Stochastic Methods in Scientific Computing From Foundations to Advanced Techniques--科学计算中的随机方法——从基础到高级技术

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Stochastic Methods in
Scientic Computing
Stochastic Methods in Scientic Computing: From Foundations to Advanced Techniques
introduces the reader to advanced concepts in stochastic modelling, rooted in an intuitive yet
rigorous presentation of the underlying mathematical concepts. A particular emphasis is placed
on illuminating the underpinning Mathematics, and yet have the practical applications in mind.
e reader will nd valuable insights into topics ranging from Social Sciences and Particle
Physics to modern-day Computer Science with Machine Learning and AI in focus. e book
also covers recent specialised techniques for notorious issues in the eld of stochastic simula-
tions, providing a valuable reference for advanced readers with an active interest in the eld.
Features
• Self-contained, starting from the theoretical foundations and advancing to the most
recent developments in the eld
• Suitable as a reference for post-graduates and researchers or as supplementary reading
for courses in numerical methods, scientic computing and beyond
• Interdisciplinary, laying a solid ground for eld-specic applications in nance, phys-
ics and biosciences on common theoretical foundations
• Replete with practical examples of applications to classic and current research prob-
lems in various elds.
Numerical Analysis and Scientic Computing Series
Series Editors:
Frederic Magoules, Choi-Hong Lai
About the Series
is series, comprising of a diverse collection of textbooks, references, and
handbooks, brings together a wide range of topics across numerical analysis
and scientic computing. e books contained in this series will appeal to an
academic audience, both in mathematics and computer science, and natu-
rally nd applications in engineering and the physical sciences.
Modelling with Ordinary Dierential Equations
A Comprehensive Approach
Alo Borzì
Numerical Methods for Unsteady Compressible Flow Problems
Philipp Birken
A Gentle Introduction to Scientic Computing
Dan Stanescu, Long Lee
Introduction to Computational Engineering with MATLAB
Timothy Bower
An Introduction to Numerical Methods
A MATLAB® Approach, Fifth Edition
Abdelwahab Kharab, Ronald Guenther
e Sequential Quadratic Hamiltonian Method
Solving Optimal Control Problems
Alo Borzì
Advances in eoretical and Computational Fluid Mechanics
Existence, Blow-up, and Discrete Exterior Calculus Algorithms
Terry Moschandreou, Keith Afas, Khoa Nguyen
Stochastic Methods in Scientic Computing
From Foundations to Advanced Techniques
Massimo D’Elia, Kurt Langfeld, Biagio Lucini
For more information about this series please visit: https://www.crcpress.com/
Chapman--HallCRC-Numerical-Analysis-and-Scientific-Computing-Series/
book-series/CHNUANSCCOM
摘要：

探索科学计算中的随机方法，从基础理论到高级技术，本内容系统介绍了随机过程、蒙特卡罗模拟、随机微分方程及不确定性量化等核心方法在科学计算中的应用。内容涵盖概率论基础、随机数生成、方差缩减技术、马尔可夫链蒙特卡罗（MCMC）算法、随机优化方法，以及在高维积分、物理模拟、金融模型和机器学习中的前沿应用。适合计算数学、统计物理、数据科学及工程领域的研究者与从业者，帮助读者掌握用随机性解决复杂科学与工程问题的系统思维与实用技巧。

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作者：阿拉丁 分类：专业资料 价格：20星币 属性：402 页 大小：10.13MB 格式：PDF 时间：2024-11-13

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