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Author: Albert T. Bharucha-Reid
Publisher: North-Holland
ISBN:
Category : Mathematics
Languages : en
Pages : 264
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Book Description
Author: Albert T. Bharucha-Reid
Publisher: North-Holland
ISBN:
Category : Mathematics
Languages : en
Pages : 264
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Book Description
Author: Werner Römisch
Publisher:
ISBN:
Category :
Languages : de
Pages : 27
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Book Description
Author: Xiaoying Han
Publisher: Springer
ISBN: 981106265X
Category : Mathematics
Languages : en
Pages : 252
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Book Description
This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems. In addition, it demonstrates how RODEs are being used in the biological sciences, where non-Gaussian and bounded noise are often more realistic than the Gaussian white noise in stochastic differential equations (SODEs). RODEs are used in many important applications and play a fundamental role in the theory of random dynamical systems. They can be analyzed pathwise with deterministic calculus, but require further treatment beyond that of classical ODE theory due to the lack of smoothness in their time variable. Although classical numerical schemes for ODEs can be used pathwise for RODEs, they rarely attain their traditional order since the solutions of RODEs do not have sufficient smoothness to have Taylor expansions in the usual sense. However, Taylor-like expansions can be derived for RODEs using an iterated application of the appropriate chain rule in integral form, and represent the starting point for the systematic derivation of consistent higher order numerical schemes for RODEs. The book is directed at a wide range of readers in applied and computational mathematics and related areas as well as readers who are interested in the applications of mathematical models involving random effects, in particular in the biological sciences.The level of this book is suitable for graduate students in applied mathematics and related areas, computational sciences and systems biology. A basic knowledge of ordinary differential equations and numerical analysis is required.
Author: A. T. Bharucha-Reid
Publisher:
ISBN:
Category :
Languages : en
Pages : 10
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Book Description
Author: M.A. Krasnosel'skii
Publisher: Springer Science & Business Media
ISBN: 9401027153
Category : Mathematics
Languages : en
Pages : 495
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Book Description
One of the most important chapters in modern functional analysis is the theory of approximate methods for solution of various mathematical problems. Besides providing considerably simplified approaches to numerical methods, the ideas of functional analysis have also given rise to essentially new computation schemes in problems of linear algebra, differential and integral equations, nonlinear analysis, and so on. The general theory of approximate methods includes many known fundamental results. We refer to the classical work of Kantorovich; the investigations of projection methods by Bogolyubov, Krylov, Keldysh and Petrov, much furthered by Mikhlin and Pol'skii; Tikho nov's methods for approximate solution of ill-posed problems; the general theory of difference schemes; and so on. During the past decade, the Voronezh seminar on functional analysis has systematically discussed various questions related to numerical methods; several advanced courses have been held at Voronezh Uni versity on the application of functional analysis to numerical mathe matics. Some of this research is summarized in the present monograph. The authors' aim has not been to give an exhaustive account, even of the principal known results. The book consists of five chapters.
Author: Werner Römisch
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
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Book Description
Author: Instytut matematyky (Akademii︠a︡ nauk Ukraïnsʹkoï RSR)
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 236
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Book Description
Author: Olga Fiedler
Publisher:
ISBN:
Category :
Languages : de
Pages : 26
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Book Description
Author: Reid
Publisher: Academic Press
ISBN: 0080955959
Category : Computers
Languages : en
Pages : 227
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Book Description
Riccati Differential Equations
Author: Peter E. Kloeden
Publisher: Springer Science & Business Media
ISBN: 3662126168
Category : Mathematics
Languages : en
Pages : 666
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Book Description
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
