Random Differential Equations in Scientific Computing

By Tobias Neckel and Florian Rupp

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.

• Format: Hardcover
• Language: English
• ISBN: 8376560255
• ISBN13: 9788376560250
• Release Date: December 2013
• Publisher: Walter de Gruyter
• Length: 650 Pages
• Weight: 3.82 lbs.
• Dimensions: 1.9" x 7.0" x 10.0"
• Grade Range: Postsecondary