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 https://purl.org/coar/access_right/c_abf2
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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This eBook is made available Open Access. Unless otherwise specified individually in the content, the work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives (CC BY-NC-ND) license:
In English.
9788376560267
Mathematics. MATHEMATICS / General.
Random differential equations, dynamical systems, scientific computing.