Random differential equations in scientific computing / / 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...

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Superior document:Versita Discipline: Mathematics
VerfasserIn:
TeilnehmendeR:
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
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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. 
260 |b De Gruyter  |c 2013 
264 1 |a London, England :  |b Versita, Versita Limited,  |c 2013. 
264 4 |c ©2013 
300 |a 1 online resource (650 pages) :  |b illustrations. 
336 |a text  |b txt 
337 |a computer  |b c 
338 |a online resource  |b cr 
490 1 |a Versita Discipline: Mathematics 
500 |a Bibliographic Level Mode of Issuance: Monograph 
546 |a English 
540 |a This eBook is made available Open Access. Unless otherwise specified individually in the content, the work is licensed under the Creative Commons Attribution-Non Commercial-No Derivatives (CC BY-NC-ND) license:  |u https://creativecommons.org/licenses/by-nc-nd/3.0  |u https://www.degruyter.com/dg/page/open-access-policy 
520 |a 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. 
505 0 0 |t Front matter --  |t Preface --  |t Acknowledgments --  |t Contents --  |t Part I Motivation and Decomposition of Multi-Storey Building Excitation Problems --  |t Part II The Path-Wise Deterministic Setting --  |t Part III Efficient Data Structures & the Propagation of Random Excitations --  |t Part IV Path-Wise Solutions of Random Differential Equations and Their Simulation --  |t Part V The Workshop Project --  |t Index --  |t Bibliography 
504 |a Includes bibliographical references and index. 
588 |a Description based on online resource; title from PDF title page (ebrary, viewed May 26, 2015). 
650 0 |a Differential equations. 
653 |a Random differential equations, dynamical systems, scientific computing. 
700 1 |a Rupp, Florian,  |e author. 
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