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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

MARC

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100 1 |a Neckel, Tobias,  |e author. 
245 1 0 |a Random differential equations in scientific computing /  |c Tobias Neckel, Florian Rupp. 
264 1 |a London :  |b Versita,  |c [2013] 
264 4 |c ©2013 
300 |a 1 online resource (xxii, 624 pages) :  |b illustrations 
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490 1 |a Versita discipline. Mathematics 
504 |a Includes bibliographical references and index. 
505 0 |a Motivation and decomposition of multi-storey building excitation problems -- The path-wise deterministic setting -- Efficient data structures & the propagation of random excitations -- Path-wise solutions of random differential equations and their simulation -- The workshop project. 
520 |a "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 
521 8 |a "Our intended audiences are those of beginning graduate/master level courses on theory and numerics of stochastically perturbed differential equations."--Preface, page iv 
588 0 |a Online resource; title from PDF title page (Versita, viewed December 27, 2013). 
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650 0 |a Stochastic differential equations  |x Data processing. 
650 0 |a Science  |x Data processing. 
650 0 |a Engineering  |x Data processing. 
650 6 |a Équations différentielles stochastiques  |x Informatique. 
650 6 |a Sciences  |x Informatique. 
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830 0 |a Versita discipline.  |p Mathematics. 
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