This book is a holistic and self-contained treatment of the
analysis and numerics of random differential equations from a
problem-centred point of view. An interdisciplinary approach is
applied by considering state-of-the-art concepts of both dynamical
systems and scientific computing. The red line pervading this book
is the two-fold reduction of a random partial differential equation
disturbed by some external force as present in many important
applications in science and engineering. First, the random partial
differential equation is reduced to a set of random ordinary
differential equations in the spirit of the method of lines. These
are then further reduced to a family of (deterministic) ordinary
differential equations. The monograph will be of benefit, not only
to mathematicians, but can also be used for interdisciplinary
courses in informatics and engineering.
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