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Beschreibung
Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current state of a physical, economic, or social system and forecast its evolution in time. Generally, the coefficients of and/or the input to these equations are not precisely known be cause of insufficient information, limited understanding of… some underlying phe nomena, and inherent randonmess. For example, the orientation of the atomic lattice in the grains of a polycrystal varies randomly from grain to grain, the spa tial distribution of a phase of a composite material is not known precisely for a particular specimen, bone properties needed to develop reliable artificial joints vary significantly with individual and age, forces acting on a plane from takeoff to landing depend in a complex manner on the environmental conditions and flight pattern, and stock prices and their evolution in time depend on a large number of factors that cannot be described by deterministic models. Problems that can be defined by algebraic, differential, and integral equations with random coefficients and/or input are referred to as stochastic problems. The main objective of this book is the solution of stochastic problems, that is, the determination of the probability law, moments, and/or other probabilistic properties of the state of a physical, economic, or social system. It is assumed that the operators and inputs defining a stochastic problem are specified. 96,29 €
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Technische Daten
Erscheinungsdatum
13.12.2013
Sprache
Englisch
EAN
9781461265016
Herausgeber
Birkhäuser Boston
Sonderedition
Nein
Autor
Mircea Grigoriu
Seitenanzahl
775
Einbandart
Broschiert
Buch Untertitel
Applications in Science and Engineering
Schlagwörter
Probability theory, Simulation, Stochastic calculus, applications of mathematics, ksa, numerical mathematics, numerical methods, stochastic process, stochastic processes, partial differential equations
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
PBW - Angewandte Mathematik
PBKJ - Differentialrechnung und -gleichungen
PBKS - Numerische Mathematik
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Birkhäuser, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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