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...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book Chapter |
| Published: |
De Gruyter
2013
|
| Subjects: | |
| Online Access: | Get Fullteks DOAB: description of the publication |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 01906naaaa2200277uu 4500 | ||
|---|---|---|---|
| 001 | doab_20_500_12854_57607 | ||
| 005 | 20210212 | ||
| 020 | |a 9788376560267 | ||
| 020 | |a 9788376560267 | ||
| 024 | 7 | |a 10.2478/9788376560267 |c doi | |
| 041 | 0 | |a English | |
| 042 | |a dc | ||
| 100 | 1 | |a Rupp, Florian |4 auth | |
| 700 | 1 | |a Neckel, Tobias |4 auth | |
| 245 | 1 | 0 | |a Random Differential Equations in Scientific Computing |
| 260 | |b De Gruyter |c 2013 | ||
| 300 | |a 1 electronic resource (650 p.) | ||
| 506 | 0 | |a Open Access |2 star |f Unrestricted online access | |
| 520 | |a 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. | ||
| 540 | |a Creative Commons |f https://creativecommons.org/licenses/by-nc-nd/4.0/ |2 cc |4 https://creativecommons.org/licenses/by-nc-nd/4.0/ | ||
| 546 | |a English | ||
| 653 | |a dynamical systems | ||
| 653 | |a scientific computing | ||
| 653 | |a Random differential equations | ||
| 856 | 4 | 0 | |a www.oapen.org |u https://doi.org/10.2478/9788376560267 |7 0 |z Get Fullteks |
| 856 | 4 | 0 | |a www.oapen.org |u https://directory.doabooks.org/handle/20.500.12854/57607 |7 0 |z DOAB: description of the publication |