TY  - BOOK
AU  - Neckel,Tobias
AU  - Rupp,Florian
TI  - Random Differential Equations in Scientific Computing
SN  - 9788376560267
AV  - QA274.23 .N4
U1  - 519.23 23
PY  - 2013///]
CY  - Warsaw, Berlin : 
PB  - De Gruyter Open Poland, 
KW  - Engineering
KW  - Data processing
KW  - Mathematics
KW  - Science
KW  - Stochastic differential equations
KW  - Random differential equations, dynamical systems, scientific computing
KW  - Numerisches Verfahren
KW  - gnd
KW  - Stochastische Differentialgleichung
KW  - Dynamisches System
KW  - Zufällige Differentialgleichung
KW  - MATHEMATICS / General
KW  - bisacsh
N1  - Frontmatter --; 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; Open Access
N2  - 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
UR  - https://doi.org/10.2478/9788376560267
UR  - https://www.degruyter.com/cover/covers/9788376560267.jpg
ER  -