Random Differential Equations in Scientific Computing
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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| Formato: | Libro |
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De Gruyter Open Poland
2013
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=1447593&site=ehost-live header: @attributes: shortDbName: nlebk uiTerm: 1447593 longDbName: eBook Collection (EBSCOhost) uiTag: AN controlInfo: bkinfo: btl: Random Differential Equations in Scientific Computing aug: au: Tobias Neckel Florian Rupp isbn: 9788376560250 9788376560267 imageinfo: pubinfo: dt: @attributes: year: 2013 month: 01 day: 01 dtAvail: @attributes: year: 2022 month: 01 day: 13 pub: De Gruyter Open Poland pubContract: De Gruyter place: Warschau/Berlin price: 0.01 limitsGroup: maxCheckoutDays: 1500 pda: N printPagesOffline: 100 printPagesOnline: 100 previewPages: 10000 prePubGroup: dewey: @attributes: class: 519.2 item: 519 .2 lc: @attributes: class: QA274.23 item: QA 274 .23 artinfo: ui: 1447593 1013953551 formats: fmt: @attributes: type: EB doid: NL$1447593$PDF caption: PDF download: Y tig: atl: Random Differential Equations in Scientific Computing ptl: Random Differential Equations in Scientific Computing aug: au: Tobias Neckel Florian Rupp su: Stochastic differential equations--Data processing Mathematics Engineering--Data processing Science--Data processing sug: subj: MATHEMATICS / General MATHEMATICS / Differential Equations / General MATHEMATICS / Probability & Statistics / General MATHEMATICS / Mathematical Analysis Stochastic differential equations--Data processing Mathematics Engineering--Data processing Science--Data processing ab: 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. pubtype: eBook doctype: Book ougenre: Book language: English copyright: @attributes: flag: N copyrightText: holdings: @attributes: islocal: N |
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