000			01098nam a2200181Ia 4500
005			20241211205632.0
008			241211s2004 xx 000 0 und d
020			_afcnm1436
082			_a530.15I/M57
100			_aMilstein G. N.
245		0	_aStochastic Numerics for Mathematical Physics
250			_a1ra
260			_aNew York : _bSpringer, _c2004
300			_a594 páginas
505			_a1.Mean-square approximation for stochastic differential equations. 2.Weak approximation for stochastic differential equations. 3.Numerical methods for SDEs with small noise. 4.Stochastic Hamiltonian systems and langevin-type equation. 5.Simulation of space and space-time bounded diffusions. 6.Random walks for linear boundary value problems. 7.Probabilistic approach to numerical solution of the Cauchy problem for nonlinear parabolic equations. 8.Numerical solution of the nonlinear Dirichlet and Neumann problem based on the probabilistic approach. 9.Applications of stochastic numerics to models with stochastic resonance and to Brownian ratchets.
700			_a Tretyakov, M. V.
942			_yLIB
999			_c50659 _d50659