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## Details

Genre/Form: | Electronic books |
---|---|

Additional Physical Format: | Print version: Han, Xiaoying (Mathematician). Random ordinary differential equations and their numerical solution. Singapore : Springer, 2017 (OCoLC)994639758 |

Material Type: | Document, Internet resource |

Document Type: | Internet Resource, Computer File |

All Authors / Contributors: |
Xiaoying Han, (Mathematician); Peter E Klon |

ISBN: | 9789811062650 981106265X |

OCLC Number: | 1008868247 |

Description: | 1 online resource |

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. |

Series Title: | Probability theory and stochastic modelling, v. 85. |

Responsibility: | Xiaoying Han, Peter E. Kloeden. |

### Abstract:

## Reviews

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Publisher Synopsis

"This monograph provides a general overview of random ordinary differential equations (RODEs) with emphasis on numerical methods used to solve them. ... This book is a welcome addition to the literature that will be especially helpful to scholars seeking an understanding of RODEs and the numerical methods used to solve them." (Melvin D. Lax, zbMATH 1392.60003, 2018) Read more...

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