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Random Differential Equations in Scientific Computing

Random Differential Equations in Scientific Computing

by Florian Rupp and Tobias Neckel
Hardback
Age range: 22+ years old Publication Date: 18/12/2013
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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.
ISBN:
9788376560250
9788376560250
Category:
Mathematics
Age range:
22+ years old
Format:
Hardback
Publication Date:
18-12-2013
Publisher:
De Gruyter
Country of origin:
Germany
Pages:
650
Dimensions (mm):
240x170mm
Weight:
1.15kg

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