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Biographie et livres de George Em Karniadakis

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George Em Karniadakis is Professor of Applied Mathematics at Brown University. He is a member of the US National Academy of Engineering and the author or co-author of six books. He is well known for his wide spectrum of work on high-dimensional stochastic modeling and multi-scale simulations of physical and biological systems. He is also a pioneer of spectral/hp-element methods for fluids in complex geometries, general polynomial chaos for uncertainty quantification, and the Sturm-Liouville theory for partial differential equations and fractional calculus.
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Téléchargez le livre :  Numerical Methods for Stochastic Partial Differential Equations with White Noise
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Numerical Methods for Stochastic Partial Differential Equations with White Noise

George Em Karniadakis , Zhongqiang Zhang


Springer

2017-09-01

PDF, ePub

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is...

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