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Random differential equations in sci...

Rupp, Florian.

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Random differential equations in scientific computing /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Random differential equations in scientific computing // Tobias Neckel, Florian Rupp.
Author:	Neckel, Tobias.
other author:	Rupp, Florian.
Published:	London :Versita, : 2013.,
Description:	xxii, 624 p. :ill. ;25 cm.
Subject:	Stochastic differential equations - Data processing. -
ISBN:	9788376560250 (hbk.) :

Random differential equations in scientific computing /
Neckel, Tobias.

Random differential equations in scientific computing /Tobias Neckel, Florian Rupp. - London :Versita,2013. - xxii, 624 p. :ill. ;25 cm. - Versita discipline. Mathematics. - Versita discipline.Mathematics..

Includes bibliographical references and index.

Motivation and decomposition of multi-storey building excitation problems --

This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centered point of view. We take an interdisciplinary approach by considering state-of-the-art concepts of both dynamical systems and scientific computing. [...] The areas covered here are of importance for interdisciplinary courses in informatics, engineering and mathematics. [...] From a methodological point of view, 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. --Preface, pages iii-iv.

Our intended audiences are those of beginning graduate/master level courses on theory and numerics of stochastically perturbed differential equations. --Preface, page iv.

ISBN: 9788376560250 (hbk.) :EUR189.95Subjects--Topical Terms:

2070382
Stochastic differential equations
--Data processing.

LC Class. No.: QA274.23 / .N4

Dewey Class. No.: 519.2

Random differential equations in scientific computing /
LDR:01914cam a2200265 i 4500 001 1931851
003 OCoLC
005 20141119202559.0
008 140826s2013 enka f b 001 0 eng c
020 $a 9788376560250 (hbk.) : $c EUR189.95
020 $a 8376560255 (hbk.)
020 $a 9788376560243 (pbk.)
020 $a 8376560247 (pbk.)
020 $z 9788376560267 (ebk.)
020 $z 8376560263 (ebk.)
040 $a NOC $b eng
050 # 4 $a QA274.23 $b .N4
082 0 4 $a 519.2 $2 23
100 1 $a Neckel, Tobias. $3 2070379
245 1 0 $a Random differential equations in scientific computing / $c Tobias Neckel, Florian Rupp.
260 # $a London : $b Versita, $c 2013.
300 $a xxii, 624 p. : $b ill. ; $c 25 cm.
490 1 $a Versita discipline. Mathematics
504 $a Includes bibliographical references and index.
505 0 # $t Motivation and decomposition of multi-storey building excitation problems -- $t The path-wise deterministic setting -- $t Efficient data structures & the propagation of random excitations -- $t Path-wise solutions of random differential equations and their simulation - $t The workshop project.
520 # $a This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centered point of view. We take an interdisciplinary approach by considering state-of-the-art concepts of both dynamical systems and scientific computing. [...] The areas covered here are of importance for interdisciplinary courses in informatics, engineering and mathematics. [...] From a methodological point of view, 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. --Preface, pages iii-iv.
521 8 $a Our intended audiences are those of beginning graduate/master level courses on theory and numerics of stochastically perturbed differential equations. --Preface, page iv.
650 # 0 $a Stochastic differential equations $x Data processing. $3 2070382
650 # 0 $a Science $x Data processing. $3 534323
650 # 0 $a Engineering $x Data processing. $3 570384
700 1 # $a Rupp, Florian. $3 2070380
830 0 $a Versita discipline. $p Mathematics. $3 2070381