Stochastic Methods In Engineering

Author : I. St Doltsinis
Publisher : WIT Press
Page : 379 pages
File Size : 53,8 Mb
Release : 2012
Category : Mathematics
ISBN : 9781845646264

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Stochastic Methods in Engineering by I. St Doltsinis Pdf

The increasing industrial demand for reliable quantification and management of uncertainty in product performance forces engineers to employ probabilistic models in analysis and design, a fact that has occasioned considerable research and development activities in the field. Notes on Stochastics eventually address the topic of computational stochastic mechanics. The single volume uniquely presents tutorials on essential probabilistics and statistics, recent finite element methods for stochastic analysis by Taylor series expansion as well as Monte Carlo simulation techniques. Design improvement and robust optimisation represent key issues as does reliability assessment. The subject is developed for solids and structures of elastic and elasto-plastic material, large displacements and material deformation processes; principles are transferable to various disciplines. A chapter is devoted to the statistical comparison of systems exhibiting random scatter. Where appropriate examples illustrate the theory, problems to solve appear instructive; applications are presented with relevance to engineering practice. The book, emanating from a university course, includes research and development in the field of computational stochastic analysis and optimization. It is intended for advanced students in engineering and for professionals who wish to extend their knowledge and skills in computational mechanics to the domain of stochastics. Contents: Introduction, Randomness, Structural analysis by Taylor series expansion, Design optimization, Robustness, Monte Carlo techniques for system response and design improvement, Reliability, Time variant phenomena, Material deformation processes, Analysis and comparison of data sets, Probability distribution of test functions.

Author : Kadry, Seifedine
Publisher : IGI Global
Page : 275 pages
File Size : 42,7 Mb
Release : 2018-03-02
Category : Technology & Engineering
ISBN : 9781522550464

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Stochastic Methods for Estimation and Problem Solving in Engineering by Kadry, Seifedine Pdf

Utilizing mathematical algorithms is an important aspect of recreating real-world problems in order to make important decisions. By generating a randomized algorithm that produces statistical patterns, it becomes easier to find solutions to countless situations. Stochastic Methods for Estimation and Problem Solving in Engineering provides emerging research on the role of random probability systems in mathematical models used in various fields of research. While highlighting topics, such as random probability distribution, linear systems, and transport profiling, this book explores the use and behavior of uncertain probability methods in business and science. This book is an important resource for engineers, researchers, students, professionals, and practitioners seeking current research on the challenges and opportunities of non-deterministic probability models.

Author : E. Wong,B. Hajek
Publisher : Springer Science & Business Media
Page : 372 pages
File Size : 52,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461250609

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Stochastic Processes in Engineering Systems by E. Wong,B. Hajek Pdf

This book is a revision of Stochastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in stochastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta tionary processes in linear time-invariant systems as well as the more modern theory of stochastic systems in which dynamic structure plays a profound role. Our aim is to provide a high-level, yet readily acces sible, treatment of those topics in the theory of continuous-parameter stochastic processes that are important in the analysis of information and dynamical systems. The theory of stochastic processes can easily become abstract. In dealing with it from an applied point of view, we have found it difficult to decide on the appropriate level of rigor. We intend to provide just enough mathematical machinery so that important results can be stated PREFACE vi with precision and clarity; so much ofthe theory of stochastic processes is inherently simple if the suitable framework is provided. The price of providing this framework seems worth paying even though the ul timate goal is in applications and not the mathematics per se.

Author : I. Doltsinis
Publisher : Unknown
Page : 379 pages
File Size : 47,5 Mb
Release : 2012
Category : Science
ISBN : 1845646274

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Stochastic Methods in Engineering by I. Doltsinis Pdf

The book, emanating from a university course, includes research and development in the field of computational stochastic analysis and optimization. It is intended for advanced students in engineering and for professionals who wish to extend their knowledg

Author : Georg Lindgren,Holger Rootzen,Maria Sandsten
Publisher : CRC Press
Page : 316 pages
File Size : 44,9 Mb
Release : 2013-10-11
Category : Mathematics
ISBN : 9781466586192

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Stationary Stochastic Processes for Scientists and Engineers by Georg Lindgren,Holger Rootzen,Maria Sandsten Pdf

Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB code is available online.

Author : John A. Borrie
Publisher : Unknown
Page : 308 pages
File Size : 47,7 Mb
Release : 1992
Category : Mathematics
ISBN : STANFORD:36105024151974

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Stochastic Systems for Engineers by John A. Borrie Pdf

A self-contained introduction to stochastic systems and an ordered presentation of techniques for computer modelling, filtering and control of these systems. The subject is developed with definition, formulae and explanations but without detailed mathematical proofs.

Author : G.I. Schuëller,Masanobu Shinozuka
Publisher : Springer Science & Business Media
Page : 227 pages
File Size : 51,8 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 : Robert G. Gallager
Publisher : Springer Science & Business Media
Page : 280 pages
File Size : 44,9 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461523291

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Discrete Stochastic Processes by Robert G. Gallager Pdf

Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.

Author : Kurt Marti
Publisher : Springer
Page : 368 pages
File Size : 54,6 Mb
Release : 2015-02-21
Category : Business & Economics
ISBN : 9783662462140

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Stochastic Optimization Methods by Kurt Marti Pdf

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into appropriate deterministic substitute problems. Due to the probabilities and expectations involved, the book also shows how to apply approximative solution techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures and differentiation formulas for probabilities and expectations. In the third edition, this book further develops stochastic optimization methods. In particular, it now shows how to apply stochastic optimization methods to the approximate solution of important concrete problems arising in engineering, economics and operations research.

Author : Andrew H. Jazwinski
Publisher : Courier Corporation
Page : 404 pages
File Size : 51,5 Mb
Release : 2013-04-15
Category : Science
ISBN : 9780486318196

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Stochastic Processes and Filtering Theory by Andrew H. Jazwinski Pdf

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.

Author : Aliakbar Montazer Haghighi,Indika Wickramasinghe
Publisher : CRC Press
Page : 620 pages
File Size : 55,7 Mb
Release : 2020-07-15
Category : Mathematics
ISBN : 9781351238397

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Probability, Statistics, and Stochastic Processes for Engineers and Scientists by Aliakbar Montazer Haghighi,Indika Wickramasinghe Pdf

Featuring recent advances in the field, this new textbook presents probability and statistics, and their applications in stochastic processes. This book presents key information for understanding the essential aspects of basic probability theory and concepts of reliability as an application. The purpose of this book is to provide an option in this field that combines these areas in one book, balances both theory and practical applications, and also keeps the practitioners in mind. Features Includes numerous examples using current technologies with applications in various fields of study Offers many practical applications of probability in queueing models, all of which are related to the appropriate stochastic processes (continuous time such as waiting time, and fuzzy and discrete time like the classic Gambler’s Ruin Problem) Presents different current topics like probability distributions used in real-world applications of statistics such as climate control and pollution Different types of computer software such as MATLAB®, Minitab, MS Excel, and R as options for illustration, programing and calculation purposes and data analysis Covers reliability and its application in network queues

Author : Levent Aydin,H Seçil Artem,Selda Oterkus
Publisher : CRC Press
Page : 236 pages
File Size : 50,7 Mb
Release : 2022-04-29
Category : Electronic
ISBN : 0367510022

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Designing Engineering Structures Using Stochastic Optimization Methods by Levent Aydin,H Seçil Artem,Selda Oterkus Pdf

The book reviews mechanical engineering design optimization using stochastic methods. It introduces students and design engineers to practical aspects of complicated mathematical optimization procedures, and outlines steps for wide range of selected engineering design problems.

Author : Toshio Nakagawa
Publisher : Springer Science & Business Media
Page : 254 pages
File Size : 51,8 Mb
Release : 2011-05-27
Category : Technology & Engineering
ISBN : 9780857292742

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Stochastic Processes by Toshio Nakagawa Pdf

Reliability theory is of fundamental importance for engineers and managers involved in the manufacture of high-quality products and the design of reliable systems. In order to make sense of the theory, however, and to apply it to real systems, an understanding of the basic stochastic processes is indispensable. As well as providing readers with useful reliability studies and applications, Stochastic Processes also gives a basic treatment of such stochastic processes as: the Poisson process, the renewal process, the Markov chain, the Markov process, and the Markov renewal process. Many examples are cited from reliability models to show the reader how to apply stochastic processes. Furthermore, Stochastic Processes gives a simple introduction to other stochastic processes such as the cumulative process, the Wiener process, the Brownian motion and reliability applications. Stochastic Processes is suitable for use as a reliability textbook by advanced undergraduate and graduate students. It is also of interest to researchers, engineers and managers who study or practise reliability and maintenance.

Author : Frank Beichelt
Publisher : CRC Press
Page : 438 pages
File Size : 44,5 Mb
Release : 2006-02-22
Category : Mathematics
ISBN : 142001045X

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Stochastic Processes in Science, Engineering and Finance by Frank Beichelt Pdf

This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. It provides theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates their application by analyzing numerous practical examples. The treatment assumes few prerequisites, requiring only the standard mathematical maturity acquired by undergraduate applied science students. It includes an introductory chapter that summarizes the basic probability theory needed as background. Numerous exercises reinforce the concepts and techniques discussed and allow readers to assess their grasp of the subject. Solutions to most of the exercises are provided in an appendix. While focused primarily on practical aspects, the presentation includes some important proofs along with more challenging examples and exercises for those more theoretically inclined. Mastering the contents of this book prepares readers to apply stochastic modeling in their own fields and enables them to work more creatively with software designed for dealing with the data analysis aspects of stochastic processes.

Author : Carl W. Helstrom
Publisher : MacMillan Publishing Company
Page : 634 pages
File Size : 40,8 Mb
Release : 1991
Category : Engineering mathematics
ISBN : UCSD:31822033517129

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Probability and Stochastic Processes for Engineers by Carl W. Helstrom Pdf