Numerical Methods for Stochastic Partial Differential Equations with White Noise

By Zhongqiang Zhang and George E.M. Karniadakis

Book Overview

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 common Monte Carlo methods

• Format: Hardcover
• Language: English
• ISBN: 3319575104
• ISBN13: 9783319575100
• Release Date: September 2017
• Publisher: Springer
• Length: 394 Pages
• Weight: 0.05 lbs.
• Dimensions: 1.0" x 6.1" x 9.0"