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Stochastic Dynamics

2007-12-14 Mathematics
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Release : 2007-12-14
Genre : Mathematics
Kind : eBook
Book Rating : 559/5 ( reviews)

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Book Synopsis Stochastic Dynamics by : Hans Crauel

Download or read book Stochastic Dynamics written by Hans Crauel. This book was released on 2007-12-14. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on the mathematical description of stochastic dynamics in discrete as well as in continuous time, this book investigates such dynamical phenomena as perturbations, bifurcations and chaos. It also introduces new ideas for the exploration of infinite dimensional systems, in particular stochastic partial differential equations. Example applications are presented from biology, chemistry and engineering, while describing numerical treatments of stochastic systems.

Stochastic Dynamics and Control

2006-08-10 Mathematics
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Release : 2006-08-10
Genre : Mathematics
Kind : eBook
Book Rating : 983/5 ( reviews)

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Book Synopsis Stochastic Dynamics and Control by : Jian-Qiao Sun

Download or read book Stochastic Dynamics and Control written by Jian-Qiao Sun. This book was released on 2006-08-10. Available in PDF, EPUB and Kindle. Book excerpt: This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress processes are also presented. Classical feedback control, active damping, covariance control, optimal control, sliding control of stochastic systems, feedback control of stochastic time-delayed systems, and probability density tracking control are studied. Many control results are new in the literature and included in this book for the first time. The book serves as a reference to the engineers who design and maintain structures subject to harsh random excitations including earthquakes, sea waves, wind gusts, and aerodynamic forces, and would like to reduce the damages of structural systems due to random excitations.· Comprehensive review of probability theory, and stochastic processes· Random vibrations· Structural reliability and fatigue, Non-Gaussian fatigue· Monte Carlo methods· Stochastic calculus and engineering applications· Stochastic feedback controls and optimal controls· Stochastic sliding mode controls· Feedback control of stochastic time-delayed systems· Probability density tracking control

Elements Of Stochastic Dynamics

2016-08-11 Technology & Engineering
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Release : 2016-08-11
Genre : Technology & Engineering
Kind : eBook
Book Rating : 347/5 ( reviews)

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Book Synopsis Elements Of Stochastic Dynamics by : Guo-qiang Cai

Download or read book Elements Of Stochastic Dynamics written by Guo-qiang Cai. This book was released on 2016-08-11. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in fields such as physics, chemistry, biology, ecology, economy, finance, and many branches of engineering including Mechanical, Ocean, Civil, Bio, and Earthquake Engineering.Elements of Stochastic Dynamics aims to meet the growing need to understand and master the subject by introducing fundamentals to researchers who want to explore stochastic dynamics in their fields and serving as a textbook for graduate students in various areas involving stochastic uncertainties. All topics within are presented from an application approach, and may thus be more appealing to users without a background in pure Mathematics. The book describes the basic concepts and theories of random variables and stochastic processes in detail; provides various solution procedures for systems subjected to stochastic excitations; introduces stochastic stability and bifurcation; and explores failures of stochastic systems. The book also incorporates some latest research results in modeling stochastic processes; in reducing the system degrees of freedom; and in solving nonlinear problems. The book also provides numerical simulation procedures of widely-used random variables and stochastic processes.A large number of exercise problems are included in the book to aid the understanding of the concepts and theories, and may be used for as course homework.

Stochastic Dynamics in Computational Biology

2021-01-04 Mathematics
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Release : 2021-01-04
Genre : Mathematics
Kind : eBook
Book Rating : 874/5 ( reviews)

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Book Synopsis Stochastic Dynamics in Computational Biology by : Stefanie Winkelmann

Download or read book Stochastic Dynamics in Computational Biology written by Stefanie Winkelmann. This book was released on 2021-01-04. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to provide a well-structured and coherent overview of existing mathematical modeling approaches for biochemical reaction systems, investigating relations between both the conventional models and several types of deterministic-stochastic hybrid model recombinations. Another main objective is to illustrate and compare diverse numerical simulation schemes and their computational effort. Unlike related works, this book presents a broad scope in its applications, from offering a detailed introduction to hybrid approaches for the case of multiple population scales to discussing the setting of time-scale separation resulting from widely varying firing rates of reaction channels. Additionally, it also addresses modeling approaches for non well-mixed reaction-diffusion dynamics, including deterministic and stochastic PDEs and spatiotemporal master equations. Finally, by translating and incorporating complex theory to a level accessible to non-mathematicians, this book effectively bridges the gap between mathematical research in computational biology and its practical use in biological, biochemical, and biomedical systems.

An Introduction to Stochastic Dynamics

2015-04-13 Mathematics
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Release : 2015-04-13
Genre : Mathematics
Kind : eBook
Book Rating : 394/5 ( reviews)

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Book Synopsis An Introduction to Stochastic Dynamics by : Jinqiao Duan

Download or read book An Introduction to Stochastic Dynamics written by Jinqiao Duan. This book was released on 2015-04-13. Available in PDF, EPUB and Kindle. Book excerpt: An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.

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