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Random Differential Equations in Scientific Computing
Tobias Neckel and Florian Rupp
2013
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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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Keywords
- dynamical systems
- Random differential equations
- Random differential equations, dynamical systems, scientific computing
- scientific computing
Links
DOI: 10.2478/9788376560267Editions