This thesis is in two parts. Part I concerns simulation of random fields using the circulant embedding method, and Part II studies the numerical solution of stochastic differential equations (SDEs).
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:603185 |
| Date | January 2014 |
| Creators | Taylor, Phillip |
| Contributors | Powell, Catherine ; Shardlow, Tony |
| Publisher | University of Manchester |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html |
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