Analysis And Approximation Of Rare Events
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Analysis And Approximation Of Rare Events
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Author : Amarjit Budhiraja
language : en
Publisher: Springer
Release Date : 2019-08-10
Analysis And Approximation Of Rare Events written by Amarjit Budhiraja and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-10 with Mathematics categories.
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.
Guidelines For Chemical Process Quantitative Risk Analysis
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Author : CCPS (Center for Chemical Process Safety)
language : en
Publisher: John Wiley & Sons
Release Date : 2010-08-27
Guidelines For Chemical Process Quantitative Risk Analysis written by CCPS (Center for Chemical Process Safety) and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-27 with Technology & Engineering categories.
Chemical process quantitative risk analysis (CPQRA) as applied to the CPI was first fully described in the first edition of this CCPS Guidelines book. This second edition is packed with information reflecting advances in this evolving methodology, and includes worked examples on a CD-ROM. CPQRA is used to identify incident scenarios and evaluate their risk by defining the probability of failure, the various consequences and the potential impact of those consequences. It is an invaluable methodology to evaluate these when qualitative analysis cannot provide adequate understanding and when more information is needed for risk management. This technique provides a means to evaluate acute hazards and alternative risk reduction strategies, and identify areas for cost-effective risk reduction. There are no simple answers when complex issues are concerned, but CPQRA2 offers a cogent, well-illustrated guide to applying these risk-analysis techniques, particularly to risk control studies. Special Details: Includes CD-ROM with example problems worked using Excel and Quattro Pro. For use with Windows 95, 98, and NT.
Nonlinear Dynamics In Geosciences
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Author : Anastasios A. Tsonis
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-09-25
Nonlinear Dynamics In Geosciences written by Anastasios A. Tsonis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-09-25 with Language Arts & Disciplines categories.
This work comprises the proceedings of a conference held last year in Rhodes, Greece, to assess developments during the last 20 years in the field of nonlinear dynamics in geosciences. The volume has its own authority as part of the Aegean Conferences cycle, but it also brings together the most up-to-date research from the atmospheric sciences, hydrology, geology, and other areas of geosciences, and discusses the advances made and the future directions of nonlinear dynamics.
Switching Processes In Queueing Models
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Author : Vladimir Anisimov
language : en
Publisher: John Wiley & Sons
Release Date : 2013-03-01
Switching Processes In Queueing Models written by Vladimir Anisimov and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-01 with Mathematics categories.
Switching processes, invented by the author in 1977, is the main tool used in the investigation of traffic problems from automotive to telecommunications. The title provides a new approach to low traffic problems based on the analysis of flows of rare events and queuing models. In the case of fast switching, averaging principle and diffusion approximation results are proved and applied to the investigation of transient phenomena for wide classes of overloading queuing networks. The book is devoted to developing the asymptotic theory for the class of switching queuing models which covers models in a Markov or semi-Markov environment, models under the influence of flows of external or internal perturbations, unreliable and hierarchic networks, etc.
Recent Advances In Reliability Theory
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Author : N. Limnios
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Recent Advances In Reliability Theory written by N. Limnios and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
Conceiving reliablesystems is a strategic issue for any industrial society. Hence, reliability has become a discipline at the beginning of the Second World War. In fact, reliability is a field of reseach common to mathematics, operational research, informatics, graph theory, physics, and so forth. We are concerned here with the mathematical side of reliability, of which probability, statistics, and more specially stochastic processes theory constitute the natural basis. US army during the war, and later in the US Problems encountered by the and Soviet space programs, have led to an awarenessofthe need for reliabilityor more generaly for dependability (a general term covering reliability, availability, security, maintainability, etc.) of the systems. The paper by W. Weibull of 1938 on the strength of materials, leading to the distribution that later took his name, and the paper by B. Epstein and M. Sobel of 1951, initiating the use of the exponential distribution as the basic (and now most used) model for reliability, are the founding papers of the field. At this time, the systems were merely seen as black boxes. During the 1960s, they began to be considered as the result of the interaction of their elements. Appropriate methods were then developed, from Shannon's work to the beautiful theory of coherent systems initiated by Z.W. Birnbaum, J.D.
Risk Assessment
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Author : Marvin Rausand
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-12
Risk Assessment written by Marvin Rausand and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-12 with Mathematics categories.
An introduction to risk assessment that utilizes key theory and state-of-the-art applications With its balanced coverage of theory and applications along with standards and regulations, Risk Assessment: Theory, Methods, and Applications serves as a comprehensive introduction to the topic. The book serves as a practical guide to current risk analysis and risk assessment, emphasizing the possibility of sudden, major accidents across various areas of practice from machinery and manufacturing processes to nuclear power plants and transportation systems. The author applies a uniform framework to the discussion of each method, setting forth clear objectives and descriptions, while also shedding light on applications, essential resources, and advantages and disadvantages. Following an introduction that provides an overview of risk assessment, the book is organized into two sections that outline key theory, methods, and applications. Introduction to Risk Assessment defines key concepts and details the steps of a thorough risk assessment along with the necessary quantitative risk measures. Chapters outline the overall risk assessment process, and a discussion of accident models and accident causation offers readers new insights into how and why accidents occur to help them make better assessments. Risk Assessment Methods and Applications carefully describes the most relevant methods for risk assessment, including preliminary hazard analysis, HAZOP, fault tree analysis, and event tree analysis. Here, each method is accompanied by a self-contained description as well as workflow diagrams and worksheets that illustrate the use of discussed techniques. Important problem areas in risk assessment, such as barriers and barrier analysis, human errors, and human reliability, are discussed along with uncertainty and sensitivity analysis. Each chapter concludes with a listing of resources for further study of the topic, and detailed appendices outline main results from probability and statistics, related formulas, and a listing of key terms used in risk assessment. A related website features problems that allow readers to test their comprehension of the presented material and supplemental slides to facilitate the learning process. Risk Assessment is an excellent book for courses on risk analysis and risk assessment at the upper-undergraduate and graduate levels. It also serves as a valuable reference for engineers, researchers, consultants, and practitioners who use risk assessment techniques in their everyday work.
Risk And Safety Analysis Of Nuclear Systems
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Author : John C. Lee
language : en
Publisher: John Wiley & Sons
Release Date : 2012-01-12
Risk And Safety Analysis Of Nuclear Systems written by John C. Lee and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-12 with Technology & Engineering categories.
The book has been developed in conjunction with NERS 462, a course offered every year to seniors and graduate students in the University of Michigan NERS program. The first half of the book covers the principles of risk analysis, the techniques used to develop and update a reliability data base, the reliability of multi-component systems, Markov methods used to analyze the unavailability of systems with repairs, fault trees and event trees used in probabilistic risk assessments (PRAs), and failure modes of systems. All of this material is general enough that it could be used in non-nuclear applications, although there is an emphasis placed on the analysis of nuclear systems. The second half of the book covers the safety analysis of nuclear energy systems, an analysis of major accidents and incidents that occurred in commercial nuclear plants, applications of PRA techniques to the safety analysis of nuclear power plants (focusing on a major PRA study for five nuclear power plants), practical PRA examples, and emerging techniques in the structure of dynamic event trees and fault trees that can provide a more realistic representation of complex sequences of events. The book concludes with a discussion on passive safety features of advanced nuclear energy systems under development and approaches taken for risk-informed regulations for nuclear plants.
Computer Performance Evaluation Modelling Techniques And Tools
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Author : Boudewijn R. Haverkort
language : en
Publisher: Springer
Release Date : 2003-06-29
Computer Performance Evaluation Modelling Techniques And Tools written by Boudewijn R. Haverkort and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-29 with Computers categories.
This book constitutes the refereed proceedings of the 11th International Conference on Modelling Tools and Techniques for Computer Communication System Performance Evaluation, TOOLS 2000, held in Schaumburg, IL, USA in March 2000. The 21 revised full papers presented were carefully reviewed and selected from a total of 49 submissions. Also included are 15 tool descriptions and one invited paper. The papers are organized in topical sections on queueing network models, optimization in mobile networks, stochastic Petri nets, simulation, formal methods and performance evaluation, and measurement tools and applications.
Probabilistic Safety Assessment And Management
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Author : Cornelia Spitzer
language : en
Publisher: Springer
Release Date : 2014-01-04
Probabilistic Safety Assessment And Management written by Cornelia Spitzer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-04 with Technology & Engineering categories.
Probabilistic Safety Assessment and Management is a collection of papers presented at the PSAM 7 - ESREL '04 Conference in June 2004. The joint Conference provided a forum for the presentation of the latest developments in methodology and application of probabilistic and reliability methods in various industries. The aim of these applications is the optimisation of technological systems and processes from the perspective of a risk-informed safety management while also taking economic and environmental aspects into account. Bringing together leading experts from all over the world, the papers reflect a wide variety of disciplines, such as principles and theory of reliability and risk analysis, systems modelling and simulation, consequence assessment, human and organisational factors, structural reliability methods, software reliability and safety, insights and lessons from risk studies and management/decision making.
Stochastic Narrow Escape In Molecular And Cellular Biology
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Author : David Holcman
language : en
Publisher: Springer
Release Date : 2015-09-08
Stochastic Narrow Escape In Molecular And Cellular Biology written by David Holcman and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-08 with Science categories.
This book covers recent developments in the non-standard asymptotics of the mathematical narrow escape problem in stochastic theory, as well as applications of the narrow escape problem in cell biology. The first part of the book concentrates on mathematical methods, including advanced asymptotic methods in partial equations, and is aimed primarily at applied mathematicians and theoretical physicists who are interested in biological applications. The second part of the book is intended for computational biologists, theoretical chemists, biochemists, biophysicists, and physiologists. It includes a summary of output formulas from the mathematical portion of the book and concentrates on their applications in modeling specific problems in theoretical molecular and cellular biology. Critical biological processes, such as synaptic plasticity and transmission, activation of genes by transcription factors, or double-strained DNA break repair, are controlled by diffusion in structures that have both large and small spatial scales. These may be small binding sites inside or on the surface of the cell, or narrow passages between subcellular compartments. The great disparity in spatial scales is the key to controlling cell function by structure. This volume reports recent progress on resolving analytical and numerical difficulties in extracting properties from experimental data, biophysical models, and from Brownian dynamics simulations of diffusion in multi-scale structures.