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Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations [Hardcover]

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations [Hardcover]

By S. S. Artemiev (Author) & T. A. Averina (Author)
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Item description for Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations by S. S. Artemiev & T. A. Averina...

This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. The first chapter covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs). Here, general solutions of consistency equations are obtained, which lead to the construction of RTMs from the first to the fourth order. The second chapter deals with statistical simulation problems of the solution of the Cauchy problem for stochastic differential equation (SDE) systems. The mean-square convergence theorem is considered, as well as Taylor expansions of numerical solutions. Also included are applications of numerical methods of SDE solutions to partial differential equations and to analysis and synthesis problems of automated control of stochastic systems. The book should be of interest to specialists in the fields of computational mathematics and physics, probability theory and atuomated control theory.



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Item Specifications...


Studio: Walter de Gruyter
Pages   176
Est. Packaging Dimensions:   Length: 9.61" Width: 6.38" Height: 0.63"
Weight:   0.93 lbs.
Binding  Hardcover
Publisher   Walter de Gruyter Inc
ISBN  9067642509  
ISBN13  9789067642507  


Availability  132 units.
Availability accurate as of Feb 26, 2017 09:43.
Usually ships within one to two business days from La Vergne, TN.
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