Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation) - Image 1

£106.00

Springer Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation)

Name: Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation)
Brand: Springer
Price: 106.0 GBP
Availability: InStock

Sd-mo28

Computer Science

It has never been this cheap. We have no record of a lower price.

£106 today · cheaper than every other day in the last 24 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 612 days • 612 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 612 days • 5 price levels

Days at Price

Current Price

Price Analysis

Most common price: £106 (313 days, 51.1%)

Price range: £106 - £116

Price levels: 5 different prices over 612 days

Description

This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. 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, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.

Key Features

MAIN MATERIAL: 100% Polyester & Coral Fleece

SIZE: 7' X 8'(210CM * 240CM)(82.6" X 94.5")

SUPER SOFT AND COMFORTABLE: This modern area rug is machine woven with breathable point plastic anti-slip bottom prevent the rug from sliding. Super soft comfortable and skin-friendly coral fleece Non Shedding promotes an incredibly soft feeling underfoot. Ensure safety and Good for your health .

EASY CLEAN AND DRYING FAST: Strong water absorption, easy-care and virtually non-shedding rug, It easy to clean and dry fast, very durable, non-slip and can machine washable. As a Portable rug, you can makes it easy to take outside to shake the dirt out, Or vacuum it with a low-power handheld vacuum. Machine Wash Method: wash the rug in cold water on gentle {delicate} short cycle then lay it flat to dry.

MULTI-FUNCTION & USE OCCASION: 100% Non-Toxic & Hypoallergenic and good for your health, The contemporary area rug adds the perfect modern touch to your space. That's timeless designs stand out in any room; Suitable for home decorate, children play, women yoga and pets carpet. Ensuring it will be a favorite for a long time.

Product Specifications

Brand: Springer
Colour: Sd-mo28
Size: 7' X 8'
Format: Hardcover
ASIN: 3030820394
Category: Books > Subjects > Computing & Internet > Computer Science
Domain: Amazon UK
Release Date: 04 December 2021
Listed Since: 19 August 2020

Barcode

No barcode data available

Springer Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Numerical Solution of Stochastic Differential Equations: 23 (Stochastic Modelling and Applied Probability, 23)

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications: Edinburgh, July 2017 Selected, Revised and Extended Contributions: 289 (Springer Proceedings in Mathematics & Statistics, 289)

Applied Stochastic Differential Equations: 10 (Institute of Mathematical Statistics Textbooks, Series Number 10)

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling, 86)

A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

Numerical Solution of SDE Through Computer Experiments (Universitext)

Stochastic Partial Differential Equations: An Introduction (SpringerBriefs in Mathematics)

Continuous Parameter Markov Processes and Stochastic Differential Equations: 299 (Graduate Texts in Mathematics)

Introduction To Stochastic Calculus With Applications (3Rd Edition)

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Stochastic Numerics for Mathematical Physics (Scientific Computation)

Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)

Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010: 22 (Springer Proceedings in Mathematics & Statistics, 22)

Stochastic Partial Differential Equations: An Introduction (Universitext)

Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference

Numerical Solution of Stochastic Differential Equations: 23 (Stochastic Modelling and Applied Probability, 23)

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)

Stationary Stochastic Processes: Theory and Applications (Chapman & Hall/CRC Texts in Statistical Science)

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)

Probability and Stochastic Processes

Applied Probability and Stochastic Processes

Two-Scale Stochastic Systems: Asymptotic Analysis and Control: 49 (Stochastic Modelling and Applied Probability, 49)