What's new

Welcome to App4Day.com

Join us now to get access to all our features. Once registered and logged in, you will be able to create topics, post replies to existing threads, give reputation to your fellow members, get your own private messenger, and so, so much more. It's also quick and totally free, so what are you waiting for?

Numerical Approximation of Ordinary Differential Problems From Deterministic to Stochastic Numerical Methods

F

Frankie

Moderator
Joined
Jul 7, 2023
Messages
101,954
Reaction score
0
Points
36
3dcae7bca94098a26932b87431d2ce25.jpeg

Free Download Numerical Approximation of Ordinary Differential Problems: From Deterministic to Stochastic Numerical Methods by Raffaele D'Ambrosio
English | PDF EPUB (True) | 2023 | 391 Pages | ISBN : 3031313429 | 32.8 MB
This book is focused on the numerical discretization of ordinary differential equations (ODEs), under several perspectives. The attention is first conveyed to providing accurate numerical solutions of deterministic problems. Then, the presentation moves to a more modern vision of numerical approximation, oriented to reproducing qualitative properties of the continuous problem along the discretized dynamics over long times. The book finally performs some steps in the direction of stochastic differential equations (SDEs), with the intention of offering useful tools to generalize the techniques introduced for the numerical approximation of ODEs to the stochastic case, as well as of presenting numerical issues natively introduced for SDEs.​

The book is the result of an intense teaching experience as well as of the research carried out in the last decade by the author. It is both intended for students and instructors: for the students, this book is comprehensive and rather self-contained; for the instructors, there is material for one or more monographic courses on ODEs and related topics. In this respect, the book can be followed in its designed path and includes motivational aspects, historical background, examples and a software programs, implemented in Matlab, that can be useful for the laboratory part of a course on numerical ODEs/SDEs.
The book also contains the portraits of several pioneers in the numerical discretization of differential problems, useful to provide a framework to understand their contributes in the presented fields. Last, but not least, rigor joins readability in the book.



Recommend Download Link Hight Speed | Please Say Thanks Keep Topic Live
Links are Interchangeable - Single Extraction
 
Top Bottom