Condizione: New.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 52,56
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 51,39
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 51,39
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Springer International Publishing AG, Cham, 2015
ISBN 10: 3319125192 ISBN 13: 9783319125190
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation. In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 59,75
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer International Publishing AG, Cham, 2015
ISBN 10: 3319124951 ISBN 13: 9783319124957
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems. This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 57,07
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 57,07
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Chiron Media, Wallingford, Regno Unito
EUR 56,38
Quantità: 10 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 58,24
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Condizione: New. 127.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 66,10
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Revaluation Books, Exeter, Regno Unito
EUR 74,31
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 2015 edition. 129 pages. 8.75x6.00x0.25 inches. In Stock.
Lingua: Inglese
Editore: Springer International Publishing AG, Cham, 2015
ISBN 10: 3319125192 ISBN 13: 9783319125190
Da: AussieBookSeller, Truganina, VIC, Australia
EUR 111,21
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: new. Paperback. In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation. In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: Springer International Publishing AG, Cham, 2015
ISBN 10: 3319124951 ISBN 13: 9783319124957
Da: AussieBookSeller, Truganina, VIC, Australia
EUR 156,42
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: new. Paperback. This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems. This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Da: Rarewaves USA United, OSWEGO, IL, U.S.A.
EUR 210,35
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, the application of dynamic programming techniques leads to the solution of fully nonlinear Hamilton-Jacobi-Bellman equations. This book presents the state of the art in the numerical approximation of Hamilton-Jacobi-Bellman equations, including post-processing of Galerkin methods, high-order methods, boundary treatment in semi-Lagrangian schemes, reduced basis methods, comparison principles for viscosity solutions, max-plus methods, and the numerical approximation of Monge-Ampère equations. This book also features applications in the simulation of adaptive controllers and the control of nonlinear delay differential equations. Contents From a monotone probabilistic scheme to a probabilistic max-plus algorithm for solving Hamilton-Jacobi-Bellman equations Improving policies for Hamilton-Jacobi-Bellman equations by postprocessing Viability approach to simulation of an adaptive controller Galerkin approximations for the optimal control of nonlinear delay differential equations Efficient higher order time discretization schemes for Hamilton-Jacobi-Bellman equations based on diagonally implicit symplectic Runge-Kutta methods Numerical solution of the simple Monge-Ampere equation with nonconvex Dirichlet data on nonconvex domains On the notion of boundary conditions in comparison principles for viscosity solutions Boundary mesh refinement for semi-Lagrangian schemes A reduced basis method for the Hamilton-Jacobi-Bellman equation within the European Union Emission Trading Scheme.
Da: Majestic Books, Hounslow, Regno Unito
EUR 71,18
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand 127.
Da: Majestic Books, Hounslow, Regno Unito
EUR 73,69
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand 148.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 74,04
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND 127.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 76,60
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND 148.
Lingua: Inglese
Editore: Springer International Publishing, 2015
ISBN 10: 3319124951 ISBN 13: 9783319124957
Da: moluna, Greven, Germania
EUR 48,37
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. Thes.