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Author : Albert T. Bharucha-Reid
Publisher : North-Holland
ISBN 13 :
Total Pages : 264 pages
Book Rating : 4.:/5 (44 download)
Download or read book Approximate Solution of Random Equations written by Albert T. Bharucha-Reid and published by North-Holland. This book was released on 1979 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Werner Römisch
Publisher :
ISBN 13 :
Total Pages : 27 pages
Book Rating : 4.:/5 (72 download)
Download or read book On the approximate solution of random operator equations written by Werner Römisch and published by . This book was released on 1980 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. T. Bharucha-Reid
Publisher :
ISBN 13 :
Total Pages : 10 pages
Book Rating : 4.:/5 (227 download)
Download or read book Approximate Solution of Random Integral Equations: General Methods written by A. T. Bharucha-Reid and published by . This book was released on 1984 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M.A. Krasnosel'skii
Publisher : Springer Science & Business Media
ISBN 13 : 9401027153
Total Pages : 495 pages
Book Rating : 4.4/5 (1 download)
Download or read book Approximate Solution of Operator Equations written by M.A. Krasnosel'skii and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the most important chapters in modern functional analysis is the theory of approximate methods for solution of various mathematical problems. Besides providing considerably simplified approaches to numerical methods, the ideas of functional analysis have also given rise to essentially new computation schemes in problems of linear algebra, differential and integral equations, nonlinear analysis, and so on. The general theory of approximate methods includes many known fundamental results. We refer to the classical work of Kantorovich; the investigations of projection methods by Bogolyubov, Krylov, Keldysh and Petrov, much furthered by Mikhlin and Pol'skii; Tikho nov's methods for approximate solution of ill-posed problems; the general theory of difference schemes; and so on. During the past decade, the Voronezh seminar on functional analysis has systematically discussed various questions related to numerical methods; several advanced courses have been held at Voronezh Uni versity on the application of functional analysis to numerical mathe matics. Some of this research is summarized in the present monograph. The authors' aim has not been to give an exhaustive account, even of the principal known results. The book consists of five chapters.
Author : Xiaoying Han
Publisher : Springer
ISBN 13 : 981106265X
Total Pages : 250 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 250 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 : Instytut matematyky (Akademii︠a︡ nauk Ukraïnsʹkoï RSR)
Publisher :
ISBN 13 :
Total Pages : 236 pages
Book Rating : 4.F/5 ( download)
Download or read book Approximate Methods of Solution of Differential Equations written by Instytut matematyky (Akademii︠a︡ nauk Ukraïnsʹkoï RSR) and published by . This book was released on 1967 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Olga Fiedler
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (752 download)
Download or read book Weak Convergence of Approximate Solutions of Random Equations written by Olga Fiedler and published by . This book was released on 1992 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Werner Römisch
Publisher :
ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (255 download)
Download or read book Approximate Solution of Random Operator Equations written by Werner Römisch and published by . This book was released on 1982 with total page 12 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 : Reid
Publisher : Academic Press
ISBN 13 : 0080955959
Total Pages : 227 pages
Book Rating : 4.0/5 (89 download)
Download or read book Riccati Differential Equations written by Reid and published by Academic Press. This book was released on 1972-08-22 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: Riccati Differential Equations
Author : Heinz W. Engl
Publisher :
ISBN 13 :
Total Pages : 65 pages
Book Rating : 4.:/5 (16 download)
Download or read book Convergence of approximate solutions of nonlinear random operator equations with non-unique solutions written by Heinz W. Engl and published by . This book was released on 1983 with total page 65 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 : 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 : Albert T. Bharucha-Reid
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (46 download)
Download or read book Projection schemes for random operator equations: weak compactness of approximate solution measures written by Albert T. Bharucha-Reid and published by . This book was released on 1984 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joseph S. Rosen
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (31 download)
Download or read book Approximate Solutions of Runge-Kutta Equations written by Joseph S. Rosen and published by . This book was released on 1967 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Heinz W. Engl
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (255 download)
Download or read book Approximate Solutions of Nonlinear Random Operator Equations written by Heinz W. Engl and published by . This book was released on 1983 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 308 pages
Book Rating : 4.3/5 (91 download)
Download or read book Journal of Integral Equations written by and published by . This book was released on 1985 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt:
