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Introduction to Computational Stochastic PDEs - Lord, Gabriel J. (Heriot-Watt University, Edinburgh) a Powell, Catherine E. (University of Manchester) a Shardlow, Tony (University of Bath)

This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB® codes are included, so that readers can perform computations themselves and solve the test problems discussed.

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