Overview

Full Product Details

Author:   S.S. Artemiev ,  T.A. Averina
Publisher:   Brill
Imprint:   VSP International Science Publishers
Edition:   Reprint 2010
Dimensions:   Width: 15.50cm , Height: 1.30cm , Length: 23.00cm
Weight:   0.440kg
ISBN:  

9789067642507

ISBN 10:   9067642509
Pages:   176
Publication Date:   June 1997
Recommended Age:   College Graduate Student
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Preface NUMERICAL SOLUTION OF THE CAUCHY PROBLEM FOR SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS The Cauchy Problem for an ODE System Linear Systems Stiff Systems Single-step Methods Main Definitions Rosenbrock Type Methods The Convergence Theorem Taylor Expansion of Exact and Numerical Solutions of the Cauchy Problem Consistency of RTMs A-stability of RTMs Practical Applications of RTMs to the Solution of Stiff ODEs Some Generalizations of RTMs Numerical Experiments STATISTICAL SIMULATION OF THE CAUCHY PROBLEM SOLUTION FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS Elements of Probability Theory Stochastic Processes and Statistical Simulation Cauchy Problem for a SDE System Main Definitions Construction of SDEs with Given Probability Characteristics of Solution Linear SDE Systems with Additive and Multiplicative Noise Mean Square Stability of SDE Solutions Stiff in Mean Square SDE Systems Oscillatory Stochastic Systems Simple Numerical Methods Generalizing the Explicit Runge-Kutta Methods Families of Numerical Methods for Solving SDE Systems Theorem of Convergence Mean Square Consistency of Methods Mean Square Stability of Methods Numerical Methods for Solving Linear SDE Systems Variable Step Algorithms for Solving SDEs Numerical Solution of SDE System with Poisson Component Applying SDE for Numerical Solution of Linear Elliptic and Parabolic Equations Statistical Simulation of the SDE Solutions in Problems of Analysis and Synthesis of Automated Control Numerical Experiments References

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions