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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| Format: | Electronic Book Chapter |
| Language: | English |
| Published: |
De Gruyter
2013
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| Subjects: | |
| Online Access: | DOAB: download the publication DOAB: description of the publication |
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| Summary: | 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. |
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| Physical Description: | 1 electronic resource (650 p.) |
| ISBN: | 9788376560267 |
| DOI: | 10.2478/9788376560267 |
| Access: | Open Access |