Items related to Numerical Solution of Two-Dimensional Stochastic Integral...

Numerical Solution of Two-Dimensional Stochastic Integral Equations: 2nd Edition - Softcover

Khodabin, Morteza; Fallahpour, Mohsen; Maleknejad, Khosrow

 
9786208480851: Numerical Solution of Two-Dimensional Stochastic Integral Equations: 2nd Edition
Softcover
ISBN 10: 620848085X ISBN 13: 9786208480851
Publisher: LAP LAMBERT Academic Publishing, 2025

Synopsis

If we allow for some randomness in some of the coefficients of a partial differential equation we often obtain a more realistic mathematical model of the situation where is called the two-dimensional stochastic differential equation or in more complicated cases, two-dimensional stochastic integral equation. Some situations where such equations appear and can be used are: Population dynamics, protein kinetics, genetics, experimental psychology, neuronal activity, option pricing, turbulent diffusion, radio-astronomy, helicopter rotor, satellite orbit stability, biological waste treatment, hydrology, indoor air quality, seismology, structural mechanics, fatigue cracking, blood clotting dynamics, cellular energetics, Josephson junctions, communications, stochastic annealing, filtering problems, optimal portfolio problem and mathematical finance. Engineers, physicists and others with a more technical background in mathematical methods who are interested in implementing efficient numerical schemes or developing new schemes for specific classes of applications, can use this book.

"synopsis" may belong to another edition of this title.

Publisher
LAP LAMBERT Academic Publishing
Publication date
2025
Language
English
ISBN 10 
620848085X
ISBN 13 
9786208480851
Binding
Paperback
Number of pages
60