Random Ordinary Differential Equations and Their Numerical Solution

• Main Authors: Han, Xiaoying (Author), Kloeden, Peter E. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2017.
• Series: Probability Theory and Stochastic Modelling, 85
• Subjects: Mathematics.; Numerical analysis.; Differential equations.; Probabilities.; Biomathematics.; Probability Theory and Stochastic Processes.; Numeric Computing.; Ordinary Differential Equations.; Mathematical and Computational Biology.

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...