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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.
Produkteigenschaften
- Artikelnummer: 9788376560250
- Medium: Buch
- ISBN: 978-83-7656-025-0
- Verlag: Sciendo
- Erscheinungstermin: 18.12.2013
- Sprache(n): Englisch
- Auflage: 1. Auflage 2013
- Produktform: Gebunden
- Gewicht: 1265 g
- Seiten: 650
- Format (B x H x T): 175 x 246 x 41 mm
- Ausgabetyp: Kein, Unbekannt