Random Ordinary Differential Equations and Their Numerical Solution
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The work Random Ordinary Differential Equations and Their Numerical Solution represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
Random Ordinary Differential Equations and Their Numerical Solution
Resource Information
The work Random Ordinary Differential Equations and Their Numerical Solution represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 Random Ordinary Differential Equations and Their Numerical Solution
 Statement of responsibility
 by Xiaoying Han, Peter E. Kloeden
 Subject

 Differential equations
 Biomathematics
 Probability Theory and Stochastic Processes
 Differential equations
 Biomathematics
 Probabilities
 Ordinary Differential Equations
 Numeric Computing
 Probabilities
 Numerical analysis
 Electronic resources
 Numerical analysis
 Mathematics
 Mathematical and Computational Biology
 Mathematics
 Language
 eng
 Summary
 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 nonGaussian 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, Taylorlike 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.
 Image bit depth
 0
 LC call number

 QA273.A1274.9
 QA274274.9
 Literary form
 non fiction
 Series statement
 Probability Theory and Stochastic Modelling,
 Series volume
 85
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