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Stochastic Numerics for Mathematical Physics by Michael V. Tretyakov, Grigori Noah Milstein (Paperback, 2010)

About this product

About this product

Product Information

Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. The authors propose many new special schemes, some published here for the first time. In the second part of the book they construct numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear. 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, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.

Product Identifiers

Publisher
Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
ISBN-13
9783642059308
eBay Product ID (ePID)
178339359

Product Key Features

Author
Michael V. Tretyakov, Grigori Noah Milstein
Publication Name
Stochastic Numerics for Mathematical Physics
Format
Paperback
Language
English
Subject
Mathematics, Physics
Publication Year
2010
Type
Textbook
Number of Pages
596 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Item Weight
937g

Additional Product Features

Title_Author
Grigori Noah Milstein, Michael V. Tretyakov
Series Title
Scientific Computation
Country/Region of Manufacture
Germany

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