Description |
1 online resource (xxii, 624 pages) : illustrations |
Series |
Versita discipline. Mathematics |
|
Versita discipline. Mathematics.
|
Contents |
Motivation and decomposition of multi-storey building excitation problems -- The path-wise deterministic setting -- Efficient data structures & the propagation of random excitations -- Path-wise solutions of random differential equations and their simulation -- The workshop project |
Summary |
"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 |
Bibliography |
Includes bibliographical references and index |
Notes |
"Our intended audiences are those of beginning graduate/master level courses on theory and numerics of stochastically perturbed differential equations."--Preface, page iv |
|
Online resource; title from PDF title page (Versita, viewed December 27, 2013) |
Subject |
Stochastic differential equations -- Data processing
|
|
Science -- Data processing.
|
|
Engineering -- Data processing.
|
|
Engineering -- Data processing
|
|
Science -- Data processing
|
Form |
Electronic book
|
Author |
Rupp, Florian, 1978- author
|
ISBN |
9788376560267 |
|
8376560263 |
|