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RecordNumber
2290
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Author
Lord, Gabriel J.,author
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Title
An introduction to computational stochastic PDEs
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Author Statement
Gabriel J. Lord, Heriot-Watt University, Edinburgh, Catherine E. Powell, University of Manchester, Tony Shardlow, University of Bath.Introduction to computational stochastic partial differential equations
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Collation
xi, 503 pages illustrations (some color) 26 cm
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Series
Cambridge texts in applied mathematics
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Notes
Includes bibliographical references (pages 489-498) and index , 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.
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Subject
Stochastic partial differential equations. , MATHEMATICS / Differential Equations.
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ADDED ENTRIES
Powell, Catherine E., , Shardlow, Tony,
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Link To Document :
