Random Differential Equations in Scientific Computing

Random Differential Equations in Scientific Computing
Author :
Publisher : Walter de Gruyter
Total Pages : 650
Release :
ISBN-10 : 9788376560267
ISBN-13 : 8376560263
Rating : 4/5 (263 Downloads)

Book Synopsis Random Differential Equations in Scientific Computing by : Tobias Neckel

Download or read book Random Differential Equations in Scientific Computing written by Tobias Neckel and published by Walter de Gruyter. This book was released on 2013-12-17 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Random Differential Equations in Scientific Computing Related Books

Random Differential Equations in Scientific Computing
Language: en
Pages: 650
Authors: Tobias Neckel
Categories: Mathematics
Type: BOOK - Published: 2013-12-17 - Publisher: Walter de Gruyter

DOWNLOAD EBOOK

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 inte
Random Fields and Stochastic Partial Differential Equations
Language: en
Pages: 236
Authors: Y. Rozanov
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book considers some models described by means of partial dif ferential equations and boundary conditions with chaotic stochastic disturbance. In a framewor
Spatial Branching Processes, Random Snakes and Partial Differential Equations
Language: en
Pages: 170
Authors: Jean-Francois Le Gall
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

DOWNLOAD EBOOK

This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to
Random Fields and Stochastic Partial Differential Equations
Language: en
Pages: 114
Authors: Yu. A. Rozanov
Categories: Stochastic partial differential equations
Type: BOOK - Published: 1991 - Publisher:

DOWNLOAD EBOOK

Random Partial Differential Equations
Language: en
Pages: 168
Authors: HORNUNG
Categories: Science
Type: BOOK - Published: 2013-11-22 - Publisher: Birkhäuser

DOWNLOAD EBOOK