Cover Image

Stochastic Numerics for Mathematical Physics /

Show other versions (2)

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...

Full description

Bibliographic Details
Main Author:	Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
Corporate Author:	SpringerLink (Online service)
Other Authors:	Tretyakov, Michael V.
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:	Scientific computation.
Subjects:	Physics. Computer science. Numerical analysis. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book

Similar Items

Noise in Spatially Extended Systems /
by: García-Ojalvo, Jordi
Published: (1999)

Numerical Methods for Polymeric Systems /
by: Whittington, Stuart G.
Published: (1998)

Numerical Solution of SDE Through Computer Experiments /
by: Kloeden, Peter E.
Published: (1994)

Stochasticity and Quantum Chaos : Proceedings of the 3rd Max Born Symposium, Sobótka Castle, September 15-17, 1993 /
by: Haba, Zbigniew
Published: (1995)

Stochastic Analysis and Mathematical Physics : ANESTOC '98 Proceedings of the Third International Workshop /
by: Rebolledo, Rolando
Published: (2000)

P-Adic Valued Distributions in Mathematical Physics /
by: Khrennikov, Andrei
Published: (1994)

Numerical Integration of Stochastic Differential Equations /
by: Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
Published: (1995)

Handbook of Computational and Numerical Methods in Finance /
by: Rachev, Svetlozar T.
Published: (2004)

Stochastic Nonlinear Systems in Physics, Chemistry, and Biology : Proceedings of the Workshop Bielefeld, Fed. Rep. of Germany, October 5-11, 1980 /
by: Arnold, Ludwig
Published: (1981)

Stochastic Processes on a Lattice and Gibbs Measures /
by: Prum, Bernard
Published: (1991)

Oscillation Theory, Computation, and Methods of Compensated Compactness /
by: Dafermos, Constantine
Published: (1986)

Chaos and Statistical Methods : Proceedings of the Sixth Kyoto Summer Institute, Kyoto, Japan September 12-15, 1983 /
by: Kuramoto, Yoshiki
Published: (1984)

From Elementary Probability to Stochastic Differential Equations with MAPLE® /
by: Cyganowski, Sasha
Published: (2002)

Statistical Mechanics of Lattice Systems : Volume 1: Closed-Form and Exact Solutions /
by: Lavis, David A.
Published: (1999)

Statistical Theory of Open Systems : Volume 1: A Unified Approach to Kinetic Description of Processes in Active Systems /
by: Klimontovich, I͡U. L. (I͡Uriĭ Lʹvovich)
Published: (1995)

Numerical Solution of Stochastic Differential Equations /
by: Kloeden, Peter E.
Published: (1992)

Stochastic Processes in Quantum Physics /
by: Nagasawa, Masao
Published: (2000)

Mathematical Results in Quantum Mechanics : International Conference in Blossin (Germany), May 17-21, 1993 /
by: Demuth, M.
Published: (1994)

Large Scale Dynamics of Interacting Particles /
by: Spohn, Herbert
Published: (1991)

Probability and Statistics in Experimental Physics /
by: Roe, Byron P.
Published: (1992)

Probability and Phase Transition /
by: Grimmett, Geoffrey
Published: (1994)

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications /
by: Grasman, Johan
Published: (1999)

Counting, Sampling and Integrating: Algorithm and Complexity /
by: Jerrum, Mark
Published: (2003)

Feynman Integral and Random Dynamics in Quantum Physics : a Probabilistic Approach to Quantum Dynamics /
by: Haba, Zbigniew
Published: (1999)

Quantum-Classical Correspondence : Dynamical Quantization and the Classical Limit /
by: Bolivar, A. O.
Published: (2004)

Image Analysis, Random Fields and Markov Chain Monte Carlo Methods : a Mathematical Introduction /
by: Winkler, Gerhard
Published: (2003)

Random Generation of Trees : Random Generators in Computer Science /
by: Alonso, Laurent
Published: (1995)

Stochastic Networks /
by: Glasserman, Paul
Published: (1996)

Stochastic Models in Geosystems /
by: Molchanov, S. A. (Stanislav A.)
Published: (1996)

C++ and Object-Oriented Numeric Computing for Scientists and Engineers /
by: Yang, Daoqi
Published: (2001)

Modern group analysis : advanced analytical and computational methods in mathematical physics : proceedings of the international workshop, Acireale, Catania, Italy, October 27-31, 1992 /
Published: (1993)

Stochastic Portfolio Theory /
by: Fernholz, E. Robert
Published: (2002)

Introduction to Stochastic Integration /
by: Chung, K. L.
Published: (1990)

Stochastic Inequalities and Applications /
by: Giné, Evariste
Published: (2003)

Stochastic Networks and Queues /
by: Robert, Philippe, 1958-
Published: (2003)

Stochastic Calculus in Manifolds /
by: Emery, Michel
Published: (1989)

Regular and Stochastic Motion /
by: Lichtenberg, A. J.
Published: (1983)

Stochastic Processes : a Survey of the Mathematical Theory /
by: Lamperti, John
Published: (1977)

Stochastic Controls : Hamiltonian Systems and HJB Equations /
by: Yong, Jiongmin
Published: (1999)

Stochastic Processes : a Festschrift in Honour of Gopinath Kallianpur /
by: Cambanis, Stamatis
Published: (1993)