MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03266cam a2200385 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
18037790 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20191129160716.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
140210t20142014nyu b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2014005535 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780521728522 (paperback) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Modifying agency |
DLC |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA274.25 |
| Item number |
.L67 2014 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.2/2 |
| Edition number |
23 |
| 084 ## - OTHER CLASSIFICATION NUMBER |
|---|
| Classification number |
MAT007000 |
| Number source |
bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lord, Gabriel J., |
| Relator term |
author. |
| 245 13 - TITLE STATEMENT |
|---|
| Title |
An introduction to computational stochastic PDEs / |
| Statement of responsibility, etc. |
Gabriel J. Lord, Heriot-Watt University, Edinburgh, Catherine E. Powell, University of Manchester, Tony Shardlow, University of Bath. |
| 246 3# - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Introduction to computational stochastic partial differential equations |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY, USA : |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xi, 503 pages : |
| Other physical details |
illustrations (some color) ; |
| Dimensions |
26 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Source |
rdacarrier |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Cambridge texts in applied mathematics ; |
| Volume/sequential designation |
50 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 489-498) and index. |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Machine generated contents note: 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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of the art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modeling and materials science"-- |
| Assigning source |
Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stochastic partial differential equations. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
MATHEMATICS / Differential Equations. |
| Source of heading or term |
bisacsh |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
<a href="Powell, Catherine E.,">Powell, Catherine E.,</a> |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
<a href="Shardlow, Tony,">Shardlow, Tony,</a> |
| Relator term |
author. |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Universal Decimal Classification |
| Koha item type |
Books |
