TY - BOOK

T1 - Random differential equations in scientific computing

AU - Neckel, Tobias

AU - Rupp, Florian

AU - Nowacka-Leverton, Aleksandra

AU - Rogers, Nick

N1 - Publisher Copyright:
Copyright © 2013 Florian Rupp and Tobias Neckel.

PY - 2013/12

Y1 - 2013/12

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=84924915071&partnerID=8YFLogxK

U2 - 10.2478/9788376560267

DO - 10.2478/9788376560267

M3 - Book

AN - SCOPUS:84924915071

SN - 8376560255

SN - 9788376560250

BT - Random differential equations in scientific computing

PB - Versita

ER -