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Numerical Methods for Stochastic Partial Differential Equations with White Noise


George Em Karniadakis , Zhongqiang Zhang


This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three...

Parution : 2017-09-01
Format(s) : PDF, ePub
Éditeur : Springer
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