Limit search to available items
16 results found. Sorted by relevance | date | title .
Book
Author Yannios, Nicholas

Title Computational aspects of the numerical solution of SDEs / Nicholas Yannios
Published [Place of publication not identified] : [publisher not identified], 2001

Copies

Location Call no. Vol. Availability
 MELB  519.232 Yan/Cao  AVAILABLE
Description xviii, 260 leaves ; 30 cm
Summary Compares the stochastic Taylor Series time discretisation (TS) approach to classical Finite-Element-Method in the solution of stochastic differential equations. Shows that the TS approach is an efficient and accurate technique that provides both transition and steady state solutions to the associated Fokker-Planck-Kolmogorov equation
Notes Submitted to the School of Computing and Mathematics of the Faculty of Science and Technology, Deakin University
Thesis (Ph.D.)--Deakin University, Victoria, 2001
Bibliography Bibliography: leaves 247-260
Subject Stochastic differential equations.
Stochastic processes -- Computer simulation.
Genre/Form Academic theses.
Author Deakin University. School of Computing and Mathematics
Deakin University. Faculty of Science and Technology.