Häftad, Engelska, 2023
1 022 kr
Skickas inom 5-8 vardagar
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Arnulf Jentzen – författare
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3 produkter
3 produkter
- Häftad, Engelska, 2024
1 022 kr
Skickas inom 5-8 vardagar
The Memoirs of the AMS is devoted to the publication of new research in all areas of pure and applied mathematics. The Memoirs is designed particularly to publish long papers of groups of cognate papers in book form, and is under the supervision of the Editorial Committee of the AMS journal Transactions of the American Mathematical Society. All papers are peer-reviewed. - Häftad, Engelska, 2011
1 092 kr
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Presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence.In the case of multiplicative noise, the driving noise process is assumed to be a cylindrical Wiener process, while in the case of additive noise the SPDE is assumed to be driven by an arbitrary stochastic process with Hölder continuous sample paths. Recent developments on numerical methods for random and stochastic ordinary differential equations are also included since these are relevant for solving spatially discretised SPDEs as well as of interest in their own right.The authors include the proof of an existence and uniqueness theorem under general assumptions on the coefficients as well as regularity estimates in an appendix.
