Scientific Computation - Stochastic Numerics for Mathematical Physics
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Published By Springer Berlin Heidelberg

9783642059308, 9783662100639

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Application of stochastic numerics to models with stochastic resonance and to Brownian ratchets

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_9 ◽

2004 ◽

pp. 509-540

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

Stochastic Resonance ◽

Brownian Ratchets ◽

Stochastic Numerics

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Mean-square approximation for stochastic differential equations

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_1 ◽

2004 ◽

pp. 1-82 ◽

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

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Numerical methods for SDEs with small noise

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_3 ◽

2004 ◽

pp. 171-210

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

Numerical Methods ◽

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Random walks for linear boundary value problems

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_6 ◽

2004 ◽

pp. 339-406

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

Random Walks ◽

Boundary Value Problems ◽

Boundary Value ◽

Linear Boundary

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Stochastic Hamiltonian systems and Langevin-type equations

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_4 ◽

2004 ◽

pp. 211-282

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

Hamiltonian Systems ◽

Stochastic Hamiltonian Systems

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Numerical solution of the nonlinear Dirichlet and Neumann problems based on the probabilistic approach

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_8 ◽

2004 ◽

pp. 461-507

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

Numerical Solution ◽

Probabilistic Approach ◽

Neumann Problems

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Probabilistic approach to numerical solution of the Cauchy problem for nonlinear parabolic equations

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_7 ◽

2004 ◽

pp. 407-459

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

Cauchy Problem ◽

Numerical Solution ◽

Parabolic Equations ◽

Probabilistic Approach ◽

Nonlinear Parabolic Equations ◽

Nonlinear Parabolic ◽

The Cauchy Problem

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Simulation of space and space-time bounded diffusions

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_5 ◽

2004 ◽

pp. 283-338

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

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Weak approximation for stochastic differential equations

Scientific Computation - Stochastic Numerics for Mathematical Physics ◽

10.1007/978-3-662-10063-9_2 ◽

2004 ◽

pp. 83-170

Author(s):

Grigori N. Milstein ◽

Michael V. Tretyakov

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Weak Approximation

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