Stochastic Differential Equations for Science and Engineering

Thygesen, Uffe Høgsbro

Stochastic Differential Equations for Science and Engineering
  • 出版商: CRC
  • 出版日期: 2023-06-15
  • 售價: $4,140
  • 貴賓價: 9.5 折 $3,933
  • 語言: 英文
  • 頁數: 366
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 103223217X
  • ISBN-13: 9781032232171

    • 下單後立即進貨 (約2~4週)

相關主題

商品描述

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises.

Features:

  • Contains numerous exercises, examples, and applications
  • Suitable for science and engineering students at Master's or PhD level
  • Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examples
  • GitHub repository available at: https: //github.com/Uffe-H-Thygesen/SDEbook and https: //github.com/Uffe-H-Thygesen/SDEtools

商品描述(中文翻譯)

《科學與工程中的隨機微分方程》針對碩士和博士級別的學生。本書詳細描述了隨機微分方程的數學構建，適合目標讀者的程度，同時討論了在估計、穩定性分析和控制方面的應用。本書包含了大量的例子和具有挑戰性的練習題。計算方面在本書中佔有重要地位，因此文本附帶了一個在GitHub上的存儲庫，其中包含了一個在R中實現了本書中描述的算法的工具箱，可以重新生成所有圖形的代碼，以及練習題的解答。特點如下：
- 包含大量練習題、例子和應用
- 適合碩士和博士級別的科學和工程學生
- 對數學理論進行了全面的處理，同時提供了易於理解的激勵例子
- GitHub存儲庫位於: https://github.com/Uffe-H-Thygesen/SDEbook 和 https://github.com/Uffe-H-Thygesen/SDEtools

作者簡介

Uffe Høgsbro Thygesen received his Ph.D. degree from the Technical University of Denmark in 1999, based on a thesis on stochastic control theory. He worked with applications to marine ecology and fisheries until 2017, where he joined the Department of Applied Mathematics and Computer Science at the same university. His research interests are centered on deterministic and stochastic dynamic systems and involve times series analysis, control, and dynamic games, primarily with applications in life science. In his spare time he teaches sailing and kayaking and learns guitar and photography.

作者簡介(中文翻譯)

Uffe Høgsbro Thygesen於1999年從丹麥技術大學獲得博士學位，其論文主題為隨機控制理論。他曾在海洋生態學和漁業應用方面工作，直到2017年加入同一所大學的應用數學和計算機科學系。他的研究興趣主要集中在確定性和隨機動態系統，包括時間序列分析、控制和動態博弈，主要應用於生命科學領域。在閒暇時間，他教授帆船和皮划艇，並學習吉他和攝影。

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