Random Differential Equations in Scientific Computing

• Main Author: Rupp, Florian (auth)
• Other Authors: Neckel, Tobias (auth)
• Format: Electronic Book Chapter
• Language: English
• Published: De Gruyter 2013
• Subjects: dynamical systems; scientific computing; Random differential equations
• Online Access: DOAB: download the publication; DOAB: description of the publication

This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering state-of-the-art concepts of both dynamical systems and scientific computing. The red line...