Lectures on Dynamics of Stochastic Systems

Produk Detail:
  • Author : Valery I. Klyatskin
  • Publisher : Elsevier
  • Pages : 410 pages
  • ISBN : 9780123849670
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>Lectures on Dynamics of Stochastic Systems

Download or Read online Lectures on Dynamics of Stochastic Systems full in PDF, ePub and kindle. this book written by Valery I. Klyatskin and published by Elsevier which was released on 09 September 2010 with total page 410 pages. We cannot guarantee that Lectures on Dynamics of Stochastic Systems book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial data. This book is a revised and more comprehensive version of Dynamics of Stochastic Systems. Part I provides an introduction to the topic. Part II is devoted to the general theory of statistical analysis of dynamic systems with fluctuating parameters described by differential and integral equations. Part III deals with the analysis of specific physical problems associated with coherent phenomena. A comprehensive update of Dynamics of Stochastic Systems Develops mathematical tools of stochastic analysis and applies them to a wide range of physical models of particles, fluids and waves Includes problems for the reader to solve

Lectures on Dynamics of Stochastic Systems

Lectures on Dynamics of Stochastic Systems
  • Author : Valery I. Klyatskin
  • Publisher : Elsevier
  • Release : 09 September 2010
GET THIS BOOK Lectures on Dynamics of Stochastic Systems

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial

Stochastic Dynamics and Control

Stochastic Dynamics and Control
  • Author : Jian-Qiao Sun
  • Publisher : Elsevier
  • Release : 10 August 2006
GET THIS BOOK Stochastic Dynamics and Control

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

Stochastic Methods in Structural Dynamics

Stochastic Methods in Structural Dynamics
  • Author : G.I. Schuëller,Masanobu Shinozuka
  • Publisher : Springer Science & Business Media
  • Release : 06 December 2012
GET THIS BOOK Stochastic Methods in Structural Dynamics

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

Linearization Methods for Stochastic Dynamic Systems

Linearization Methods for Stochastic Dynamic Systems
  • Author : Leslaw Socha
  • Publisher : Springer Science & Business Media
  • Release : 20 December 2007
GET THIS BOOK Linearization Methods for Stochastic Dynamic Systems

For most cases of interest, exact solutions to nonlinear equations describing stochastic dynamical systems are not available. This book details the relatively simple and popular linearization techniques available, covering theory as well as application. It examines models with continuous external and parametric excitations, those that cover the majority of known approaches.

Dynamic Feature Space Modelling Filtering and Self Tuning Control of Stochastic Systems

Dynamic Feature Space Modelling  Filtering and Self Tuning Control of Stochastic Systems
  • Author : Pieter W. Otter
  • Publisher : Springer Science & Business Media
  • Release : 06 December 2012
GET THIS BOOK Dynamic Feature Space Modelling Filtering and Self Tuning Control of Stochastic Systems

The literature on systems seems to have been growing almost expo nentially during the last decade and one may question whether there is need for another book. In the author's view, most of the literature on 'systems' is either technical in mathematical sense or technical ifF engineering sense (with technical words such as noise, filtering etc. ) and not easily accessible to researchers is other fields, in particular not to economists, econometricians and quantitative researchers in so cial sciences. This is

Stochastic Analysis A Series of Lectures

Stochastic Analysis  A Series of Lectures
  • Author : Robert C. Dalang,Marco Dozzi,Franco Flandoli,Francesco Russo
  • Publisher : Birkhäuser
  • Release : 28 July 2015
GET THIS BOOK Stochastic Analysis A Series of Lectures

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations

Stochastic Equations Theory and Applications in Acoustics Hydrodynamics Magnetohydrodynamics and Radiophysics Volume 1

Stochastic Equations  Theory and Applications in Acoustics  Hydrodynamics  Magnetohydrodynamics  and Radiophysics  Volume 1
  • Author : Valery I. Klyatskin
  • Publisher : Springer
  • Release : 14 July 2014
GET THIS BOOK Stochastic Equations Theory and Applications in Acoustics Hydrodynamics Magnetohydrodynamics and Radiophysics Volume 1

This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic problems for a number of models of fluctuating parameters and constructing various asymptotic buildings. Ideas of statistical topography are used to discuss general issues of generating coherent

Nonlinear Dynamics of Chaotic and Stochastic Systems

Nonlinear Dynamics of Chaotic and Stochastic Systems
  • Author : Vadim S. Anishchenko,Vladimir Astakhov,Alexander Neiman,Tatjana Vadivasova,Lutz Schimansky-Geier
  • Publisher : Springer Science & Business Media
  • Release : 20 July 2007
GET THIS BOOK Nonlinear Dynamics of Chaotic and Stochastic Systems

We present an improved and enlarged version of our book Nonlinear - namics of Chaotic and Stochastic Systems published by Springer in 2002. Basically, the new edition of the book corresponds to its ?rst version. While preparingthiseditionwemadesomeclari?cationsinseveralsectionsandalso corrected the misprints noticed in some formulas. Besides, three new sections have been added to Chapter 2. They are “Statistical Properties of Dynamical Chaos,” “E?ects of Synchronization in Extended Self-Sustained Oscillatory Systems,” and “Synchronization in Living Systems.” The sections indicated re?ect the

Stochastic Analysis A Series of Lectures

Stochastic Analysis  A Series of Lectures
  • Author : Robert C. Dalang,Marco Dozzi,Franco Flandoli,Francesco Russo
  • Publisher : Birkhäuser
  • Release : 07 August 2015
GET THIS BOOK Stochastic Analysis A Series of Lectures

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations

Nonlinear Dynamics and Stochastic Mechanics

Nonlinear Dynamics and Stochastic Mechanics
  • Author : Wolfgang Kliemann
  • Publisher : CRC Press
  • Release : 04 May 2018
GET THIS BOOK Nonlinear Dynamics and Stochastic Mechanics

Engineering systems have played a crucial role in stimulating many of the modern developments in nonlinear and stochastic dynamics. After 20 years of rapid progress in these areas, this book provides an overview of the current state of nonlinear modeling and analysis for mechanical and structural systems. This volume is a coherent compendium written by leading experts from the United States, Canada, Western and Eastern Europe, and Australia. The 22 articles describe the background, recent developments, applications, and future directions in bifurcation

Stochastic Dynamics of Structures

Stochastic Dynamics of Structures
  • Author : Jie Li,Jianbing Chen
  • Publisher : Wiley
  • Release : 28 September 2009
GET THIS BOOK Stochastic Dynamics of Structures

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

Engineering Dynamics

Engineering Dynamics
  • Author : Cho W. S. To
  • Publisher : Morgan & Claypool Publishers
  • Release : 05 July 2018
GET THIS BOOK Engineering Dynamics

Engineering Dynamics is an introductory textbook covering the kinematics and dynamics of particles, systems of particles, and kinematics and dynamics of rigid bodies. It has been developed from lecture notes given by the author since 1982. It includes sufficient topics normally covered in a single-semester three credit hour course taken by sophomores in an undergraduate degree program majoring in various engineering disciplines. The primary focus of the book is on kinematics and dynamics of particles, kinematics and dynamics of systems of

Optimization of Stochastic Systems

Optimization of Stochastic Systems
  • Author : Masanao Aoki
  • Publisher : Unknown
  • Release : 23 September 1989
GET THIS BOOK Optimization of Stochastic Systems

From the Preface The first edition of this book was written mainly for audiences with physical science and engineering backgrounds. Nevertheless, it reached some readers with economic and management science training. Analytical training of graduate students in economics and management sciences had progressed much in the last 20 years, and many new research results and optimization algorithms have also become available. My own interest in the meantime has shifted to the analysis of dynamics and optimization problems of economic and management

Stochastic Dynamics Filtering and Optimization

Stochastic Dynamics  Filtering and Optimization
  • Author : Debasish Roy,G. Visweswara Rao
  • Publisher : Cambridge University Press
  • Release : 08 April 2017
GET THIS BOOK Stochastic Dynamics Filtering and Optimization

Targeted at graduate students, researchers and practitioners in the field of science and engineering, this book gives a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes. It then continues to weave into a framework of several practical tools and applications involving stochastic dynamical systems. These include tools for the numerical integration of such dynamical systems, nonlinear stochastic filtering and generalized Bayesian update theories for solving inverse problems