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
- 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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