Random ordinary differential equations and their numerical solution

• 作者： Han, Xiaoying, author.
• 其他作者：
  • Kloeden, Peter E., author.
  • SpringerLink (Online service)
• 其他題名：
  • Probability theory and stochastic modelling ;
• 出版： Singapore : Springer Singapore :Imprint: Springer
• 叢書名： Probability theory and stochastic modelling,volume 85
• 主題： Differential equations--Numerical solutions. , Mathematics. , Probability Theory and Stochastic Processes. , Numeric Computing. , Ordinary Differential Equations. , Mathematical and Computational Biology.
• ISBN： 9789811062650 (electronic bk.) 、 9789811062643 (paper)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: 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.
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