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Numerical Methods for Stochastic Partial Differential Equations with White Noise

By: Zhongqiang Zhang (Author) , George Em Karniadakis (Author)

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Ksh 8,650.00

Format: Paperback or Softback

ISBN-13: 9783319861814

Publisher: Springer International Publishing AG

Publication Date: Aug 10th, 2018

Dimension: 23.50 x 15.50 x 62.90 cms

Category: Differential calculus & equations

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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 integration methods in random space is made.

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