中图分类法:	O211.63 版次：
著者:	Lord, Gabriel J.,
题名:	An introduction to computational stochastic PDEs / / ,
载体形态:	xi, 503 pages : illustrations (some color) ; 26 cm.
内容提要:	"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