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Books Results
Source: The Open Library
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1Numerical solution of SDE through computer experiments
By Peter E. Kloeden, Peter Eris Kloeden, Eckhard Platen and Henri Schurz

“Numerical solution of SDE through computer experiments” Metadata:
- Title: ➤ Numerical solution of SDE through computer experiments
- Authors: Peter E. KloedenPeter Eris KloedenEckhard PlatenHenri Schurz
- Language: English
- Number of Pages: Median: 292
- Publisher: Springer-Verlag - Springer
- Publish Date: 1994 - 1997 - 2003 - 2012
- Publish Location: New York - Berlin
“Numerical solution of SDE through computer experiments” Subjects and Themes:
- Subjects: ➤ Numerical solutions - Stochastic differential equations - Data processing - Applications of Computing - Differential equations - Mathematical theory of computation - Stochastics - Science/Mathematics - Stochastic Processes - Mathematics - Computer Books: General - Number Systems - Probability & Statistics - General - Computer Experiment - Mathematics / Statistics - Mathematics : Number Systems - SDE - discrete time approximations - higher order numerical schemes - numerical simulation - stochastic Taylor expansion - Numerical analysis - Distribution (Probability theory) - Probability Theory and Stochastic Processes
Edition Identifiers:
- The Open Library ID: OL37425029M - OL9061063M - OL1161370M - OL681140M
- Online Computer Library Center (OCLC) ID: 29788831
- Library of Congress Control Number (LCCN): 97027732 - 94140189
- All ISBNs: 9783642579134 - 3642579132 - 3540570748 - 9783540570745
First Setence:
"In everyday life we meet many situations where randomness plays a crucial role."
Access and General Info:
- First Year Published: 1994
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: No_ebook
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Wiki
Source: Wikipedia
Wikipedia Results
Search Results from Wikipedia
Computational fluid dynamics
element method in gas dynamics: higher-order global differentiability numerical solutions". International Journal for Numerical Methods in Engineering. 69
Numerical methods for ordinary differential equations
equations require the use of implicit schemes, whereas non-stiff problems can be solved more efficiently with explicit schemes. The so-called general linear methods
Godunov's scheme
In numerical analysis and computational fluid dynamics, Godunov's scheme is a conservative numerical scheme, suggested by Sergei Godunov in 1959, for solving
Compact finite difference
compact schemes are a popular choice for use in higher-order numerical solvers for the Navier-Stokes Equations. The classical Pade scheme for the first
High-resolution scheme
High-resolution schemes are used in the numerical solution of partial differential equations where high accuracy is required in the presence of shocks
Numerical analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical
Volume of fluid method
these lower-order schemes are inaccurate, and higher-order schemes are unstable and induce oscillations, it has been necessary to develop schemes which keep
Fold (higher-order function)
In functional programming, a fold is a higher-order function that analyzes a recursive data structure and through use of a given combining operation, recombines
Higher-order compact finite difference scheme
High-order compact finite difference schemes are used for solving third-order differential equations created during the study of obstacle boundary value
Numerical weather prediction
Numerical weather prediction (NWP) uses mathematical models of the atmosphere and oceans to predict the weather based on current weather conditions. Though