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Random differential equations in scientific computing /

"This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centered point of view. We take an interdisciplinary approach by considering state-of-the-art concepts of both dynamical systems and scientific computing. ... The a...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Neckel, Tobias (Autor), Rupp, Florian, 1978- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Versita, [2013]
Colección:Versita discipline. Mathematics.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:"This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centered point of view. We take an interdisciplinary approach by considering state-of-the-art concepts of both dynamical systems and scientific computing. ... The areas covered here are of importance for interdisciplinary courses in informatics, engineering and mathematics. ... From a methodological point of view, 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."--Preface, pages iii-iv
Descripción Física:1 online resource (xxii, 624 pages) : illustrations
Público:"Our intended audiences are those of beginning graduate/master level courses on theory and numerics of stochastically perturbed differential equations."--Preface, page iv
Bibliografía:Includes bibliographical references and index.
ISBN:9788376560267
8376560263