Numerical Methods for Stochastic Partial Differential Equations with White Noise

by Zhongqiang Zhang George Em Karniadakis

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 d

Genres: Statistics, Mathematics

ISBN: 9783319575117

Published: 2017-09-01

Publisher: Springer

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