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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Autores principales: Rupp, Florian, Neckel, Tobias
Formato: Online
Lenguaje:inglés
Publicado: De Gruyter 2021
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Acceso en línea:15907
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author Rupp, Florian
Neckel, Tobias
author_browse Neckel, Tobias
Rupp, Florian
author_facet Rupp, Florian
Neckel, Tobias
author_sort Rupp, Florian
collection Directory of Open Access Books
description 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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publishDate 2021
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spelling doab-20.500.12854ir-576072023-12-20T18:40:37Z Random Differential Equations in Scientific Computing Rupp, Florian Neckel, Tobias QA1-939 dynamical systems scientific computing Random differential equations bic Book Industry Communication::P Mathematics & science 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. 2021-02-12T00:48:27Z 2021-02-12T00:48:27Z 2014-03-05 13:15:31 2013 book 15907 9788376560267 https://directory.doabooks.org/handle/20.500.12854/57607 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://doi.org/10.2478/9788376560267 De Gruyter 10.2478/9788376560267 10.2478/9788376560267 af2fbfcc-ee87-43d8-a035-afb9d7eef6a5 9788376560267 650 open access
spellingShingle QA1-939
dynamical systems
scientific computing
Random differential equations
bic Book Industry Communication::P Mathematics & science
Rupp, Florian
Neckel, Tobias
Random Differential Equations in Scientific Computing
title Random Differential Equations in Scientific Computing
title_full Random Differential Equations in Scientific Computing
title_fullStr Random Differential Equations in Scientific Computing
title_full_unstemmed Random Differential Equations in Scientific Computing
title_short Random Differential Equations in Scientific Computing
title_sort random differential equations in scientific computing
topic QA1-939
dynamical systems
scientific computing
Random differential equations
bic Book Industry Communication::P Mathematics & science
topic_facet QA1-939
dynamical systems
scientific computing
Random differential equations
bic Book Industry Communication::P Mathematics & science
url 15907
work_keys_str_mv AT ruppflorian randomdifferentialequationsinscientificcomputing
AT neckeltobias randomdifferentialequationsinscientificcomputing