Random Differential Equations in Scientific Computing

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Random Differential Equations in Scientific Computing is written by Tobias Neckel and published by . It's available with International Standard Book Number or ISBN identification 8376560247 (ISBN 10) and 9788376560243 (ISBN 13).

"This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centered point of view. We take an interdisciplinary approach by considering state-of-the-art concepts of both dynamical systems and scientific computing. [...] The areas covered here are of importance for interdisciplinary courses in informatics, engineering and mathematics. [...] From a methodological point of view, 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." --Preface, pages iii-iv.