MARC details
| 000 -LEADER |
| fixed length control field |
03237nam a2200421 i 4500 |
| 001 - CONTROL NUMBER |
| control field |
74523 |
| 003 - CONTROL NUMBER IDENTIFIER |
| rucl marc code |
BD-RjUL |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
| control field |
20211209082550.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
| fixed length control field |
181014t20142014nyu b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
9780521899901 (hardback) |
|
| International Standard Book Number |
0521899907 (hardback) |
|
| International Standard Book Number |
9780521728522 (paperback) |
|
| International Standard Book Number |
0521728525 (paperback) |
| 035 ## - SYSTEM CONTROL NUMBER |
| System control number |
(BD-RjUL) |
| 040 ## - CATALOGING SOURCE |
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| Modifying agency |
DLC |
| -- |
BD-RjUL |
| 041 ## - LANGUAGE CODE |
| Language code of text/sound track or separate title |
eng |
| 042 ## - AUTHENTICATION CODE |
| Authentication code |
pcc |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
| Classification number |
519.22 |
| Edition number |
23 |
| Author mark and year |
LOI 2014 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
| Personal name |
Lord, Gabriel J., |
| Relator term |
author. |
| 9 (RLIN) |
223740 |
| 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 |
| Pagination |
xi, 503 pages : |
| Illustrations |
illustrations (some color) ; |
| Size |
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 |
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"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name as entry element |
Stochastic partial differential equations. |
| 9 (RLIN) |
223741 |
|
| Topical term or geographic name as entry element |
MATHEMATICS / Differential Equations. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
223742 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
| Personal name |
Powell, Catherine E., |
|
| Personal name |
Shardlow, Tony, |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
| Source of classification or shelving scheme |
|
| Koha item type |
Books |