Stochastic Numerical Methods

DOI10.1002/9783527683147zbMath1298.65009OpenAlexW4230881368MaRDI QIDQ5398157

Pere Colet, Raúl Toral

Publication date: 26 February 2014

Full work available at URL: https://doi.org/10.1002/9783527683147

zbMATH Keywords

algorithmstochastic processestextbookMaster equationsstochastic differential equationsprobabilityphase-transitionsdiscrete Fourier transformchemical reactionextrapolationpopulation dynamicsstochastic numerical methodsstatistical mechanicsMonte Carlo integrationrandom number generationspin system

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Population dynamics (general) (92D25) Numerical methods for discrete and fast Fourier transforms (65T50) Chemically reacting flows (80A32) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Probabilistic methods, stochastic differential equations (65Cxx)

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