Random Differential Equations in Scientific Computing - Couverture rigide

Neckel, Tobias; Rupp, Florian

Couverture rigide

ISBN 10 : 8376560255 ISBN 13 : 9788376560250

Editeur : De Gruyter, 2013

Synopsis

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.

A propos du livre

À propos de l?auteur

Tobias Neckel and Florian Rupp, TU München, München, Germany.

Détails de l'édition

• Éditeur: De Gruyter
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 8376560255
• ISBN 13: 9788376560250
• Reliure: Relié
• Nombre de pages: 650
• Coordonnées du fabricant: productsafety@degruyterbrill.com; productsafety@degruyterbrill.com; ; Theaterstraße 13; Göttingen; 37073; Allemagne