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Random Differential Equations in Scientific Computing

Bibliographic Details
Title: Random Differential Equations in Scientific Computing
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.
Authors: Tobias Neckel, Florian Rupp
Resource Type: eBook.
Subjects: 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
Database: eBook Index
FullText Text:
  Availability: 0
Header DbId: edsebk
DbLabel: eBook Index
An: 1447593
RelevancyScore: 906
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 905.839782714844
IllustrationInfo
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  Data: Random Differential Equations in Scientific Computing
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  Data: 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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  Data: <searchLink fieldCode="AR" term="%22Tobias+Neckel%22">Tobias Neckel</searchLink><br /><searchLink fieldCode="AR" term="%22Florian+Rupp%22">Florian Rupp</searchLink>
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  Data: <searchLink fieldCode="DE" term="%22Stochastic+differential+equations--Data+processing%22">Stochastic differential equations--Data processing</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematics%22">Mathematics</searchLink><br /><searchLink fieldCode="DE" term="%22Engineering--Data+processing%22">Engineering--Data processing</searchLink><br /><searchLink fieldCode="DE" term="%22Science--Data+processing%22">Science--Data processing</searchLink>
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 519.2
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Stochastic differential equations--Data processing
        Type: general
      – SubjectFull: Mathematics
        Type: general
      – SubjectFull: Engineering--Data processing
        Type: general
      – SubjectFull: Science--Data processing
        Type: general
    Titles:
      – TitleFull: Random Differential Equations in Scientific Computing
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Tobias Neckel
      – PersonEntity:
          Name:
            NameFull: Florian Rupp
      – PersonEntity:
          Name:
            NameFull: Tobias Neckel
      – PersonEntity:
          Name:
            NameFull: Florian Rupp
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2013
            – D: 13
              M: 01
              Type: profile
              Y: 2022
          Identifiers:
            – Type: isbn-print
              Value: 9788376560250
            – Type: isbn-electronic
              Value: 9788376560267
          Titles:
            – TitleFull: Random Differential Equations in Scientific Computing
              Type: main
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