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Book Synopsis
Presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence.

Taylor Approximations for Stochastic Partial Differential Equations 83 CBMSNSF Regional Conference Series in Applied Mathematics Series Number 83

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    A Paperback by Arnulf Jentzen

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      View other formats and editions of Taylor Approximations for Stochastic Partial Differential Equations 83 CBMSNSF Regional Conference Series in Applied Mathematics Series Number 83 by Arnulf Jentzen

      Publisher: SIAM - Society for Industrial and Applied Mathematics
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      ISBN13: 9781611972009, 978-1611972009
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      Description

      Book Synopsis
      Presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence.

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