Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations / / S. S. Artemiev, T. A. Averina.

• Superior document: Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999
• VerfasserIn: Artemiev, S. S.,; Averina, T. A.,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2011]; ©1997
• Year of Publication: 2011
• Edition: Reprint 2010
• Language: English
• Physical Description: 1 online resource (176 p.)
• Other title: I-VIII --; 1. Numerical Solution of the Cauchy Problem for Systems of Ordinary Differential Equations --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.1. Elements of Probability Theory, Stochastic Processes and Statistical Simulation --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.2. Cauchy Problem for a SDE System. Main Definitions --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.3. Construction of SDEs with Given Probability Characteristics of Solution --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.4. Linear SDE Systems with Additive and Multiplicative Noise --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.5. Mean Square Stability of SDE Solutions. Stiff in Mean Square SDE Systems. Oscillatory Stochastic Systems --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.6. Simple Numerical Methods Generalizing the Explicit Runge-Kutta Methods --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.7. Families of Numerical Methods for Solving SDE Systems. Theorem of Convergence --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.8. Mean Square Consistency of Methods --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.9. Mean Square Stability of Methods --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.10. Numerical Methods for Solving Linear SDE Systems --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.11. Variable Step Algorithms for Solving SDEs --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.12. Numerical Solution of SDE System with Poisson Component --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.13. Applying SDE for Numerical Solution of Linear Elliptic and Parabolic Equations --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.14. Statistical Simulation of the SDE Solutions in Problems of Analysis and Synthesis of Automated Control --; 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.15. Numerical Experiments --; References
• Format: Mode of access: Internet via World Wide Web.
• ISBN: 9783110944662; 9783110637199
• DOI: 10.1515/9783110944662
• Access: restricted access
• Hierarchical level: Monograph
• Statement of Responsibility: S. S. Artemiev, T. A. Averina.