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Tobias Neckel & Florian Rupp 
Random Differential Equations in Scientific Computing [PDF ebook] 

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Cover of Tobias Neckel & Florian Rupp: Random Differential Equations in Scientific Computing (PDF)

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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About the author

Tobias Neckel and Florian Rupp, TU München, München, Germany.
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Language English ● Format PDF ● Pages 650 ● ISBN 9788376560267 ● File size 10.6 MB ● Publisher De Gruyter Open ● City Basel/Berlin/Boston ● Published 2013 ● Edition 1 ● Downloadable 24 months ● Currency EUR ● ID 7348845 ● Copy protection Adobe DRM
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