Numerical Methods for Stochastic Partial Differential Equations with White Noise
George Em Karniadakis, Zhongqiang Zhang
Springer International Publishing AG, 2018
145,75 €On orderDelivery: 2-3 weeks
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. 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.
- ISBN-13
- 9783319861814
- ISBN-10
- 3319861816
- Publisher
- Springer International Publishing AG
- Year
- 2018
- Publication date
- 2018-08-10
- Pages
- 394
- Dimensions
- 232x156x27
- Weight
- 616