An introduction to computational stochastic PDEs / (Record no. 651669)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03254nam a22004218i 4500 |
| 001 - CONTROL NUMBER | |
| control field | CR9781139017329 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250919142037.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m|||||o||d|||||||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110215s2014||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781139017329 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780521899901 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780521728522 (paperback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.25 |
| Item number | .L67 2014 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2/2 |
| Edition information | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Lord, Gabriel J., |
| Relator term | author. |
| 245 13 - TITLE STATEMENT | |
| Title | An introduction to computational stochastic PDEs / |
| Statement of responsibility, etc. | Gabriel J. Lord, Heriot-Watt University, Edinburgh, Catherine E. Powell, University of Manchester, Tony Shardlow, University of Bath. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge : |
| Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xi, 503 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Cambridge texts in applied mathematics ; |
| Volume/sequential designation | 50 |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 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 modelling and materials science. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic partial differential equations. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Powell, Catherine E., |
| Relator term | author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Shardlow, Tony, |
| Relator term | author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| International Standard Book Number | 9780521899901 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Cambridge texts in applied mathematics ; |
| Volume/sequential designation | 50. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1017/CBO9781139017329">https://doi.org/10.1017/CBO9781139017329</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
| a | .b16843253 |
| b | 2020-12-22 |
| c | 2020-12-22 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Suppress in OPAC | No |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
| Library | |
| Operator's initials, OID (RLIN) | 2020-12-22 |
| Cataloger's initials, CIN (RLIN) | m |
| Material Type (Sierra) | Printed Books |
| Language | English |
| Country | |
| -- | 0 |
| -- | .b16843253 |
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