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| # |
Author | Title | Accn# | Year | Item Type | Claims |
| 1 |
Milstein, Grigori N |
Stochastic Numerics for Mathematical Physics |
I11924 |
2021 |
eBook |
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| 2 |
Milstein, Grigori Noah |
Stochastic Numerics for Mathematical Physics |
I11424 |
2004 |
eBook |
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1.
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| Title | Stochastic Numerics for Mathematical Physics |
| Author(s) | Milstein, Grigori N;Tretyakov, Michael V |
| Publication | Cham, Springer International Publishing, 2021. |
| Description | XXV, 736 p. 33 illus : online resource |
| Abstract Note | 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 |
| ISBN,Price | 9783030820404 |
| Keyword(s) | 1. BIOMATHEMATICS
2. Chemometrics
3. Computational Science and Engineering
4. EBOOK
5. EBOOK - SPRINGER
6. ENGINEERING MATHEMATICS
7. Engineering???Data processing
8. Mathematical and Computational Biology
9. Mathematical and Computational Engineering Applications
10. Mathematical Applications in Chemistry
11. MATHEMATICAL PHYSICS
12. Mathematics in Business, Economics and Finance
13. Mathematics???Data processing
14. Social sciences???Mathematics
15. Theoretical, Mathematical and Computational Physics
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| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I11924 |
|
|
On Shelf |
|
|
|
|
2.
 | |
| Title | Stochastic Numerics for Mathematical Physics |
| Author(s) | Milstein, Grigori Noah;Tretyakov, Michael V |
| Publication | Berlin, Heidelberg, Springer Berlin Heidelberg, 2004. |
| Description | XIX, 596 p : online resource |
| Abstract Note | 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 |
| ISBN,Price | 9783662100639 |
| Keyword(s) | 1. Computational Science and Engineering
2. Computer mathematics
3. EBOOK
4. EBOOK - SPRINGER
5. MATHEMATICAL PHYSICS
6. NUMERICAL ANALYSIS
7. Numerical and Computational Physics, Simulation
8. PHYSICS
9. Physics, general
10. PROBABILITIES
11. Probability Theory and Stochastic Processes
12. Theoretical, Mathematical and Computational Physics
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I11424 |
|
|
On Shelf |
|
|
|
| |