TY - BOOK ID - 137398538 TI - Random differential equations in scientific computing AU - Neckel, Tobias AU - Rupp, Florian PY - 2013 PB - De Gruyter DB - UniCat KW - Differential equations. KW - Random differential equations, dynamical systems, scientific computing. UR - https://www.unicat.be/uniCat?func=search&query=sysid:137398538 AB - 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. ER -