Random differential equations in scientific computing / / Tobias Neckel, Florian Rupp.

• Superior document: Versita Discipline: Mathematics
• VerfasserIn: Neckel, Tobias,; Rupp, Florian,
• TeilnehmendeR: Rupp, Florian,
• Place / Publishing House: London, England : : Versita, Versita Limited,, 2013.; ©2013
• Year of Publication: 2013
• Language: English
• Series: Versita discipline. Mathematics.
• Physical Description: 1 online resource (650 pages) :; illustrations.
• Notes: Bibliographic Level Mode of Issuance: Monograph
• Other title: Front matter --; Preface --; Acknowledgments --; Contents --; Part I Motivation and Decomposition of Multi-Storey Building Excitation Problems --; Part II The Path-Wise Deterministic Setting --; Part III Efficient Data Structures & the Propagation of Random Excitations --; Part IV Path-Wise Solutions of Random Differential Equations and Their Simulation --; Part V The Workshop Project --; Index --; Bibliography
• Bibliography: Includes bibliographical references and index.
• Hierarchical level: Monograph
• Statement of Responsibility: Tobias Neckel, 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.