From Elementary Probability to Stochastic Differential Equations with MAPLE® - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook From Elementary Probability to Stochastic Differential Equations with MAPLE® write by Sasha Cyganowski. This book was released on 2012-12-06. From Elementary Probability to Stochastic Differential Equations with MAPLE® available in PDF, EPUB and Kindle. 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.
Random Differential Equations in Scientific Computing
Random Differential Equations in Scientific Computing - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Random Differential Equations in Scientific Computing write by Tobias Neckel. This book was released on 2013-12-17. Random Differential Equations in Scientific Computing available in PDF, EPUB and Kindle. 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.
Theory and Numerics of Differential Equations
Theory and Numerics of Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Theory and Numerics of Differential Equations write by James Blowey. This book was released on 2001-08-28. Theory and Numerics of Differential Equations available in PDF, EPUB and Kindle. 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.
Journal of the American Statistical Association
Journal of the American Statistical Association - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Journal of the American Statistical Association write by . This book was released on 2003. Journal of the American Statistical Association available in PDF, EPUB and Kindle.
Ordinary Differential Equations
Ordinary Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Ordinary Differential Equations write by Vladimir Igorevich Arnolʹd. This book was released on 2006-06-19. Ordinary Differential Equations available in PDF, EPUB and Kindle. There are dozens of books on ODEs, but none with the elegant geometric insight of Arnolʼd's book. Arnolʼd puts a clear emphasis on the qualitative and geometric properties of ODEs and their solutions, rather than on theroutine presentation of algorithms for solving special classes of equations. Of course, the reader learns how to solve equations, but with much more understanding of the systems, the solutions and the techniques. Vector fields and one-parameter groups of transformations come right from the startand Arnol'd uses this "language" throughout the book. This fundamental difference from the standard presentation allows him to explain some of the real mathematics of ODEs in a very understandable way and without hidingthe substance. The text is also rich with examples and connections with mechanics. Where possible, Arnol'd proceeds by physical reasoning, using it as a convenient shorthand for much longer formal mathematical reasoning. This technique helps the student get a feel for the subject. Following Arnol'd's guiding geometric and qualitative principles, there are 272 figures in the book, but not a single complicated formula. Also, the text is peppered with historicalremarks, which put the material in context, showing how the ideas have developped since Newton and Leibniz. This book is an excellent text for a course whose goal is a mathematical treatment of differential equations and the related physical systems.
