TY - BOOK AU - Toral,Raúl AU - Colet,Pere TI - Stochastic numerical methods: an introduction for students and scientists SN - 1306907977 AV - QA214 .T384 2014 U1 - 511.8 PY - 2014/// CY - Weinheim, Germany PB - Wiley-VCH KW - Numerical analysis KW - Stochastic analysis KW - Stochastic control theory KW - MATHEMATICS KW - Applied KW - bisacsh KW - Probability & Statistics KW - General KW - fast KW - Electronic books N1 - Includes bibliographical references; ssh N2 - Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis UR - http://dx.doi.org/10.1002/9783527683147 ER -