Numerical methods for stochastic computations, Xiu, Dongbin

Автор: LeVeque Randall J.
Название: Numerical Methods for Conservation Laws
ISBN: 3764327235 ISBN-13(EAN): 9783764327231
Издательство: Springer
Рейтинг:
Цена: 5589.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: These notes were developed for a graduate-level course on the theory and numerical solution of nonlinear hyperbolic systems of conservation laws. Part I deals with the basic mathematical theory of the equations: the notion of weak solutions, entropy conditions, and a detailed description of the wave structure of solutions to the Riemann problem. The emphasis is on tools and techniques that are indispensable in developing good numerical methods for discontinuous solutions. Part II is devoted to the development of high resolution shock-capturing methods, including the theory of total variation diminishing (TVD) methods and the use of limiter functions. The book is intended for a wide audience, and will be of use both to numerical analysts and to computational researchers in a variety of applications.

Автор: Muller
Название: Comparison Methods for Stochastic Models & Risks
ISBN: 0471494461 ISBN-13(EAN): 9780471494461
Издательство: Wiley
Рейтинг:
Цена: 22960.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This work covers stochastic order relations, which provide insight into the behaviour of complex stochastic (random) systems and enables the user to collect comparative data. Application areas include queuing systems, actuarial and financial risk, decision making, and stochastic simulation.

Автор: Monahan
Название: Numerical Methods of Statistics
ISBN: 0521191580 ISBN-13(EAN): 9780521191586
Издательство: Cambridge Academ
Рейтинг:
Цена: 17266.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This second edition explains how computer software is designed to perform the tasks required for sophisticated statistical analysis.

Автор: Todor Boyanov; Stefka Dimova; Krassimir Georgiev;
Название: Numerical Methods and Applications
ISBN: 3540709401 ISBN-13(EAN): 9783540709404
Издательство: Springer
Рейтинг:
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Constitutes the thoroughly refereed post-proceedings of NMA 2006 held in Borovets, Bulgaria. This book includes numerical methods for hyperbolic problems, robust preconditioning solution methods, metaheuristics for optimization problems, uncertain/control systems and reliable numerics, and interpolation and quadrature processes.

Автор: Gardiner, Crispin W.
Название: Stochastic methods
ISBN: 3540707123 ISBN-13(EAN): 9783540707127
Издательство: Springer
Рейтинг:
Цена: 11179.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.