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1Numerical solution of SDE through computer experiments

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“Numerical solution of SDE through computer experiments” Metadata:

  • Title: ➤  Numerical solution of SDE through computer experiments
  • Authors:
  • Language: English
  • Number of Pages: Median: 292
  • Publisher: Springer-Verlag - Springer
  • Publish Date:
  • Publish Location: New York - Berlin

“Numerical solution of SDE through computer experiments” Subjects and Themes:

Edition Identifiers:

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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    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