Neckel T. Random Differential Equations in Scientific Computing 2014

Textbook in PDF format

The book offers a hollistic approach to the theory and numerics of random differential equations from an interdisciplinary and problem-centered point of view. In this interdisciplinary work, the authors examine state of-the-art concepts of both dynamical systems and scientific computing.
This book on the theory and simulation of random differential equations came into being as the result of our lecture Dynamical Systems & Scientific Computing – Introduction to the Theory & Simulation of Random Differential Equations during the summer term 2012. This novel interdisciplinary way to cover dynamical systems and scientific computing brought Master students into contact with cutting edge research and was awarded the Ernst-Otto Fischer prize for innovative and trend-setting teaching paradigms by the department of Computer Science of the Technische Universität München