Random Differential Equations in Scientific Computing
by Tobias Neckel, Florian Rupp
Publisher: De Gruyter Open 2013
ISBN/ASIN: 8376560255
Number of pages: 650
Description:
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.
Download or read it online for free here:
Download link
(multiple PDF files)
Similar books

by Mark A. Peletier - arXiv
The notes describe the methodology called Variational Modelling, and focus on the application to the modelling of gradient-flow systems. I describe the methodology itself in great detail, and explain why this is a rational modelling route.
(8573 views)

by Thomas Ward - University of East Anglia
These notes cover a very short introduction to measure-theoretic and topological entropy, and are aimed at understanding part of Yuzvinskii's formula for the entropy of compact group automorphisms. Based on a course at the Ohio State University.
(8342 views)

by J. E. Marsden, M. McCracken - Springer
The goal of these notes is to give a reasonably complete, although not exhaustive, discussion of what is commonly referred to as the Hopf bifurcation with applications to specific problems, including stability calculations.
(12918 views)

by Jose A. Tenreiro Machado (ed.) - MDPI AG
Complex systems are studied in many areas of natural sciences, social sciences, engineering and mathematics. This volume intends to contribute towards the dissemination of the multifaceted concepts in accepted use by the scientific community.
(5924 views)