Taylor approximations for stochastic partial differential equations

Taylor Approximations for Stochastic Par

📁 Taylor Approximations for Stochastic Partial Differential Equations

✍ Arnulf Jentzen and Peter Kloeden 📂 Library 📅 2011 🏛 SIAM 🌐 English

This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of

Taylor Approximations for Stochastic Par

📁 Taylor Approximations for Stochastic Partial Differential Equations (CBMS-NSF Regional Conference Series in Applied Mathematics)

✍ Arnulf Jentzen and Peter Kloeden 📂 Library 🏛 SIAM 🌐 English

This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of

Amplitude Equations for Stochastic Parti

📁 Amplitude Equations for Stochastic Partial Differential Equations

✍ Dirk Blomker 📂 Library 📅 2007 🏛 World Scientific Publishing Company 🌐 English

Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community

Amplitude Equations for Stochastic Parti

📁 Amplitude Equations for Stochastic Partial Differential Equations

✍ Dirk Blomker 📂 Library 📅 2007 🏛 World Scientific 🌐 English

Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community

Amplitude Equations for Stochastic Parti

📁 Amplitude Equations for Stochastic Partial Differential Equations

✍ Dirk Blomker 📂 Library 📅 2007 🏛 World Scientific 🌐 English

Stochastic Partial Differential Equation

📁 Stochastic Partial Differential Equations

✍ Alison Etheridge (editor) 📂 Library 📅 1995 🏛 Cambridge University Press 🌐 English

Stochastic partial differential equations can be used in many areas of science to model complex systems evolving over time. This book assembles together some of the world's best known authorities on stochastic partial differential equations. Subjects include the stochastic Navier-Stokes equation, cr