Random Differential Equations in Scientific Computing (inbunden)
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
650
Utgivningsdatum
2013-12-18
Förlag
De Gruyter
Medarbetare
Rupp, Florian
Illustrationer
56 Illustrations, black and white; 61 Illustrations, color; 7 Tables, black and white; 56 Illustrati
Dimensioner
254 x 178 x 49 mm
Vikt
1734 g
Antal komponenter
1
Komponenter
HC runder Rücken kaschiert
ISBN
9788376560250
Random Differential Equations in Scientific Computing (inbunden)

Random Differential Equations in Scientific Computing

Inbunden Engelska, 2013-12-18
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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.
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Tobias Neckel and Florian Rupp, TU Munchen, Munchen, Germany.