Numerical Methods for Stochastic Partial Differential Equations with White Noise (Applied Mathematical Sciences) by Zhongqiang Zhang English | 3 Oct. 2017 | ISBN: 3319575104 | 412 Pages | PDF | 3.72 MB
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