eBook
Random Differential Equations in Scientific Computing
| Τίτλος: | Random Differential Equations in Scientific Computing |
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| Περιγραφή: | 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. |
| Συγγραφείς: | Tobias Neckel, Florian Rupp |
| Resource Type: | eBook. |
| Θέματα: | Stochastic differential equations--Data processing, Mathematics, Engineering--Data processing, Science--Data processing |
| Categories: | MATHEMATICS / General, MATHEMATICS / Differential Equations / General, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Mathematical Analysis |
| Βάση Δεδομένων: | eBook Index |
| ISBN: | 9788376560250 9788376560267 |
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