Coverart for item
The Resource An introduction to computational stochastic PDEs, Gabriel J. Lord, Catherine E. Powell, Tony Shardlow

An introduction to computational stochastic PDEs, Gabriel J. Lord, Catherine E. Powell, Tony Shardlow

Label
An introduction to computational stochastic PDEs
Title
An introduction to computational stochastic PDEs
Statement of responsibility
Gabriel J. Lord, Catherine E. Powell, Tony Shardlow
Creator
Contributor
Author
Subject
Language
eng
Summary
"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"--
Member of
Assigning source
Provided by publisher
Cataloging source
YDXCP
http://library.link/vocab/creatorName
Lord, Gabriel J
Dewey number
519.2/2
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Powell, Catherine E.
  • Shardlow, Tony
Series statement
Cambridge texts in applied mathematics
Series volume
50
http://library.link/vocab/subjectName
Stochastic partial differential equations
Label
An introduction to computational stochastic PDEs, Gabriel J. Lord, Catherine E. Powell, Tony Shardlow
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Part I. Deterministic differential equations. 1. Linear analysis ; 2. Galerkin approximation and finite elements ; 3. Time-dependent differential equations -- Part II. Stochastic processes and random fields. 4. Probability theory ; 5. Stochastic processes ; 6. Stationary Gaussian processes ; 7. Random fields -- Part III. Stochastic differential equations. 8. Stochastic ordinary differential equations (SODEs) ; 9. Elliptic PDEs with random data ; 10. Semilinear stochastic PDEs
Control code
ocn884864323
Dimensions
unknown
Extent
1 online resource (xii, 503 pages)
Form of item
online
Isbn
9781139017329
Isbn Type
(electronic bk.)
Media category
computer
Media MARC source
rdamedia
Media type code
c
Specific material designation
remote
System control number
(OCoLC)884864323
Label
An introduction to computational stochastic PDEs, Gabriel J. Lord, Catherine E. Powell, Tony Shardlow
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Part I. Deterministic differential equations. 1. Linear analysis ; 2. Galerkin approximation and finite elements ; 3. Time-dependent differential equations -- Part II. Stochastic processes and random fields. 4. Probability theory ; 5. Stochastic processes ; 6. Stationary Gaussian processes ; 7. Random fields -- Part III. Stochastic differential equations. 8. Stochastic ordinary differential equations (SODEs) ; 9. Elliptic PDEs with random data ; 10. Semilinear stochastic PDEs
Control code
ocn884864323
Dimensions
unknown
Extent
1 online resource (xii, 503 pages)
Form of item
online
Isbn
9781139017329
Isbn Type
(electronic bk.)
Media category
computer
Media MARC source
rdamedia
Media type code
c
Specific material designation
remote
System control number
(OCoLC)884864323

Library Locations

    • InternetBorrow it
      Albany, Auckland, 0632, NZ
Processing Feedback ...