From Elementary Probability To Stochastic Differential Equations With Mapler

Download or read book From Elementary Probability to Stochastic Differential Equations with MAPLE® written by Sasha Cyganowski and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.

Download or read book Random Differential Equations in Scientific Computing written by Tobias Neckel and published by Walter de Gruyter. This book was released on 2013-12-17 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering state-of-the-art concepts of both dynamical systems and scientific computing. The red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary differential equations. The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.

Download or read book Theory and Numerics of Differential Equations written by James Blowey and published by Springer Science & Business Media. This book was released on 2001-08-28 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: A compilation of detailed lecture notes on six topics at the forefront of current research in numerical analysis and applied mathematics. Each set of notes presents a self-contained guide to a current research area and has an extensive bibliography. In addition, most of the notes contain detailed proofs of the key results. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis, and proceed to current research topics. The reader should therefore be able to quickly gain an insight into the important results and techniques in each area without recourse to the large research literature. Current (unsolved) problems are also described and directions for future research is given.

Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2003 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Ordinary Differential Equations written by Vladimir Igorevich Arnolʹd and published by Universitext. This book was released on 2006-06-19 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: Few books on Ordinary Differential Equations (ODEs) have the elegant geometric insight of this one, which puts emphasis on the qualitative and geometric properties of ODEs and their solutions, rather than on routine presentation of algorithms. From the reviews: "Professor Arnold has expanded his classic book to include new material on exponential growth, predator-prey, the pendulum, impulse response, symmetry groups and group actions, perturbation and bifurcation." --SIAM REVIEW

Download or read book Journal of Economic Literature written by and published by . This book was released on 2002 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book New Software for Mathematical Package Maple of Releases 6, 7 and 8 written by Victor Aladjev and published by . This book was released on 2002 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: