Computational Methods In Stochastic Dynamics

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Computational Methods in Stochastic Dynamics

Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Computational Methods in Stochastic Dynamics Book PDF

Author : Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Publisher : Springer Science & Business Media
Page : 346 pages
File Size : 41,6 Mb
Release : 2011-02-01
Category : Technology & Engineering
ISBN : 9789048199877

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Computational Methods in Stochastic Dynamics by Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos Pdf

At the dawn of the 21st century, computational stochastic dynamics is an emerging research frontier. This book focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The book is primarily intended for researchers and post-graduate students in the fields of computational mechanics and stochastic structural dynamics. Nevertheless, practice engineers as well could benefit from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures. The book addresses mathematical and numerical issues in stochastic structural dynamics and connects them to real-world applications. It consists of 16 chapters dealing with recent advances in a wide range of related topics (dynamic response variability and reliability of stochastic systems, risk assessment, stochastic simulation of earthquake ground motions, efficient solvers for the analysis of stochastic systems, dynamic stability, stochastic modelling of heterogeneous materials). Numerical examples demonstrating the significance of the proposed methods are presented in each chapter.

Computational Methods in Stochastic Dynamics

Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Computational Methods in Stochastic Dynamics Book PDF

Author : Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Publisher : Springer
Page : 342 pages
File Size : 50,9 Mb
Release : 2010-11-30
Category : Technology & Engineering
ISBN : 9048199867

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Computational Methods in Stochastic Dynamics by Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos Pdf

At the dawn of the 21st century, computational stochastic dynamics is an emerging research frontier. This book focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The book is primarily intended for researchers and post-graduate students in the fields of computational mechanics and stochastic structural dynamics. Nevertheless, practice engineers as well could benefit from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures. The book addresses mathematical and numerical issues in stochastic structural dynamics and connects them to real-world applications. It consists of 16 chapters dealing with recent advances in a wide range of related topics (dynamic response variability and reliability of stochastic systems, risk assessment, stochastic simulation of earthquake ground motions, efficient solvers for the analysis of stochastic systems, dynamic stability, stochastic modelling of heterogeneous materials). Numerical examples demonstrating the significance of the proposed methods are presented in each chapter.

Computational Methods in Stochastic Dynamics

Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Computational Methods in Stochastic Dynamics Book PDF

Author : Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Publisher : Springer Science & Business Media
Page : 362 pages
File Size : 41,5 Mb
Release : 2012-09-26
Category : Technology & Engineering
ISBN : 9789400751330

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Computational Methods in Stochastic Dynamics by Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos Pdf

The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology. This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and represent some of the most recent developments in this field. The book consists of 21 chapters which can be grouped into several thematic topics including dynamic analysis of stochastic systems, reliability-based design, structural control and health monitoring, model updating, system identification, wave propagation in random media, seismic fragility analysis and damage assessment. This edited book is primarily intended for researchers and post-graduate students who are familiar with the fundamentals and wish to study or to advance the state of the art on a particular topic in the field of computational stochastic structural dynamics. Nevertheless, practicing engineers could benefit as well from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures.

Computational Methods in Stochastic Dynamics

Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Computational Methods in Stochastic Dynamics Book PDF

Author : Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Publisher : Springer
Page : 356 pages
File Size : 52,8 Mb
Release : 2012-10-03
Category : Technology & Engineering
ISBN : 9400751354

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Computational Methods in Stochastic Dynamics by Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos Pdf

The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology. This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and represent some of the most recent developments in this field. The book consists of 21 chapters which can be grouped into several thematic topics including dynamic analysis of stochastic systems, reliability-based design, structural control and health monitoring, model updating, system identification, wave propagation in random media, seismic fragility analysis and damage assessment. This edited book is primarily intended for researchers and post-graduate students who are familiar with the fundamentals and wish to study or to advance the state of the art on a particular topic in the field of computational stochastic structural dynamics. Nevertheless, practicing engineers could benefit as well from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures.

Computational Methods in Stochastic Dynamics

Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Computational Methods in Stochastic Dynamics Book PDF

Author : Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Publisher : Springer Science & Business Media
Page : 362 pages
File Size : 48,8 Mb
Release : 2012-10-03
Category : Technology & Engineering
ISBN : 9789400751347

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Computational Methods in Stochastic Dynamics by Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos Pdf

The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology. This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and represent some of the most recent developments in this field. The book consists of 21 chapters which can be grouped into several thematic topics including dynamic analysis of stochastic systems, reliability-based design, structural control and health monitoring, model updating, system identification, wave propagation in random media, seismic fragility analysis and damage assessment. This edited book is primarily intended for researchers and post-graduate students who are familiar with the fundamentals and wish to study or to advance the state of the art on a particular topic in the field of computational stochastic structural dynamics. Nevertheless, practicing engineers could benefit as well from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures.

Stochastic Dynamics in Computational Biology

Stefanie Winkelmann,Christof Schütte
Stochastic Dynamics in Computational Biology Book PDF

Author : Stefanie Winkelmann,Christof Schütte
Publisher : Springer Nature
Page : 284 pages
File Size : 53,8 Mb
Release : 2021-01-04
Category : Mathematics
ISBN : 9783030623876

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Stochastic Dynamics in Computational Biology by Stefanie Winkelmann,Christof Schütte Pdf

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.

Stochastic Numerical Methods

Raúl Toral,Pere Colet
Stochastic Numerical Methods Book PDF

Author : Raúl Toral,Pere Colet
Publisher : John Wiley & Sons
Page : 416 pages
File Size : 53,9 Mb
Release : 2014-06-26
Category : Science
ISBN : 9783527683123

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Stochastic Numerical Methods by Raúl Toral,Pere Colet Pdf

Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis (extraction of critical exponents, finite-size effects, etc.), to population dynamics, interfacial growth, chemical reactions, etc. Program listings are integrated in the discussion of numerical algorithms to facilitate their understanding. From the contents: Review of Probability Concepts Monte Carlo Integration Generation of Uniform and Non-uniform Random Numbers: Non-correlated Values Dynamical Methods Applications to Statistical Mechanics Introduction to Stochastic Processes Numerical Simulation of Ordinary and Partial Stochastic Differential Equations Introduction to Master Equations Numerical Simulations of Master Equations Hybrid Monte Carlo Generation of n-Dimensional Correlated Gaussian Variables Collective Algorithms for Spin Systems Histogram Extrapolation Multicanonical Simulations

Molecular Dynamics

Ben Leimkuhler,Charles Matthews
Molecular Dynamics Book PDF

Author : Ben Leimkuhler,Charles Matthews
Publisher : Springer
Page : 443 pages
File Size : 54,8 Mb
Release : 2015-05-18
Category : Mathematics
ISBN : 9783319163758

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Molecular Dynamics by Ben Leimkuhler,Charles Matthews Pdf

This book describes the mathematical underpinnings of algorithms used for molecular dynamics simulation, including both deterministic and stochastic numerical methods. Molecular dynamics is one of the most versatile and powerful methods of modern computational science and engineering and is used widely in chemistry, physics, materials science and biology. Understanding the foundations of numerical methods means knowing how to select the best one for a given problem (from the wide range of techniques on offer) and how to create new, efficient methods to address particular challenges as they arise in complex applications. Aimed at a broad audience, this book presents the basic theory of Hamiltonian mechanics and stochastic differential equations, as well as topics including symplectic numerical methods, the handling of constraints and rigid bodies, the efficient treatment of Langevin dynamics, thermostats to control the molecular ensemble, multiple time-stepping, and the dissipative particle dynamics method.

Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology

David Holcman
Stochastic Processes Multiscale Modeling and Numerical Methods for Computational Cellular Biology Book PDF

Author : David Holcman
Publisher : Springer
Page : 377 pages
File Size : 46,5 Mb
Release : 2017-10-04
Category : Mathematics
ISBN : 9783319626277

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Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology by David Holcman Pdf

This book focuses on the modeling and mathematical analysis of stochastic dynamical systems along with their simulations. The collected chapters will review fundamental and current topics and approaches to dynamical systems in cellular biology. This text aims to develop improved mathematical and computational methods with which to study biological processes. At the scale of a single cell, stochasticity becomes important due to low copy numbers of biological molecules, such as mRNA and proteins that take part in biochemical reactions driving cellular processes. When trying to describe such biological processes, the traditional deterministic models are often inadequate, precisely because of these low copy numbers. This book presents stochastic models, which are necessary to account for small particle numbers and extrinsic noise sources. The complexity of these models depend upon whether the biochemical reactions are diffusion-limited or reaction-limited. In the former case, one needs to adopt the framework of stochastic reaction-diffusion models, while in the latter, one can describe the processes by adopting the framework of Markov jump processes and stochastic differential equations. Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology will appeal to graduate students and researchers in the fields of applied mathematics, biophysics, and cellular biology.

Computational Stochastic Mechanics

P.D. Spanos,C.A. Brebbia
Computational Stochastic Mechanics Book PDF

Author : P.D. Spanos,C.A. Brebbia
Publisher : Springer Science & Business Media
Page : 886 pages
File Size : 48,7 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9789401136921

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Computational Stochastic Mechanics by P.D. Spanos,C.A. Brebbia Pdf

Over a period of several years the field of probabilistic mechanics and com putational mechanics have progressed vigorously, but independently. With the advent of powerful computational hardware and the development of novel mechanical techniques, the field of stochastic mechanics has progressed in such a manner that the inherent uncertainty of quite complicated systems can be addressed. The first International Conference on Computational Stochastic Mechanics was convened in Corfu in September 1991 in an ef fort to provide a forum for the exchanging of ideas on the current status of computational methods as applied to stochastic mechanics and for identi fying needs for further research. The Conference covered both theoretical techniques and practical applications. The Conference also celebrated the 60th anniversary of the birthday of Dr. Masanobu Shinozuka, the Sollenberger Professor of Civil Engineering at Princeton University, whose work has contributed in such a great measure to the development of Computational Stochastic Mechanics. A brief sum mary of his career and achievements are given in the Dedication. This book comprises some of the papers presented at the meeting and cov ers sections on Theoretical Reliability Analysis; Damage Analysis; Applied Reliability Analysis; Theoretical Random Vibrations; Stochastic Finite Ele ment Concept; Fatigue and Fracture; Monte Carlo Simulations; Earthquake Engineering Applications; Materials; Applied Random Vibrations; Applied Stochastic Finite Element Analysis, and Flow Related Applications and Chaotic Dynamics. The Editors hope that the book will be a valuable contribution to the grow ing literature covering the field of Computational Stochastic Mechanics.

Modeling and Computational Methods for Kinetic Equations

Pierre Degond,Lorenzo Pareschi,Giovanni Russo
Modeling and Computational Methods for Kinetic Equations Book PDF

Author : Pierre Degond,Lorenzo Pareschi,Giovanni Russo
Publisher : Springer Science & Business Media
Page : 360 pages
File Size : 49,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9780817682002

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Modeling and Computational Methods for Kinetic Equations by Pierre Degond,Lorenzo Pareschi,Giovanni Russo Pdf

In recent years kinetic theory has developed in many areas of the physical sciences and engineering, and has extended the borders of its traditional fields of application. This monograph is a self-contained presentation of such recently developed aspects of kinetic theory, as well as a comprehensive account of the fundamentals of the theory. Emphasizing modeling techniques and numerical methods, the book provides a unified treatment of kinetic equations not found in more focused works. Specific applications presented include plasma kinetic models, traffic flow models, granular media models, and coagulation-fragmentation problems. The work may be used for self-study, as a reference text, or in graduate-level courses in kinetic theory and its applications.

Dynamic General Equilibrium Modeling

Burkhard Heer,Alfred Maussner
Dynamic General Equilibrium Modeling Book PDF

Author : Burkhard Heer,Alfred Maussner
Publisher : Springer Science & Business Media
Page : 719 pages
File Size : 47,6 Mb
Release : 2011-10-20
Category : Business & Economics
ISBN : 9783540856849

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Dynamic General Equilibrium Modeling by Burkhard Heer,Alfred Maussner Pdf

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In order to solve these models, economists need to use many mathematical tools. This book presents various methods in order to compute the dynamics of general equilibrium models. In part I, the representative-agent stochastic growth model is solved with the help of value function iteration, linear and linear quadratic approximation methods, parameterised expectations and projection methods. In order to apply these methods, fundamentals from numerical analysis are reviewed in detail. In particular, the book discusses issues that are often neglected in existing work on computational methods, e.g. how to find a good initial value. In part II, the authors discuss methods in order to solve heterogeneous-agent economies. In such economies, the distribution of the individual state variables is endogenous. This part of the book also serves as an introduction to the modern theory of distribution economics. Applications include the dynamics of the income distribution over the business cycle or the overlapping-generations model. In an accompanying home page to this book, computer codes to all applications can be downloaded.

Data-Driven Computational Methods

John Harlim
Data Driven Computational Methods Book PDF

Author : John Harlim
Publisher : Cambridge University Press
Page : 171 pages
File Size : 40,9 Mb
Release : 2018-07-12
Category : Computers
ISBN : 9781108472470

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Data-Driven Computational Methods by John Harlim Pdf

Describes computational methods for parametric and nonparametric modeling of stochastic dynamics. Aimed at graduate students, and suitable for self-study.

Dynamic General Equilibrium Modelling

Burkhard Heer,Alfred Maussner
Dynamic General Equilibrium Modelling Book PDF

Author : Burkhard Heer,Alfred Maussner
Publisher : Springer Science & Business Media
Page : 540 pages
File Size : 44,8 Mb
Release : 2005-12-05
Category : Business & Economics
ISBN : 9783540273127

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Dynamic General Equilibrium Modelling by Burkhard Heer,Alfred Maussner Pdf

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of general equilibrium models. In part I, the representative-agent stochastic growth model is solved with the help of value function iteration, linear and linear quadratic approximation methods, parameterised expectations and projection methods. In order to apply these methods, fundamentals from numerical analysis are reviewed in detail. Part II discusses methods for solving heterogeneous-agent economies. In such economies, the distribution of the individual state variables is endogenous. This part of the book also serves as an introduction to the modern theory of distribution economics. Applications include the dynamics of the income distribution over the business cycle or the overlapping-generations model. Through an accompanying home page to this book, computer codes to all applications can be downloaded.

Numerical Methods for Stochastic Control Problems in Continuous Time

Harold Kushner,Paul G. Dupuis
Numerical Methods for Stochastic Control Problems in Continuous Time Book PDF

Author : Harold Kushner,Paul G. Dupuis
Publisher : Springer Science & Business Media
Page : 480 pages
File Size : 50,5 Mb
Release : 2013-11-27
Category : Mathematics
ISBN : 9781461300076

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Numerical Methods for Stochastic Control Problems in Continuous Time by Harold Kushner,Paul G. Dupuis Pdf

Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.