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: | , |
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| Formato: | Online |
| Lenguaje: | inglés |
| Publicado: |
De Gruyter
2021
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| Materias: | |
| Acceso en línea: | 15907 |
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| _version_ | 1863743554899148800 |
|---|---|
| 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. |
| format | Online |
| id | doab-20.500.12854ir-57607 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | De Gruyter |
| publisherStr | De Gruyter |
| record_format | ojs |
| 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 |