Random ordinary differential equations and their numerical solution. (2017)

• Record Type: Book
• Further Information: Note: Xiaoying Han, Peter E. Kloeden.
• Authors: (Mathematician), Han, Xiaoying; Klon, Peter E
• Contents: 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 Itô 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.
• Publisher Details: Singapore : Springer
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 518/.63; Mathematics; Differential equations -- Numerical solutions; MATHEMATICS -- Numerical Analysis; Differential equations -- Numerical solutions; Computers -- Programming -- Algorithms; Mathematics -- Differential Equations; Mathematics -- Applied; Mathematical theory of computation; Differential calculus & equations; Maths for scientists; Distribution (Probability theory); Electronic data processing; Differential Equations; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9789811062650
• Related ISBNs: 981106265X; 9789811062643; 9811062641
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed November 2, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.