George Em Karniadakis is Professor of Applied Mathematics at Brown University. He is a member of the US National Academy of Engineering and the author or co-author of six books. He is well known for his wide spectrum of work on high-dimensional stochastic modeling and multi-scale simulations of physical and biological systems. He is also a pioneer of spectral/hp-element methods for fluids in complex geometries, general polynomial chaos for uncertainty quantification, and the Sturm-Liouville theory for partial differential equations and fractional calculus.
Télécharger le livre :  Numerical Methods for Stochastic Partial Differential Equations with White Noise

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...
Editeur : Springer
Parution : 2017-09-01
Collection : Applied Mathematical Sciences
Format(s) : PDF, ePub
126,59

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