This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi

This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation.

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research

This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor