Name: Taylor Approximations for Stochastic Partial Differential Equations (en Inglés)
SKU: 25921900
Price: 129.01 USD
Availability: InStock
Author: Jentzen, Arnulf ; Kloeden, Peter
ISBN: 9781611972009

portada Taylor Approximations for Stochastic Partial Differential Equations (en Inglés)

Taylor Approximations for Stochastic Partial Differential Equations (en Inglés)

Formato

Libro Físico

Autor

Peter Kloeden

Arnulf Jentzen

Editorial

Society for Industrial and Applied Mathematic

Año

2011

Idioma

Inglés

N° páginas

235

Encuadernación

Tapa Blanda

Dimensiones

24.9x17.3x1.5 cm

Peso

0.39 kg.

ISBN

1611972000

ISBN13

9781611972009

Categorías

Matemáticas

Taylor Approximations for Stochastic Partial Differential Equations (en Inglés)

Peter Kloeden (Autor) · Arnulf Jentzen (Autor) · Society for Industrial and Applied Mathematic · Tapa Blanda

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Reseña del libro "Taylor Approximations for Stochastic Partial Differential Equations (en Inglés)"

This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of multiplicative noise, the driving noise process is assumed to be a cylindrical Wiener process, while in the case of additive noise the SPDE is assumed to be driven by an arbitrary stochastic process with Hölder continuous sample paths. Recent developments on numerical methods for random and stochastic ordinary differential equations are also included since these are relevant for solving spatially discretised SPDEs as well as of interest in their own right. The authors include the proof of an existence and uniqueness theorem under general assumptions on the coefficients as well as regularity estimates in an appendix.