Keywords:
mathematics
;
analysis
Description / Table of Contents:
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.
Pages:
Online-Ressource (XXII, 624 Seiten)
ISBN:
9788376560267
URL:
http://www.degruyter.com/viewbooktoc/product/209754
Language:
English
