Lord gabriel j (49 risultati)

Hard Cloth Cover. Condizione: Very Good. Condizione sovraccoperta: Good. Dust jacket in a clear protective sleeve, tears & slightly rubbed to edges. Green cloth with bright gilt titling. Bumped to top. No ownership marks. Size: Lge 8vo. Numerous Full Page Plates. WITH NUMEROUS ILLUSTRATIONS BY FORD MADOX BROWN A. BOYD HOUGHTON ARTHUR HUGHES CHARLES KEENE M. J. LAWLESS : LORD LEIGHTON, P.R.A. SIR J. E. MILLAIS, P.R.A. : G. DU MAURIER J. W. NORTH, R.A. : G. J. PINWELL DANTE GABRIEL ROSSETT (illustratore).…

Paperback. Condizione: Good. 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 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 modeling and materials science.…

Condizione: As New. Unread book in perfect condition.

Hardcover. Condizione: Very Good. 1970 reprint of the 1897 book. Large 8vo. Wth pictorial jacket. xix. 204 pp. B/w illustration plates throughout, nicely printed on decent stock. Clean and bright. No inscriptions. VG+ / VG.

Condizione: New.

Condizione: New.

hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Paperback. Condizione: New. 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® 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.…

Condizione: New. In English.

Condizione: New. pp. 520 1st edition.

Condizione: New. This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation. Series: Cambridge Texts in Applied Mathematics. Num Pages: 520 pages, 107 b/w illus. 16 colour illus. 222 exercises. BIC Classification: PBKJ; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 248 x 178 x 23. Weight in Grams: 1024. . 2014. 1st Edition. Paperback. . . . . Books ship from the US and Ireland.…

Condizione: New.

Condizione: New.

Paperback. Condizione: New. 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® 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.…

Condizione: As New. Unread book in perfect condition.

Condizione: New. This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation. Series: Cambridge Texts in Applied Mathematics. Num Pages: 520 pages, 107 b/w illus. 16 colour illus. 222 exercises. BIC Classification: PBKJ; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 248 x 178 x 23. Weight in Grams: 1024. . 2014. 1st Edition. Paperback. . . . .…

Condizione: New.

Condizione: New. This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation. Series: Cambridge Texts in Applied Mathematics. Num Pages: 516 pages, 107 b/w illus. 16 colour illus. 222 exercises. BIC Classification: PBKJ; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 252 x 171 x 33. Weight in Grams: 1006. . 2014. hardcover. . . . .…

Condizione: New. In English.

Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: New. In English.

Condizione: As New. Unread book in perfect condition.

Hardback. Condizione: New. 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® 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.…

Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.

Condizione: New. pp. 520.

Condizione: New. This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation. Series: Cambridge Texts in Applied Mathematics. Num Pages: 516 pages, 107 b/w illus. 16 colour illus. 222 exercises. BIC Classification: PBKJ; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 252 x 171 x 33. Weight in Grams: 1006. . 2014. hardcover. . . . . Books ship from the US and Ireland.…

Condizione: New. BRAND NEW. book.

Hardback. Condizione: New. 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® 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.…