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Found 55 Documents (Results 1–55)

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A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations. (English. Russian original) Zbl 07139676

Comput. Math. Math. Phys. 59, No. 8, 1236-1250 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 8, 1299-1313 (2019).
MSC:  65-XX 60-XX
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Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 6th revised and expanded edition. Part of the journal Differentsial’nye Uravneniya i Protsessy Upravleniya 2018, No. 4 (2018). (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1404.60002

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Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations. (English. Russian original) Zbl 1483.65016

Comput. Math. Math. Phys. 58, No. 7, 1058-1070 (2018); translation from Zh. Vychisl. Mat. Mat. Fiz. 58, No. 7 (2018).
MSC:  65C30 60H05 60H10
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Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 5th edition. Part of the journal Differentsial’nye Uravneniya i Protsessy Upravleniya 2017, No. 2 (2017). (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1368.60004

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Mean field simulation for Monte Carlo integration. (English) Zbl 1282.65011

Monographs on Statistics and Applied Probability 126. Boca Raton, FL: CRC Press (ISBN 978-1-4665-0405-9/hbk; 978-1-138-19873-9/pbk; 978-1-4665-0417-2/ebook). xlvii, 578 p. (2013).
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Integration schemes for molecular dynamics and related applications. (English) Zbl 0938.65150

Ainsworth, Mark (ed.) et al., The graduate student’s guide to numerical analysis ’98. Lecture notes from the 8th EPSRC summer school in numerical analysis. Leicester, GB, July 5-17, 1998. Berlin: Springer. Springer Ser. Comput. Math. 26, 119-176 (1999).
MSC:  65P10 37M15
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Eddy structure identification. Talks given during the joint CISM/ERCOFTAC advanced course on eddy structure identification techniques in free turbulent shear flows, Udine, Italy, May 23–26, 1994. (English) Zbl 0857.76004

Reviewer: E.Minchev (Sofia)
MSC:  76-06 76F10
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Functional analysis on Wiener measure space and evolutions on Fock spaces. (English) Zbl 0830.46038

Ladde, G. S. (ed.) et al., Dynamic systems and applications. Vol. 1. Proceedings of the 1st international conference, held at Morehouse College, Atlanta, GA, USA, May 26-29, 1993. Atlanta, GA: Dynamic Publishers, Inc. 1-9 (1994).
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Statistics applications of subregion adaptive multiple numerical integration. (English) Zbl 0741.65015

Numerical integration. Recent developments, software and applications, Proc. NATO Adv. Res. Workshop, Bergen/Norw. 1991, NATO ASI Ser., Ser. C 357, 267-280 (1992).
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The generalized Wiener integral and some of its applications. (Obobshchennyj vinerovskij integral i nekotorye ego prilozheniya.) (Russian) Zbl 0701.60047

Institut Matematiki AN BSSR. Minsk: Nauka i Tekhnika. 223 p. R. 2.60 (1989).
Reviewer: J.M.Stoyanov
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