Numerical Methods for Stochastic Partial Differential Equations with White Noise /

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stoc...

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Bibliographic Details
Main Authors: Zhang, Zhongqiang (Author), Karniadakis, George (Author)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Series:Applied mathematical sciences (Springer-Verlag New York Inc.) ; 196.
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