Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Language: en
Pages: 188
Authors: Raphael Kruse
Categories: Mathematics
Type: BOOK - Published: 2013-11-18 - Publisher: Springer

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In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-value
Numerical Approximations of Stochastic Maxwell Equations
Language: en
Pages: 293
Authors: Chuchu Chen
Categories: Mathematics
Type: BOOK - Published: 2024-01-04 - Publisher: Springer Nature

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The stochastic Maxwell equations play an essential role in many fields, including fluctuational electrodynamics, statistical radiophysics, integrated circuits,
Numerical Methods for Stochastic Partial Differential Equations with White Noise
Language: en
Pages: 391
Authors: Zhongqiang Zhang
Categories: Mathematics
Type: BOOK - Published: 2017-09-01 - Publisher: Springer

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This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi
An Introduction to Computational Stochastic PDEs
Language: en
Pages: 516
Authors: Gabriel J. Lord
Categories: Mathematics
Type: BOOK - Published: 2014-08-11 - Publisher: Cambridge University Press

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This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and
Taylor Approximations for Stochastic Partial Differential Equations
Language: en
Pages: 234
Authors: Arnulf Jentzen
Categories: Mathematics
Type: BOOK - Published: 2011-01-01 - Publisher: SIAM

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This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor