Numerical Methods for Stochastic Partial Differential Equations with White Noise: 196 (Applied Mathematical Sciences, 196)

by George Em Karniadakis (Author), George Em Karniadakis (Author), Zhongqiang Zhang (Author)

• New

  Paperback
  2017

  $153.59

  This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made.