Author: SoongPublisher: Academic Press
ISBN: 0080956122
Category : Computers
Languages : en
Pages : 343
Book Description
Random Differential Equations in Science and Engineering
Random Differential Equations in Science and Engineering
Author: SoongPublisher: Academic Press
ISBN: 0080956122
Category : Computers
Languages : en
Pages : 343
Book Description
Random Differential Equations in Science and Engineering
Random Differential Equations in Science and Engineering
Author: T. T. SoongPublisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 352
Book Description
Random differential equations in science and engineering.
Random Differential Equations in Scientific Computing
Author: Tobias NeckelPublisher: Walter de Gruyter
ISBN: 8376560263
Category : Mathematics
Languages : en
Pages : 650
Book 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. 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.
Random Differential Equations in Science and Engineering; Volume 103
Author: TT. SOONGRandom differential equations in science and engineering
Author: Tsu-Teh SoongRandom Differential Equations in Scientific Computing
Author: Tobias NeckelPublisher:
ISBN: 9788376560243
Category : Engineering
Languages : en
Pages : 624
Book Description
"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.
Stochastic Differential Equations In Science And Engineering (With Cd-rom)
Author: Douglas HendersonPublisher: World Scientific
ISBN: 9814480533
Category : Science
Languages : en
Pages : 240
Book Description
Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications.
Differential Equations and Group Methods for Scientists and Engineers
Author: James M. HillPublisher: CRC Press
ISBN: 9780849344428
Category : Mathematics
Languages : en
Pages : 232
Book Description
Differential Equations and Group Methods for Scientists and Engineers presents a basic introduction to the technically complex area of invariant one-parameter Lie group methods and their use in solving differential equations. The book features discussions on ordinary differential equations (first, second, and higher order) in addition to partial differential equations (linear and nonlinear). Each chapter contains worked examples with several problems at the end; answers to these problems and hints on how to solve them are found at the back of the book. Students and professionals in mathematics, science, and engineering will find this book indispensable for developing a fundamental understanding of how to use invariant one-parameter group methods to solve differential equations.
Mathematics in Science and Engineering
Author: Publisher:
ISBN:
Category : Engineering mathematics
Languages : en
Pages : 296
Book Description
Stochastic Differential Equations for Science and Engineering
Author: Uffe Høgsbro ThygesenPublisher: CRC Press
ISBN: 1000884996
Category : Mathematics
Languages : en
Pages : 381
Book Description
Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises. Features: Contains numerous exercises, examples, and applications Suitable for science and engineering students at Master’s or PhD level Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examples GitHub repository available at: https://github.com/Uffe-H-Thygesen/SDEbook and https://github.com/Uffe-H-Thygesen/SDEtools