An Introduction to Computational Stochastic PDEs

Cambridge Texts in Applied Mathematics, CUP, In preparation

Gabriel Lord (Heriot-Watt)       Catherine Powell (Manchester)      Tony Shardlow (Bath)
Manchester Est. 1824

The M-files from the book are available to download.

A password (available to instructors by contacting one of the authors) is necessary to access the solutions.

The current typo list.

Preface  
PART I: Deterministic differential equations
1 Linear analysis (M-files) Solutions (M-files)
2 Galerkin approximation and finite elements (M-files) Solutions (M-files)
3 Time dependent differential equations (M-files) Solutions (M-files)
PART II: Stochastic processes and random fields
4 Probability theory (M-files) Solutions (M-files)
5 Stochastic processes (M-files) Solutions (M-files)
6 Stationary Gaussian processes (M-files) Solutions (M-files)
7 Random fields (M-files) Solutions (M-files)
PART III: Stochastic differential equations
8 Stochastic Ordinary Differential Equations (SODEs) (M-files) Solutions (M-files)
9 Elliptic PDEs with random data (M-files) Solutions (M-files)
10 Semilinear stochastic PDEs (M-files)
Appendix and References