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Lectures on Probability and Second Order Random Fields

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Release : 1995
Genre : Mathematics
Kind : eBook
Book Rating : 086/5 ( reviews)

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Book Synopsis Lectures on Probability and Second Order Random Fields by : Diego Bricio Hern ndez

Download or read book Lectures on Probability and Second Order Random Fields written by Diego Bricio Hern ndez. This book was released on 1995. Available in PDF, EPUB and Kindle. Book excerpt: This book of lecture notes contains theoretical background material required for computer generation of random fields, which is of interest in various fields of applied mathematics.The necessary probabilistic background suitable for applied work in engineering as well as signal and image processing is also covered.The book is a valuable guide for higher level engineering students.

Stochastic Systems

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Release : 2012-05-15
Genre : Technology & Engineering
Kind : eBook
Book Rating : 271/5 ( reviews)

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Book Synopsis Stochastic Systems by : Mircea Grigoriu

Download or read book Stochastic Systems written by Mircea Grigoriu. This book was released on 2012-05-15. Available in PDF, EPUB and Kindle. Book excerpt: Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis Probabilistic models for random variables and functions needed to formulate stochastic equations describing realistic problems in engineering and applied sciences Practical methods for quantifying the uncertain parameters in the definition of stochastic equations, solving approximately these equations, and assessing the accuracy of approximate solutions Stochastic Systems provides key information for researchers, graduate students, and engineers who are interested in the formulation and solution of stochastic problems encountered in a broad range of disciplines. Numerous examples are used to clarify and illustrate theoretical concepts and methods for solving stochastic equations. The extensive bibliography and index at the end of the book constitute an ideal resource for both theoreticians and practitioners.

Lecture Notes On The Discretization Of The Boltzmann Equation

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Release : 2003-01-24
Genre : Mathematics
Kind : eBook
Book Rating : 066/5 ( reviews)

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Book Synopsis Lecture Notes On The Discretization Of The Boltzmann Equation by : Nicola Bellomo

Download or read book Lecture Notes On The Discretization Of The Boltzmann Equation written by Nicola Bellomo. This book was released on 2003-01-24. Available in PDF, EPUB and Kindle. Book excerpt: This book presents contributions on the following topics: discretization methods in the velocity and space, analysis of the conservation properties, asymptotic convergence to the continuous equation when the number of velocities tends to infinity, and application of discrete models. It consists of ten chapters. Each chapter is written by applied mathematicians who have been active in the field, and whose scientific contributions are well recognized by the scientific community.

Lecture Notes On Mathematical Theory Of The Boltzmann Equation

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Release : 1995-08-31
Genre : Science
Kind : eBook
Book Rating : 844/5 ( reviews)

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Book Synopsis Lecture Notes On Mathematical Theory Of The Boltzmann Equation by : Nicola Bellomo

Download or read book Lecture Notes On Mathematical Theory Of The Boltzmann Equation written by Nicola Bellomo. This book was released on 1995-08-31. Available in PDF, EPUB and Kindle. Book excerpt: This is a collection of four lectures on some mathematical aspects related to the nonlinear Boltzmann equation. The following topics are dealt with: derivation of kinetic equations, qualitative analysis of the initial value problem, singular perturbation analysis towards the hydrodynamic limit and computational methods towards the solution of problems in fluid dynamics.

Lecture Notes On The Mathematical Theory Of Generalized Boltzmann Models

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Release : 2000-01-11
Genre : Mathematics
Kind : eBook
Book Rating : 259/5 ( reviews)

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Book Synopsis Lecture Notes On The Mathematical Theory Of Generalized Boltzmann Models by : Nicola Bellomo

Download or read book Lecture Notes On The Mathematical Theory Of Generalized Boltzmann Models written by Nicola Bellomo. This book was released on 2000-01-11. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on the idea that Boltzmann-like modelling methods can be developed to design, with special attention to applied sciences, kinetic-type models which are called generalized kinetic models. In particular, these models appear in evolution equations for the statistical distribution over the physical state of each individual of a large population. The evolution is determined both by interactions among individuals and by external actions.Considering that generalized kinetic models can play an important role in dealing with several interesting systems in applied sciences, the book provides a unified presentation of this topic with direct reference to modelling, mathematical statement of problems, qualitative and computational analysis, and applications. Models reported and proposed in the book refer to several fields of natural, applied and technological sciences. In particular, the following classes of models are discussed: population dynamics and socio-economic behaviours, models of aggregation and fragmentation phenomena, models of biology and immunology, traffic flow models, models of mixtures and particles undergoing classic and dissipative interactions.

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