Numerical Methods for Stochastic Partial Differential Equations with White Noise

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integr...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Zhang, Zhongqiang
Format:	Buch
Sprache:	eng
Schlagworte:	Differential equations, partial Mathematics Mathematics and Statistics Numerical Analysis Partial Differential Equations Probability Theory and Stochastic Processes
Online-Zugang:	Volltext
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