Han, Xiaoying
Random Ordinary Differential Equations and Their Numerical Solution
Part I. Random and Stochastic Ordinary Differential Equations
1. Introduction
Xiaoying Han, Peter E. Kloeden
2. Random Ordinary Differential Equations
Xiaoying Han, Peter E. Kloeden
3. Stochastic Differential Equations
Xiaoying Han, Peter E. Kloeden
4. Random Dynamical Systems
Xiaoying Han, Peter E. Kloeden
5. Numerical Dynamics
Xiaoying Han, Peter E. Kloeden
Part II. Taylor Expansions
6. Taylor Expansions for Ordinary and Stochastic Differential Equations
Xiaoying Han, Peter E. Kloeden
7. Taylor Expansions for RODEs with Affine Noise
Xiaoying Han, Peter E. Kloeden
8. Taylor-Like Expansions for General Random Ordinary Differential Equations
Xiaoying Han, Peter E. Kloeden
Part III. Numerical Schemes for Random Ordinary Differential Equations
9. Numerical Methods for Ordinary and Stochastic Differential Equations
Xiaoying Han, Peter E. Kloeden
10. Itô–Taylor Schemes for RODEs with Itô Noise
Xiaoying Han, Peter E. Kloeden
11. Numerical Schemes for RODEs with Affine Noise
Xiaoying Han, Peter E. Kloeden
12. RODE-Taylor Schemes: General Case
Xiaoying Han, Peter E. Kloeden
13. Numerical Stability
Xiaoying Han, Peter E. Kloeden
14. Stochastic Integrals: Simulation and Approximation
Xiaoying Han, Peter E. Kloeden
Part IV. Random Ordinary Differential Equations in the Life Sciences
15. Comparative Simulations of Biological Systems
Xiaoying Han, Peter E. Kloeden
16. Chemostat
Xiaoying Han, Peter E. Kloeden
17. Immune System Virus Model
Xiaoying Han, Peter E. Kloeden
18. Random Markov Chains
Xiaoying Han, Peter E. Kloeden
Keywords: Mathematics, Probability Theory and Stochastic Processes, Numeric Computing, Ordinary Differential Equations, Mathematical and Computational Biology
- Author(s)
- Han, Xiaoying
- Kloeden, Peter E.
- Publisher
- Springer
- Publication year
- 2017
- Language
- en
- Edition
- 1
- Series
- Probability Theory and Stochastic Modelling
- Page amount
- 17 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9789811062650
- Printed ISBN
- 978-981-10-6264-3