This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation.

This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and

Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi

This unique book provides a comprehensive introduction to computational mathematics, which forms an essential part of contemporary numerical algorithms, scienti