Stochastic numerical methods : an introduction for students and scientists / [electronic resource]
by Toral, Raúl; Colet, Pere.
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BookPublisher: Weinheim, Germany : Wiley-VCH, ©2014Description: 1 online resource (xvi, 402 pages).ISBN: 1306907977; 9781306907972; 9783527683147; 3527683143; 9783527683130; 3527683135; 3527411496; 9783527411498; 3527683127; 9783527683123; 3527683119; 9783527683116.Subject(s): Numerical analysis | Stochastic analysis | Stochastic control theory | MATHEMATICS -- Applied | MATHEMATICS -- Probability & Statistics -- General | Numerical analysis | Stochastic analysis | Stochastic control theory | Electronic booksOnline resources: Wiley Online Library Summary: Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis.
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Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis.
Online resource; title from PDF title page (Wiley, viewed June 18, 2014).
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