EAN: 9788376560250

RANDOM DIFFERENTIAL EQUATIONS IN SCIENTIFIC COM...

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.

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