Neckel / Rupp Random Differential Equations in Scientific Computing

1. Auflage 2013
ISBN: 978-83-7656-026-7
Verlag: De Gruyter
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 650 Seiten

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/Hrsg.

Neckel, Tobias

Rupp, Florian

Fachgebiete

• Mathematik | Informatik EDV | Informatik Informatik Theoretische Informatik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen

Über Autor(innen)

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