This book serves as a concise textbook for students in an advanced undergraduate or first-year graduate course in various disciplines such as applied mathematics, control, and engineering, who want to understand the modern standard of numerical methods of ordinary and delay differential equations.
Pris: kr 499.00 fra Norli
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| kr 499.00 | Besøk butikk |
<p><b>A new edition of this classic work, comprehensively revised to present exciting new developments in this important subject</b></p><p>The study of numerical methods for solving ordinary differential equations is constantly...
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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve...
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Provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. The book presents an outline of the underlying convergence and...
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