Applied Mathematical Sciences Numerical Methods for Stochastic Partial Differential Equations with White Noise Book 196 Hardcover from other stores

  • Includes both theoretical and computational exercises allowing for use with mi... Includes both theoretical and computational exercises allowing for use with mixed-level classes Provides Matlab codes for examples The first book to emphasizes the Wong-Zakai approximation Offers an approach to stochastic modeling other than the... more
  • This volume comprises selected revised papers from the Joint CIM-WIAS Workshop... This volume comprises selected revised papers from the Joint CIM-WIAS Workshop TAAO 2017 held in Lisbon Portugal in December 2017. The workshop brought together experts from research groups at the Weierstrass Institute in Berlin and mathematics... more
  • This volume comprises selected revised papers from the Joint CIM-WIAS Workshop... This volume comprises selected revised papers from the Joint CIM-WIAS Workshop TAAO 2017 held in Lisbon Portugal in December 2017. The workshop brought together experts from research groups at the Weierstrass Institute in Berlin and mathematics... more
  • Preface (W. Fitzgibbon Y. Kuznetsov P. Neittaanmaki J.Periaux O.Pironneau); Li... Preface (W. Fitzgibbon Y. Kuznetsov P. Neittaanmaki J.Periaux O.Pironneau); List of Contributors; Roland Glowinski: The Unconventional and Unexpected Path of a Mathematician (W Fitzgibbon and J.Periaux); The Scientific Career of Roland Glowinski... more
  • Preface (W. Fitzgibbon Y. Kuznetsov P. Neittaanmaki J.Periaux O.Pironneau); Li... Preface (W. Fitzgibbon Y. Kuznetsov P. Neittaanmaki J.Periaux O.Pironneau); List of Contributors; Roland Glowinski: The Unconventional and Unexpected Path of a Mathematician (W Fitzgibbon and J.Periaux); The Scientific Career of Roland Glowinski... more
  • This book is the result of two courses of lectures given at the University of ... This book is the result of two courses of lectures given at the University of Cologne in Germany in 1974/75. The majority of the students were not familiar with partial differential equations and functional analysis. This explains why Sections 1 2 4... more
  • In this paper we shall discuss the construction of formal short-wave asymp- to... In this paper we shall discuss the construction of formal short-wave asymp- totic solutions of problems of mathematical physics. The topic is very broad. It can somewhat conveniently be divided into three parts: 1. Finding the short-wave asymptotics... more
  • For more than 250 years partial di?erential equations have been clearly the mo... For more than 250 years partial di?erential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena natural at ?rst and then those originating from - man activity and technological... more
  • For more than 250 years partial di?erential equations have been clearly the mo... For more than 250 years partial di?erential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena natural at ?rst and then those originating from - man activity and technological... more
  • This is an accessible book on the advanced symmetry methods for differential e... This is an accessible book on the advanced symmetry methods for differential equations. It will include chapters on subjects such as conservation laws Lie-Bäcklund symmetries contact transformations adjoint symmetries Nöther s Theorem mappings... more
  • This is an accessible book on the advanced symmetry methods for differential e... This is an accessible book on the advanced symmetry methods for differential equations. It will include chapters on subjects such as conservation laws Lie-Bäcklund symmetries contact transformations adjoint symmetries Nöther s Theorem mappings... more
  • This self-tutorial offers a concise yet thorough introduction into the mathema... This self-tutorial offers a concise yet thorough introduction into the mathematical analysis of approximation methods for partial differential equation. A particular emphasis is put on finite element methods. The unique approach first summarizes and... more
  • Stochastic Partial Differential Equations analyzes mathematical models of time... Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the... more
  • Stochastic Partial Differential Equations analyzes mathematical models of time... Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the... more
  • This research monograph presents results to researchers in stochastic calculus... This research monograph presents results to researchers in stochastic calculus forward and backward stochastic differential equations connections between diffusion processes and second order partial differential equations (PDEs) and financial... more
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