Elements Of Stochastic Dynamics

Author : Guo-qiang Cai,Weiqiu Zhu
Publisher : World Scientific Publishing Company
Page : 552 pages
File Size : 42,5 Mb
Release : 2016-08-11
Category : Technology & Engineering
ISBN : 9789814723343

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Elements Of Stochastic Dynamics by Guo-qiang Cai,Weiqiu Zhu Pdf

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.

Author : Guo-Qiang Cai
Publisher : Unknown
Page : 128 pages
File Size : 43,6 Mb
Release : 2016
Category : Electronic
ISBN : 9814723339

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Elements of Stochastic Dynamics by Guo-Qiang Cai Pdf

Author : Jian-Qiao Sun
Publisher : Elsevier
Page : 426 pages
File Size : 47,7 Mb
Release : 2006-08-10
Category : Mathematics
ISBN : 0080463983

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Stochastic Dynamics and Control by Jian-Qiao Sun Pdf

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

Author : Jie Li,Jianbing Chen
Publisher : John Wiley & Sons
Page : 426 pages
File Size : 52,8 Mb
Release : 2009-07-23
Category : Technology & Engineering
ISBN : 9780470824252

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Stochastic Dynamics of Structures by Jie Li,Jianbing Chen Pdf

In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and techniques for stochastic dynamics analysis, prediction of reliability, and system control of structures within the innovative theoretical framework of physical stochastic systems. The authors outline the fundamental concepts of random variables, stochastic process and random field, and orthogonal expansion of random functions. Readers will gain insight into core concepts such as stochastic process models for typical dynamic excitations of structures, stochastic finite element, and random vibration analysis. Li and Chen also cover advanced topics, including the theory of and elaborate numerical methods for probability density evolution analysis of stochastic dynamical systems, reliability-based design, and performance control of structures. Stochastic Dynamics of Structures presents techniques for researchers and graduate students in a wide variety of engineering fields: civil engineering, mechanical engineering, aerospace and aeronautics, marine and offshore engineering, ship engineering, and applied mechanics. Practicing engineers will benefit from the concise review of random vibration theory and the new methods introduced in the later chapters. "The book is a valuable contribution to the continuing development of the field of stochastic structural dynamics, including the recent discoveries and developments by the authors of the probability density evolution method (PDEM) and its applications to the assessment of the dynamic reliability and control of complex structures through the equivalent extreme-value distribution." —A. H-S. Ang, NAE, Hon. Mem. ASCE, Research Professor, University of California, Irvine, USA "The authors have made a concerted effort to present a responsible and even holistic account of modern stochastic dynamics. Beyond the traditional concepts, they also discuss theoretical tools of recent currency such as the Karhunen-Loeve expansion, evolutionary power spectra, etc. The theoretical developments are properly supplemented by examples from earthquake, wind, and ocean engineering. The book is integrated by also comprising several useful appendices, and an exhaustive list of references; it will be an indispensable tool for students, researchers, and practitioners endeavoring in its thematic field." —Pol Spanos, NAE, Ryon Chair in Engineering, Rice University, Houston, USA

Author : T. Ariaratnam,G.I. Schueller
Publisher : CRC Press
Page : 396 pages
File Size : 49,6 Mb
Release : 2020-12-17
Category : Mathematics
ISBN : 9781000109931

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Stochastic Structural Dynamics by T. Ariaratnam,G.I. Schueller Pdf

This book contains a series of original contributions in the area of Stochastic Dynamics, which demonstrates the impact of Mike Lin's research and teaching in the area of random vibration and structural dynamics.

Author : Abdelkhalak El Hami,Bouchaib Radi
Publisher : John Wiley & Sons
Page : 350 pages
File Size : 46,6 Mb
Release : 2016-11-22
Category : Mathematics
ISBN : 9781119377672

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Stochastic Dynamics of Structures by Abdelkhalak El Hami,Bouchaib Radi Pdf

This book is dedicated to the general study of the dynamics of mechanical structures with consideration of uncertainties. The goal is to get the appropriate forms of a part in minimizing a given criterion. In all fields of structural mechanics, the impact of good design of a room is very important to its strength, its life and its use in service. The development of the engineer's art requires considerable effort to constantly improve structural design techniques.

Author : Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
Publisher : Springer Science & Business Media
Page : 362 pages
File Size : 52,6 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.

Author : B. Skalmierski,A. Tylikowski
Publisher : Springer Science & Business Media
Page : 166 pages
File Size : 52,9 Mb
Release : 1982-11-30
Category : Science
ISBN : 9024726867

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Stochastic Processes in Dynamics by B. Skalmierski,A. Tylikowski Pdf

Author : Don Kulasiri,Wynand Verwoerd
Publisher : Elsevier
Page : 252 pages
File Size : 42,6 Mb
Release : 2002-11-22
Category : Science
ISBN : 0080541801

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Stochastic Dynamics. Modeling Solute Transport in Porous Media by Don Kulasiri,Wynand Verwoerd Pdf

Most of the natural and biological phenomena such as solute transport in porous media exhibit variability which can not be modeled by using deterministic approaches. There is evidence in natural phenomena to suggest that some of the observations can not be explained by using the models which give deterministic solutions. Stochastic processes have a rich repository of objects which can be used to express the randomness inherent in the system and the evolution of the system over time. The attractiveness of the stochastic differential equations (SDE) and stochastic partial differential equations (SPDE) come from the fact that we can integrate the variability of the system along with the scientific knowledge pertaining to the system. One of the aims of this book is to explaim some useufl concepts in stochastic dynamics so that the scientists and engineers with a background in undergraduate differential calculus could appreciate the applicability and appropriateness of these developments in mathematics. The ideas are explained in an intuitive manner wherever possible with out compromising rigor. The solute transport problem in porous media saturated with water had been used as a natural setting to discuss the approaches based on stochastic dynamics. The work is also motivated by the need to have more sophisticated mathematical and computational frameworks to model the variability one encounters in natural and industrial systems. This book presents the ideas, models and computational solutions pertaining to a single problem: stochastic flow of contaminant transport in the saturated porous media such as that we find in underground aquifers. In attempting to solve this problem using stochastic concepts, different ideas and new concepts have been explored, and mathematical and computational frameworks have been developed in the process. Some of these concepts, arguments and mathematical and computational constructs are discussed in an intuititve manner in this book.

Author : G.I. Schuëller,Masanobu Shinozuka
Publisher : Springer Science & Business Media
Page : 227 pages
File Size : 40,5 Mb
Release : 2012-12-06
Category : Science
ISBN : 9789400936812

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Stochastic Methods in Structural Dynamics by G.I. Schuëller,Masanobu Shinozuka Pdf

This book is based on a number of lectures presented at CISM* -Course on "Stochastic Methods in Structural Mechanics", August 28 -30,1985 in Udine, Italy. The chapters presented here are either expanded and/or updated versions of these lectures. The purpose is to introduce readers to basic principles of stochastic methods of structural mechanics, particularly to those of dynamics. For those readers who wish to pursue the study further, the references provided in each chapter will serve as a useful source of information. Nevertheless the readers find some of the advanced topics presented by the authors immediately useful for their own application. The first section of Chapter 1 introduces the reader to the basic principles of probability theory followed by the discussion of methods to calculate time invariant structural reliability estimates, where the exact methods are particularly emphasized. The Chapter continues with a first introduction to the theory of stochastic processes. The properties of Gaussian and other type of processes are discussed. In dealing with observed data, tests of stationarity, as well as methods to estimate power spectra are described in some detail. The Chapter closes with a first treatice of excursions of stochastic processes in terms of number and duration of excursions, extremes, envelopes and time to first excursions. In Chapter 2 linear structures under stochastic loading are analyzed by applying the concepts as outlined in Chapter 1. The analyses are carried out in the time and frequency range respectively.

Author : Ping Ju
Publisher : Unknown
Page : 128 pages
File Size : 46,7 Mb
Release : 2019
Category : Electric power systems
ISBN : 9811318174

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Stochastic Dynamics of Power Systems by Ping Ju Pdf

This book discusses stochastic dynamics of power systems and the related analytical methodology. It summarizes and categorizes the stochastic elements of power systems and develops a framework for research on stochastic dynamics of power systems. It also establishes a research model for stochastic dynamics of power systems and theoretically proves stochastic stability in power systems. Further, in addition to demonstrating the stochastic oscillation mechanism in power systems, it also proposes methods for quantitative analysis and stochastic optimum control in the field of stochastic dynamic security in power systems. This book is a valuable resource for researchers, scholars and engineers in the field of electrics.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 44,7 Mb
Release : 2024-06-02
Category : Electronic
ISBN : 9789814467605

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Recent Development in Stochastic Dynamics and Stochastic Analysis by Anonim Pdf

Author : Richard Durrett
Publisher : Springer
Page : 282 pages
File Size : 44,9 Mb
Release : 2016-11-07
Category : Mathematics
ISBN : 9783319456140

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Essentials of Stochastic Processes by Richard Durrett Pdf

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.

Author : Michael J. Panik
Publisher : John Wiley & Sons
Page : 430 pages
File Size : 53,5 Mb
Release : 2017-03-15
Category : Mathematics
ISBN : 9781119377405

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Stochastic Differential Equations by Michael J. Panik Pdf

A beginner’s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic models is that they combine both deterministic and stochastic elements of dynamic behaviors, such as weather, natural disasters, market fluctuations, and epidemics. This makes stochastic modeling a powerful tool in the hands of practitioners in fields for which population growth is a critical determinant of outcomes. However, the background requirements for studying SDEs can be daunting for those who lack the rigorous course of study received by math majors. Designed to be accessible to readers who have had only a few courses in calculus and statistics, this book offers a comprehensive review of the mathematical essentials needed to understand and apply stochastic growth models. In addition, the book describes deterministic and stochastic applications of population growth models including logistic, generalized logistic, Gompertz, negative exponential, and linear. Ideal for students and professionals in an array of fields including economics, population studies, environmental sciences, epidemiology, engineering, finance, and the biological sciences, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling: • Provides precise definitions of many important terms and concepts and provides many solved example problems • Highlights the interpretation of results and does not rely on a theorem-proof approach • Features comprehensive chapters addressing any background deficiencies readers may have and offers a comprehensive review for those who need a mathematics refresher • Emphasizes solution techniques for SDEs and their practical application to the development of stochastic population models An indispensable resource for students and practitioners with limited exposure to mathematics and statistics, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling is an excellent fit for advanced undergraduates and beginning graduate students, as well as practitioners who need a gentle introduction to SDEs. Michael J. Panik, PhD, is Professor in the Department of Economics, Barney School of Business and Public Administration at the University of Hartford in Connecticut. He received his PhD in Economics from Boston College and is a member of the American Mathematical Society, The American Statistical Association, and The Econometric Society.

Author : Debasish Roy,G. Visweswara Rao,Gorti G.
Publisher : Cambridge University Press
Page : 749 pages
File Size : 55,9 Mb
Release : 2017-05-04
Category : Mathematics
ISBN : 9781107182646

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Stochastic Dynamics, Filtering and Optimization by Debasish Roy,G. Visweswara Rao,Gorti G. Pdf

This book introduces essential concepts in stochastic processes that interface seamlessly with applications of interest in science and engineering.