore

Compra nuovo

EUR 112,88
Convertire valuta
Spese di spedizione: EUR 7,88
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Quantità: 1 disponibili

Aggiungi al carrello

Foto dell'editore

Zhang
Editore: Springer, 2017
ISBN 10: 3319575104 ISBN 13: 9783319575100
Nuovo Rilegato

Da: Majestic Books, Hounslow, Regno Unito

Valutazione del venditore 5 su 5 stelle 5 stelle, Maggiori informazioni sulle valutazioni dei venditori

Condizione: New. pp. 336. Codice articolo 371827852

Contatta il venditore

Compra nuovo

EUR 114,23
Convertire valuta
Spese di spedizione: EUR 10,50
Da: Regno Unito a: Italia
Destinazione, tempi e costi

Quantità: 1 disponibili

Aggiungi al carrello

Vedi altre 7 copie di questo libro

Vedi tutti i risultati per questo libro