Random Differential Equations in Scientific Computing

Tobias Neckel; Florian Rupp

Open Access Published by De Gruyter Open Poland 2013

Random Differential Equations in Scientific Computing

Tobias Neckel and Florian Rupp

https://doi.org/10.2478/9788376560267

Overview
Contents

About this book

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.

Theory and numerics of random differential equations from an interdisciplinary and problem-centered point of view.
State–of-the-art concepts of both dynamical systems and scientific computing.

Author / Editor information

Tobias Neckel and Florian Rupp, TU München, München, Germany.

Topics

Frontmatter Publicly Available Download PDF	1
Preface Publicly Available Download PDF	6
Acknowledgments Publicly Available Download PDF	16
Contents Publicly Available Download PDF	17
Part I Motivation and Decomposition of Multi-Storey Building Excitation Problems Publicly Available Download PDF	27
Part II The Path-Wise Deterministic Setting Publicly Available Download PDF	211
Part III Efficient Data Structures & the Propagation of Random Excitations Publicly Available Download PDF	361
Part IV Path-Wise Solutions of Random Differential Equations and Their Simulation Publicly Available Download PDF	447
Part V The Workshop Project Publicly Available Download PDF	595
Index Publicly Available Download PDF	629
Bibliography Publicly Available Download PDF	635

(Deutsch)

Language: English
Publisher: De Gruyter Open Poland
Audience: Beginning graduate/ master level students of theory and numerics of stochastically perturbed differential equations.
Pages
- Main content: 650
Illustrations
- Illustrations: 56
- Coloured Illustrations: 61
- Tables: 7
Keywords: Random differential equations; dynamical systems; scientific computing

eBook

Published: December 17, 2013
ISBN: 9788376560267

Hardcover

Published: December 18, 2013
ISBN: 9788376560250