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An Introduction to Computational Stochastic PDEs

Gabriel J. Lord, Catherine E. Powell, and tony Shardlow
Publisher: 
Cambridge University Press
Publication Date: 
2015
Number of Pages: 
503
Format: 
Paperback
Series: 
Cambridge Texts in Applied Mathematics
Price: 
60.00
ISBN: 
9780521728522
Category: 
Textbook
We do not plan to review this book.

Part I. Deterministic Differential Equations:
1. Linear analysis
2. Galerkin approximation and finite elements
3. Time-dependent differential equations
Part II. Stochastic Processes and Random Fields:
4. Probability theory
5. Stochastic processes
6. Stationary Gaussian processes
7. Random fields
Part III. Stochastic Differential Equations:
8. Stochastic ordinary differential equations (SODEs)
9. Elliptic PDEs with random data
10. Semilinear stochastic PDEs.