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  • 1
    Online Resource
    Online Resource
    [Erscheinungsort nicht ermittelbar] : De Gruyter
    UID:
    gbv_1778663648
    Format: 1 Online-Ressource (650 p.)
    ISBN: 9788376560267
    Content: 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
    Note: English
    Language: English
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