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Author : Albert T. Bharucha-Reid
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (19 download)
Download or read book Computational Solution of Random Equations written by Albert T. Bharucha-Reid and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. T. Bharucha-Reid
Publisher :
ISBN 13 :
Total Pages : 8 pages
Book Rating : 4.:/5 (227 download)
Download or read book Computational Solution of Random Equations written by A. T. Bharucha-Reid and published by . This book was released on 1983 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt: The research project was concerned with the systematic development of computational methods for random equations. An earlier ARO research project was concerned primarily with the development of computational methods for the solution of random integral equations. This project was concerned with the computational solution of random integral equations as well as other classes of random equations, with special reference to computer implementation of general methods for obtaining approximate solution of other classes of random equations. In particular, we were concerned with computer implementation of (1) approximate methods for solving random linear algebraic systems of equations, (2) projection methods for solving random operator equations, and (3) iterative methods for solving random operator equations.
Author : Xiaoying Han
Publisher : Springer
ISBN 13 : 981106265X
Total Pages : 252 pages
Book Rating : 4.8/5 (11 download)
Download or read book Random Ordinary Differential Equations and Their Numerical Solution written by Xiaoying Han and published by Springer. This book was released on 2017-10-25 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems. In addition, it demonstrates how RODEs are being used in the biological sciences, where non-Gaussian and bounded noise are often more realistic than the Gaussian white noise in stochastic differential equations (SODEs). RODEs are used in many important applications and play a fundamental role in the theory of random dynamical systems. They can be analyzed pathwise with deterministic calculus, but require further treatment beyond that of classical ODE theory due to the lack of smoothness in their time variable. Although classical numerical schemes for ODEs can be used pathwise for RODEs, they rarely attain their traditional order since the solutions of RODEs do not have sufficient smoothness to have Taylor expansions in the usual sense. However, Taylor-like expansions can be derived for RODEs using an iterated application of the appropriate chain rule in integral form, and represent the starting point for the systematic derivation of consistent higher order numerical schemes for RODEs. The book is directed at a wide range of readers in applied and computational mathematics and related areas as well as readers who are interested in the applications of mathematical models involving random effects, in particular in the biological sciences.The level of this book is suitable for graduate students in applied mathematics and related areas, computational sciences and systems biology. A basic knowledge of ordinary differential equations and numerical analysis is required.
Author : A. T. Bharucha-Reid
Publisher :
ISBN 13 :
Total Pages : 6 pages
Book Rating : 4.:/5 (227 download)
Download or read book Computational Solution of Random Integral Equations written by A. T. Bharucha-Reid and published by . This book was released on 1981 with total page 6 pages. Available in PDF, EPUB and Kindle. Book excerpt: This research project was concerned with the initial stages of the systematic development of approximate methods (analytical and computational) for the solution of random integral equations. (Author).
Author : Bharucha-Reid
Publisher : Academic Press
ISBN 13 : 008095605X
Total Pages : 283 pages
Book Rating : 4.0/5 (89 download)
Download or read book Random Integral Equations written by Bharucha-Reid and published by Academic Press. This book was released on 1973-03-02 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random Integral Equations
Author : Eleuterio F. Toro
Publisher : Springer Nature
ISBN 13 : 3031613953
Total Pages : 413 pages
Book Rating : 4.0/5 (316 download)
Download or read book Computational Algorithms for Shallow Water Equations written by Eleuterio F. Toro and published by Springer Nature. This book was released on with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter E. Kloeden
Publisher : Springer Science & Business Media
ISBN 13 : 3662126168
Total Pages : 666 pages
Book Rating : 4.6/5 (621 download)
Download or read book Numerical Solution of Stochastic Differential Equations written by Peter E. Kloeden and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt: The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
Author : Sidney J. Yakowitz
Publisher : Addison Wesley Publishing Company
ISBN 13 :
Total Pages : 280 pages
Book Rating : 4.3/5 (97 download)
Download or read book Computational Probability and Simulation written by Sidney J. Yakowitz and published by Addison Wesley Publishing Company. This book was released on 1977 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random processes and Random number generators; Simulation of probability experiments; Gaming, Random Walks, and linear equations; Gambler's ruin with extensions to inventory control; Limiting processes for Random Walks and time series simulation; Monte Carlo integration and solution of differential equations.
Author : Eckhard Platen
Publisher : Springer Science & Business Media
ISBN 13 : 364213694X
Total Pages : 868 pages
Book Rating : 4.6/5 (421 download)
Download or read book Numerical Solution of Stochastic Differential Equations with Jumps in Finance written by Eckhard Platen and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitative methods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.
Author : S. S. Artemiev
Publisher : Walter de Gruyter
ISBN 13 : 3110944669
Total Pages : 185 pages
Book Rating : 4.1/5 (19 download)
Download or read book Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations written by S. S. Artemiev and published by Walter de Gruyter. This book was released on 2011-02-11 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).
Author : Michael A. Golberg
Publisher : Springer Science & Business Media
ISBN 13 : 1489925937
Total Pages : 428 pages
Book Rating : 4.4/5 (899 download)
Download or read book Numerical Solution of Integral Equations written by Michael A. Golberg and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1979, I edited Volume 18 in this series: Solution Methods for Integral Equations: Theory and Applications. Since that time, there has been an explosive growth in all aspects of the numerical solution of integral equations. By my estimate over 2000 papers on this subject have been published in the last decade, and more than 60 books on theory and applications have appeared. In particular, as can be seen in many of the chapters in this book, integral equation techniques are playing an increas ingly important role in the solution of many scientific and engineering problems. For instance, the boundary element method discussed by Atkinson in Chapter 1 is becoming an equal partner with finite element and finite difference techniques for solving many types of partial differential equations. Obviously, in one volume it would be impossible to present a complete picture of what has taken place in this area during the past ten years. Consequently, we have chosen a number of subjects in which significant advances have been made that we feel have not been covered in depth in other books. For instance, ten years ago the theory of the numerical solution of Cauchy singular equations was in its infancy. Today, as shown by Golberg and Elliott in Chapters 5 and 6, the theory of polynomial approximations is essentially complete, although many details of practical implementation remain to be worked out.
Author : P.D. Spanos
Publisher : CRC Press
ISBN 13 : 9789058090393
Total Pages : 628 pages
Book Rating : 4.0/5 (93 download)
Download or read book Computational Stochastic Mechanics written by P.D. Spanos and published by CRC Press. This book was released on 1999-11-09 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the June, 1998 conference. Seventy contributions discuss Monte Carlo and signal processing methods, random vibrations, safety and reliability, control/optimization and modeling of nonlinearity, earthquake engineering, random processes and fields, damage/fatigue materials, applied prob
Author : Prem Kythe
Publisher : Springer Science & Business Media
ISBN 13 : 1461201012
Total Pages : 525 pages
Book Rating : 4.4/5 (612 download)
Download or read book Computational Methods for Linear Integral Equations written by Prem Kythe and published by Springer Science & Business Media. This book was released on 2011-06-28 with total page 525 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents numerical methods and computational aspects for linear integral equations. Such equations occur in various areas of applied mathematics, physics, and engineering. The material covered in this book, though not exhaustive, offers useful techniques for solving a variety of problems. Historical information cover ing the nineteenth and twentieth centuries is available in fragments in Kantorovich and Krylov (1958), Anselone (1964), Mikhlin (1967), Lonseth (1977), Atkinson (1976), Baker (1978), Kondo (1991), and Brunner (1997). Integral equations are encountered in a variety of applications in many fields including continuum mechanics, potential theory, geophysics, electricity and mag netism, kinetic theory of gases, hereditary phenomena in physics and biology, renewal theory, quantum mechanics, radiation, optimization, optimal control sys tems, communication theory, mathematical economics, population genetics, queue ing theory, and medicine. Most of the boundary value problems involving differ ential equations can be converted into problems in integral equations, but there are certain problems which can be formulated only in terms of integral equations. A computational approach to the solution of integral equations is, therefore, an essential branch of scientific inquiry.
Author : Nawaf Bou-Rabee
Publisher : American Mathematical Soc.
ISBN 13 : 1470431815
Total Pages : 124 pages
Book Rating : 4.4/5 (74 download)
Download or read book Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations written by Nawaf Bou-Rabee and published by American Mathematical Soc.. This book was released on 2019-01-08 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These schemes are obtained by spatially discretizing the Kolmogorov equation associated with the SDE in such a way that the resulting semi-discrete equation generates a Markov jump process that can be realized exactly using a Monte Carlo method. In this construction the jump size of the approximation can be bounded uniformly in space, which often guarantees that the schemes are numerically stable for both finite and long time simulation of SDEs.
Author : John H. Giese
Publisher :
ISBN 13 :
Total Pages : 126 pages
Book Rating : 4.F/5 ( download)
Download or read book A Bibliography for the Numerical Solution of Partial Differential Equations written by John H. Giese and published by . This book was released on 1969 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: A list of 2561 references to the numerical solution of partial differential equations has been compiled. References to reviews in several abstracting journals have been given, and a crude index has been prepared. (Author).
Author :
Publisher :
ISBN 13 :
Total Pages : 984 pages
Book Rating : 4.:/5 (31 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1989 with total page 984 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hans Petter Langtangen
Publisher : Springer Science & Business Media
ISBN 13 : 9783540014386
Total Pages : 692 pages
Book Rating : 4.0/5 (143 download)
Download or read book Advanced Topics in Computational Partial Differential Equations written by Hans Petter Langtangen and published by Springer Science & Business Media. This book was released on 2003-10-29 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: A gentle introduction to advanced topics such as parallel computing, multigrid methods, and special methods for systems of PDEs. The goal of all chapters is to ‘compute’ solutions to problems, hence algorithmic and software issues play a central role. All software examples use the Diffpack programming environment - some experience with Diffpack is required. There are also some chapters covering complete applications, i.e., the way from a model, expressed as systems of PDEs, through to discretization methods, algorithms, software design, verification, and computational examples. Suitable for readers with a background in basic finite element and finite difference methods for partial differential equations.
