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Random ordinary differential equations and their numerical solution

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Random ordinary differential equations and their numerical solution/ by Xiaoying Han, Peter E. Kloeden.
作者:	Han, Xiaoying.
其他作者:	Kloeden, Peter E.
出版者:	Singapore :Springer Singapore : : 2017.,
面頁冊數:	xvii, 250 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Differential equations - Numerical solutions. -
電子資源:	http://dx.doi.org/10.1007/978-981-10-6265-0
ISBN:	9789811062650

Random ordinary differential equations and their numerical solution
Han, Xiaoying.

Random ordinary differential equations and their numerical solution[electronic resource] /by Xiaoying Han, Peter E. Kloeden. - Singapore :Springer Singapore :2017. - xvii, 250 p. :ill., digital ;24 cm. - Probability theory and stochastic modelling,v.852199-3130 ;. - Probability theory and stochastic modelling ;v.72..

Preface -- Reading Guide -- Part I Random and Stochastic Ordinary Differential Equations -- 1.Introduction -- 2.Random ordinary differential equations -- 3.Stochastic differential equations -- 4.Random dynamical systems -- 5.Numerical dynamics -- Part II Taylor Expansions -- 6.Taylor expansions for ODEs and SODEs -- 7.Taylor expansions for RODEs with affine noise -- 8.Taylor expansions for general RODEs -- Part III Numerical Schemes for Random Ordinary Differential Equations -- 9.Numerical methods for ODEs and SODEs -- 10.Numerical schemes: RODEs with Ito noise -- 11.Numerical schemes: affine noise -- 12.RODE-Taylor schemes -- 13.Numerical stability -- 14.Stochastic integrals -- Part IV Random Ordinary Differential Equations in the Life Sciences -- 15.Simulations of biological systems -- 16.Chemostat -- 17.Immune system virus model -- 18.Random Markov chains -- Part V Appendices -- A.Probability spaces -- B.Chain rule for affine RODEs -- C.Fractional Brownian motion -- References -- Index.

ISBN: 9789811062650

Standard No.: 10.1007/978-981-10-6265-0doiSubjects--Topical Terms:

527756
Differential equations
--Numerical solutions.

LC Class. No.: QA372

Dewey Class. No.: 518.63

Random ordinary differential equations and their numerical solution
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