Random Differential Equations in Scientific Computing
(Sprache: Englisch)
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...
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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.
Autoren-Porträt von Tobias Neckel, Florian Rupp
Tobias Neckel and Florian Rupp, TU München, München, Germany.
Bibliographische Angaben
- Autoren: Tobias Neckel , Florian Rupp
- 2013, 650 Seiten, 61 Schwarz-Weiß-Abbildungen, Maße: 16,9 x 24,2 cm, Gebunden, Englisch
- Verlag: De Gruyter
- ISBN-10: 8376560255
- ISBN-13: 9788376560250
- Erscheinungsdatum: 27.12.2013
Sprache:
Englisch
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