| 000 -LEADER |
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| fixed length control field |
02667cam a2200277 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
18037790 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20160510142814.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
140210t20142014nyu b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780521728522 (pbk.) |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
UG |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA274.25 |
| Item number |
L67 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lord, Gabriel J. |
| 245 13 - TITLE STATEMENT |
|---|
| Title |
An introduction to computational stochastic PDEs / |
| Statement of responsibility, etc |
Gabriel J. Lord, Catherine E. Powell, Tony Shardlow. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New York : |
| Name of publisher, distributor, etc |
Cambridge Univ. P., |
| Date of publication, distribution, etc |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xi, 503 p. : |
| Other physical details |
ill., graphs, diagrs. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
(Cambridge texts in applied mathematics ; |
| Volume number/sequential designation |
v. 50) |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references. |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Machine generated contents note: Part I. Deterministic Differential Equations: 1. Linear analysis; 2. Galerkin approximation and finite elements; 3. Time-dependent differential equations; Part II. Stochastic Processes and Random Fields: 4. Probability theory; 5. Stochastic processes; 6. Stationary Gaussian processes; 7. Random fields; Part III. Stochastic Differential Equations: 8. Stochastic ordinary differential equations (SODEs); 9. Elliptic PDEs with random data; 10. Semilinear stochastic PDEs. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of the art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modeling and materials science"-- |
| 541 ## - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Vendor |
Jeremy Mathews |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic partial differential equations. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Powell, Catherine E., |
| Relator term |
author. |
|
|---|
| Personal name |
Shardlow, Tony, |
| Relator term |
author. |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Cover image |
| Uniform Resource Identifier |
http://assets.cambridge.org/97805218/99901/cover/9780521899901.jpg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Entry Department |
TSD |
| Source of classification or shelving scheme |
|
| Acquisition - Verified |
JB |
| Verified |
KB |