Random differential equations in scientific computing / Tobias Neckel, Florian Rupp.

Format:

Book

Author/Creator:

Neckel, Tobias, author.

Rupp, Florian, author.

Series:

Versita discipline. Mathematics.

Versita Discipline: Mathematics

Language:

English

Subjects (All):

Differential equations.

Physical Description:

1 online resource (650 pages) : illustrations.

Edition:

1st ed.

Place of Publication:

London, England : Versita, Versita Limited, 2013.

Language Note:

English

Summary:

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.

Contents:

Front matter

Preface

Acknowledgments

Contents

Part I Motivation and Decomposition of Multi-Storey Building Excitation Problems

Part II The Path-Wise Deterministic Setting

Part III Efficient Data Structures & the Propagation of Random Excitations

Part IV Path-Wise Solutions of Random Differential Equations and Their Simulation

Part V The Workshop Project

Index

Bibliography

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references and index.

This eBook is made available Open Access. Unless otherwise specified individually in the content, the work is licensed under the Creative Commons Attribution-Non Commercial-No Derivatives (CC BY-NC-ND) license: https://creativecommons.org/licenses/by-nc-nd/3.0 https://www.degruyter.com/dg/page/open-access-policy

Description based on online resource; title from PDF title page (ebrary, viewed May 26, 2015).

OCLC:

1013953551