An introduction to computational stochastic PDEs /

This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes tr...

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Bibliographic Details

Main Authors:	Lord, Gabriel J. (Author), Powell, Catherine E. (Author), Shardlow, Tony (Author)
Format:	Book
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2014.
Series:	Cambridge texts in applied mathematics.
Subjects:	Stochastic partial differential equations. MATHEMATICS / Differential Equations.