Numerical Solution Of Sde Through Computer Experiments
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Numerical Solution Of Sde Through Computer Experiments
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Author : Peter Eris Kloeden
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Numerical Solution Of Sde Through Computer Experiments written by Peter Eris Kloeden and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The numerical solution of stochastic differential equations is becoming an in dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible by the much greater accessibility to high-powered computers at low-cost combined with the availability of new, effective higher order numerical schemes for stochastic dif ferential equations. Many hitherto intractable problems can now be tackled successfully and more realistic modelling with stochastic differential equations undertaken. The aim of this book is to provide a computationally oriented introduction to the numerical solution of stochastic differential equations, using computer experiments to develop in the readers an ability to undertake numerical studies of stochastic differential equations that arise in their own disciplines and an understanding, intuitive at least, of the necessary theoretical background. It is related to, but can also be used independently of the monograph P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, Applications of Mathematics Series Vol. 23, Springer-Verlag, Hei delberg, 1992, which is more theoretical, presenting a systematic treatment of time-discretized numerical schemes for stochastic differential equations along with background material on probability and stochastic calculus. To facilitate the parallel use of both books, the presentation of material in this book follows that in the monograph closely.
Numerical Solution Of Sde Through Computer Experiments
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Author :
language : en
Publisher:
Release Date : 2003
Numerical Solution Of Sde Through Computer Experiments written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Stochastic differential equations categories.
Numerical Solution Of Sde Through Computer Experiments
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Author : Peter E. Kloeden
language : en
Publisher:
Release Date : 1994
Numerical Solution Of Sde Through Computer Experiments written by Peter E. Kloeden and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with categories.
Numerical Solution Of Sde Through Computer Experiments
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Author : Peter Eris Kloeden
language : en
Publisher: Springer
Release Date : 2002-12-12
Numerical Solution Of Sde Through Computer Experiments written by Peter Eris Kloeden and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-12-12 with Mathematics categories.
This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
Numerical Solution Of Stochastic Differential Equations
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Author : Peter E. Kloeden
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Numerical Solution Of Stochastic Differential Equations written by Peter E. Kloeden and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems.
Applied Stochastic Differential Equations
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Author : Simo Särkkä
language : en
Publisher: Cambridge University Press
Release Date : 2019-05-02
Applied Stochastic Differential Equations written by Simo Särkkä and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-02 with Business & Economics categories.
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Fiscal Policy Public Debt And The Term Structure Of Interest Rates
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Author : Roland Demmel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Fiscal Policy Public Debt And The Term Structure Of Interest Rates written by Roland Demmel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
The introduction of the thesis consists of four parts: first, we motivate our chosen macroeconomic setting by looking at some real world phenomena. For a better understanding of these phenomena, we argue that the mutual dynamic interactions between flScal policy and financial markets need to be closely examined in a macroeconomic framework. Second, we review different strands of the economic literature in order to show that most of the literature has so far exclusively concentrated either on fmancial market dynamics or on flScal policy issues. We conclude that a more integrated model setting is called for in order to explain the dynamic interactions observed in reality. Third, we discuss at length the economic assumptions underlying our model. This avoids multiple repetition later on. Finally, we outline the structure of the thesis and the objectives we pursue in the different chapters. 1. 1 Motivation Fiscal policy and financial market reactions are increasingly receiving world wide attention. The most recent examples are the Maastricht criteria about flScal control, the South-East Asia financial crisis and the resulting IMF policy stance, the high level of public debt in developed and developing countries and the effect on interest rates and economic growth. In contrast to the still underdeveloped theoretical literature on these dynamic links, finding empirical evidence that supports the existence of these links is not a very hard task.
Computer Aided Systems Theory Eurocast 2013
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Author : Roberto Moreno-Díaz
language : en
Publisher: Springer
Release Date : 2013-12-12
Computer Aided Systems Theory Eurocast 2013 written by Roberto Moreno-Díaz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-12 with Computers categories.
The two-volume set LNCS 8111 and LNCS 8112 constitute the papers presented at the 14th International Conference on Computer Aided Systems Theory, EUROCAST 2013, held in February 2013 in Las Palmas de Gran Canaria, Spain. The total of 131 papers presented were carefully reviewed and selected for inclusion in the books. The contributions are organized in topical sections on modelling biological systems; systems theory and applications; intelligent information processing; theory and applications of metaheuristic algorithms; model-based system design, verification and simulation; process modeling simulation and system optimization; mobile and autonomous transportation systems; computer vision, sensing, image processing and medical applications; computer-based methods and virtual reality for clinical and academic medicine; digital signal processing methods and applications; mechatronic systems, robotics and marine robots; mobile computing platforms and technologies; systems applications.
Simulation And Chaotic Behavior Of Alpha Stable Stochastic Processes
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Author : Aleksand Janicki
language : en
Publisher: CRC Press
Release Date : 2021-07-28
Simulation And Chaotic Behavior Of Alpha Stable Stochastic Processes written by Aleksand Janicki and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-07-28 with Mathematics categories.
Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Particles In The Coastal Ocean
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Author : Daniel R. Lynch
language : en
Publisher: Cambridge University Press
Release Date : 2015
Particles In The Coastal Ocean written by Daniel R. Lynch and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Science categories.
This book summarizes the modeling of the transport, evolution and fate of particles in the coastal ocean for advanced students and researchers.