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Architecture --- Buildings --- Tōkyō (Japon) --- Architectuur ; Japan ; 1990-1997 --- Hasegawa, Itsuko --- Sone, Kouichi --- Enomoto, Toshio --- TAO Architects (Kimura Takeo) --- 72(520) --- 72.038(520) --- Architectuur ; Japan --- Architectuurgeschiedenis ; 1950 - 2000 ; Japan --- architecture [object genre] --- Tokyo --- Holl, Steven --- Tange, Kenzo --- Architecture, Western (Western countries) --- Building design --- Construction --- Western architecture (Western countries) --- Art --- Building --- History --- Design and construction --- Tokyo (Japan) --- Tokyo (Japan : Prefecture) --- Tokyo Metropolitan Government (Japan) --- Tonggyŏng (Japan) --- Tokio (Japan) --- Tʻokʻyoo (Japan) --- Tung-ching tu (Japan) --- Tung-ching tu tʻing (Japan) --- Tōkyō-shi (Japan) --- Tung-ching (Japan) --- Dongjing (Japan) --- 東京 (Japan) --- Tokyo Metropolis (Japan) --- 東京都 (Japan) --- Tōkyō-to (Japan) --- طوكيو (Japan) --- Ṭūkiyū (Japan) --- Горад Токіа (Japan) --- Horad Tokia (Japan) --- Токіа (Japan) --- Tokia (Japan) --- Токио (Japan) --- Edo (Japan) --- Shinagawa-ken (Japan) --- Tokyo (Japan : Fu) --- Buildings, structures, etc. --- Architecture moderne --- Design architectural --- 71.038(520) --- Architectuur ; Japan ; 2de helft 20ste eeuw --- Geschiedenis van de stedenbouw ; 1950 - 2000 ; Japan --- 동경 (Japan) --- Dongjing du (Japan) --- Dongjing du ting (Japan) --- 东京 (Japan) --- Toukio (Japan) --- Architecture, Primitive --- Architecture - Japan - Tokyo - 20th century. --- Tōkyō (Japon)
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"This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of the art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modeling and materials science"--
Stochastic partial differential equations. --- 517.95 --- 519.63 --- 681.3*G18 --- Banach spaces, Stochastic differential equations in --- Hilbert spaces, Stochastic differential equations in --- SPDE (Differential equations) --- Stochastic differential equations in Banach spaces --- Stochastic differential equations in Hilbert spaces --- Differential equations, Partial --- Partial differential equations --- Numerical methods for solution of partial differential equations --- Partitial differential equations: domain decomposition methods; elliptic equations; finite difference methods; finite element methods; finite volume methods; hyperbolic equations; inverse problems; iterative solution techniques; methods of lines; multigrid and multilevel methods; parabolic equations; special methods --- Équations aux dérivées partielles stochastiques --- 519.63 Numerical methods for solution of partial differential equations --- 517.95 Partial differential equations --- Équations aux dérivées partielles stochastiques --- Stochastic partial differential equations
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This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of-the-art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modelling and materials science.
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