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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

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Stochastic Numerics for Mathematical Physics (Hardcover, 2004 ed.) Loot Price: R5,037
Discovery Miles 50 370
Stochastic Numerics for Mathematical Physics (Hardcover, 2004 ed.): Grigori Noah Milstein, Michael V. Tretyakov

Stochastic Numerics for Mathematical Physics (Hardcover, 2004 ed.)

Grigori Noah Milstein, Michael V. Tretyakov

Series: Scientific Computation

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Loot Price R5,037 Discovery Miles 50 370 | Repayment Terms: R472 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Scientific Computation
Release date: May 2004
First published: 2004
Authors: Grigori Noah Milstein • Michael V. Tretyakov
Dimensions: 235 x 155 x 33mm (L x W x T)
Format: Hardcover
Pages: 596
Edition: 2004 ed.
ISBN-13: 978-3-540-21110-5
Categories: Books > Science & Mathematics > Physics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN: 3-540-21110-1
Barcode: 9783540211105

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