Stochastic Methods in Advanced Scientific Computing

Kurt Langfeld, Biagio Lucini, Massimo D'Elia

商品描述

Stochastic phenomena play a central role in various scientific disciplines and underpin applications in popular industrial sectors. The purpose of the book is to introduce the reader to advanced concepts in the analysis of stochastic models starting from a detailed, intuitive and yet rigorous presentation of basic concepts. A special emphasis will be placed on problem solving and numerical implementations, with detailed solutions to all of the results and source code in the C programming language provided. The book will also cover recent specialised techniques for popular problems, providing a valuable reference for advanced readers with an active interest in the field.

商品描述(中文翻譯)

隨機現象在各種科學領域中扮演著核心角色,並支撐著流行的工業部門應用。本書的目的是從詳細、直觀且嚴謹的基本概念介紹開始,向讀者介紹隨機模型分析的高級概念。特別強調問題解決和數值實現,提供了所有結果的詳細解答和C編程語言的源代碼。本書還將涵蓋最近針對常見問題的專門技術,為對該領域有濃厚興趣的高級讀者提供了有價值的參考資料。