| 书目名称 | Stochastic Numerics for Mathematical Physics | | 编辑 | Grigori N. Milstein,Michael V. Tretyakov | | 视频video | | | 概述 | This book contains much material never published before in book form.Includes supplementary material: | | 丛书名称 | Scientific Computation | | 图书封面 |  | | 描述 | .Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. The authors propose many new special schemes, some published here for the first time. In the second part of the book they construct numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.. | | 出版日期 | Book 20041st edition | | 关键词 | Monte Carlo Simulation; Potential; Problems of Mathematical Physics; Stochastic Analysis; Stochastic Dif | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-662-10063-9 | | isbn_ebook | 978-3-662-10063-9Series ISSN 1434-8322 Series E-ISSN 2198-2589 | | issn_series | 1434-8322 | | copyright | Springer-Verlag Berlin Heidelberg 2004 |
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发表于 2025-3-21 19:05:54
