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Numerical Approximation of Ordinary Differential Problems : From Deterministic to Stochastic Numerical Methods / by Raffaele D'Ambrosio
(La Matematica per il 3+2. ISSN:20385757 ; 148)
版 | 1st ed. 2023. |
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出版者 | (Cham : Springer Nature Switzerland : Imprint: Springer) |
出版年 | 2023 |
本文言語 | 英語 |
大きさ | XIV, 385 p. 62 illus : online resource |
著者標目 | *D'Ambrosio, Raffaele author SpringerLink (Online service) |
件 名 | LCSH:Mathematical analysis LCSH:Mathematics -- Data processing 全ての件名で検索 LCSH:Numerical analysis FREE:Analysis FREE:Computational Mathematics and Numerical Analysis FREE:Numerical Analysis |
一般注記 | This book is focused on the numerical discretization of ordinary differential equations (ODEs), under several perspectives. The attention is first conveyed to providing accurate numerical solutions of deterministic problems. Then, the presentation moves to a more modern vision of numerical approximation, oriented to reproducing qualitative properties of the continuous problem along the discretized dynamics over long times. The book finally performs some steps in the direction of stochastic differential equations (SDEs), with the intention of offering useful tools to generalize the techniques introduced for the numerical approximation of ODEs to the stochastic case, as well as of presenting numerical issues natively introduced for SDEs. The book is the result of an intense teaching experience as well as of the research carried out in the last decade by the author. It is both intended for students and instructors: for the students, this book is comprehensive and ratherself-contained; for the instructors, there is material for one or more monographic courses on ODEs and related topics. In this respect, the book can be followed in its designed path and includes motivational aspects, historical background, examples and a software programs, implemented in Matlab, that can be useful for the laboratory part of a course on numerical ODEs/SDEs. The book also contains the portraits of several pioneers in the numerical discretization of differential problems, useful to provide a framework to understand their contributes in the presented fields. Last, but not least, rigor joins readability in the book HTTP:URL=https://doi.org/10.1007/978-3-031-31343-1 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783031313431 |
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EB00234963 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA299.6-433 DC23:515 |
書誌ID | 4001055040 |
ISBN | 9783031313431 |