Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Random Differential Equations in Scientific Computing

Random Differential Equations in Scientific Computing

Neckel, Tobias
Rupp, Florian

Hardcover

General MathematicsProbability & Statistics

ISBN10: 8376560255
ISBN13: 9788376560250
Publisher: De Gruyter Brill Inc
Published: Dec 18 2013
Pages: 650
Weight: 3.82
Height: 1.94 Width: 7.00 Depth: 10.00
Language: English

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

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