Random Differential Equations in Scientific Computing

Neckel Tobias ; Rupp Florian

keywords: Random differential equations;    dynamical systems;    scientific computing;   

Publisher: De Gruyter

Subject:数学（综合）

【 摘 要 】

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.

【 授权许可】

CC BY-NC-ND   
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivs 3.4 license, which means that the text may be used for non-commercial purposes, provided credit is given to the authors. For details go to http://creativecommons.org/licen

【 图 表 】

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