An introduction to computational stochastic PDEs [E-Book] / Gabriel J. Lord, Heriot-Watt University, Edinburgh, Catherine E. Powell, University of Manchester, Tony Shardlow, University of Bath.
Lord, Gabriel J., (author)
Powell, Catherine E., (author) / Shardlow, Tony, (author)
Cambridge : Cambridge University Press, 2014
1 online resource (xi, 503 pages)
englisch
9780521899901
9780521728522
9781139017329
Cambridge texts in applied mathematics ; 50
Full Text
Table of Contents:
  • Machine generated contents note: Part I. Deterministic Differential Equations: 1. Linear analysis; 2. Galerkin approximation and finite elements; 3. Time-dependent differential equations; Part II. Stochastic Processes and Random Fields: 4. Probability theory; 5. Stochastic processes; 6. Stationary Gaussian processes; 7. Random fields; Part III. Stochastic Differential Equations: 8. Stochastic ordinary differential equations (SODEs); 9. Elliptic PDEs with random data; 10. Semilinear stochastic PDEs.