书目名称 | Numerical Approximation of Ordinary Differential Problems | 副标题 | From Deterministic t | 编辑 | Raffaele D‘Ambrosio | 视频video | | 概述 | The book is comprehensive: theory, codes and historical issues are all covered in the book.The bridge from deterministic to stochastic numerics is clearly explained and interesting for a large communi | 丛书名称 | UNITEXT | 图书封面 |  | 描述 | This book is focused on the numerical discretization of ordinary differential equations (ODEs), under several perspectives. The attention is first conveyed to providing accurate numerical solutions of deterministic problems. Then, the presentation moves to a more modern vision of numerical approximation, oriented to reproducing qualitative properties of the continuous problem along the discretized dynamics over long times. The book finally performs some steps in the direction of stochastic differential equations (SDEs), with the intention of offering useful tools to generalize the techniques introduced for the numerical approximation of ODEs to the stochastic case, as well as of presenting numerical issues natively introduced for SDEs..The book is the result of an intense teaching experience as well as of the research carried out in the last decade by the author. It is both intended for students and instructors: for the students, this book is comprehensive and ratherself-contained; for the instructors, there is material for one or more monographic courses on ODEs and related topics. In this respect, the book can be followed in its designed path and includes motivational aspects, hi | 出版日期 | Textbook 2023 | 关键词 | Numerical Methods for Differential Equations; Stochastic Numerics; Numerical Methods for Stochastic Di | 版次 | 1 | doi | https://doi.org/10.1007/978-3-031-31343-1 | isbn_softcover | 978-3-031-31342-4 | isbn_ebook | 978-3-031-31343-1Series ISSN 2038-5714 Series E-ISSN 2532-3318 | issn_series | 2038-5714 | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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