Random Differential Equations in Scientific Computing

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...

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Detaylı Bibliyografya
Yazar: Rupp, Florian (auth)
Diğer Yazarlar: Neckel, Tobias (auth)
Materyal Türü: Elektronik Kitap Bölümü
Dil:İngilizce
Baskı/Yayın Bilgisi: De Gruyter 2013
Konular:
Online Erişim:DOAB: download the publication
DOAB: description of the publication
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Diğer Bilgiler
Özet: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 pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary differential equations. The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.
Fiziksel Özellikler:1 electronic resource (650 p.)
ISBN:9788376560267
DOI:10.2478/9788376560267
Erişim:Open Access