Stochastic Numerics for Mathematical Physics

Stochastic Numerics for Mathematical Physics by Grigori Noah Milstein, Michael V. Tretyakov.

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 stochasti...

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Bibliographic Details
Main Authors: Milstein, Grigori Noah (Author), Tretyakov, Michael V. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
Edition:1st ed. 2004.
Series:Scientific Computation,
Springer eBook Collection.
Subjects:
Physics.
Probabilities.
Mathematical physics.
Computer mathematics.
Numerical analysis.
Electronic resources (E-books)
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