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

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.

Preface | ||||

PART I: Deterministic differential equations |
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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 |
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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 |
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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 |