Computational Methods In Stochastic Dynamics
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Computational Methods In Stochastic Dynamics
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Author : Manolis Papadrakakis
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-02-01
Computational Methods In Stochastic Dynamics written by Manolis Papadrakakis 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 2011-02-01 with Technology & Engineering categories.
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
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Author : Manolis Papadrakakis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-10-03
Computational Methods In Stochastic Dynamics written by Manolis Papadrakakis 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 2012-10-03 with Technology & Engineering categories.
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
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Author : Stefanie Winkelmann
language : en
Publisher: Springer Nature
Release Date : 2021-01-04
Stochastic Dynamics In Computational Biology written by Stefanie Winkelmann and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-04 with Mathematics categories.
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.
Computational Methods In Stochastic Dynamics
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Author : Manolis Papadrakakis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-26
Computational Methods In Stochastic Dynamics written by Manolis Papadrakakis 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 2012-09-26 with Technology & Engineering categories.
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 Dynamical Systems
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Author : Josef Honerkamp
language : de
Publisher: John Wiley & Sons
Release Date : 1996-12-17
Stochastic Dynamical Systems written by Josef Honerkamp 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 1996-12-17 with Mathematics categories.
Dieser einzigartige Band führt den Leser in die mathematische Begriffsbildung für komplexe Systeme ein. Er ist ideal für Studenten der Mathematik, Physik, Chemie und Medizin, die sich in ihrem Studium erstmals mit stochastischen dynamischen Systemen beschäftigen. Das Buch stellt praktische Methoden zur Verfügung, um mit solchen Systemen umgehen zu können, und stellt die zugundeliegenden Definitionen und theoretischen Annahmen, wo erforderlich, klar heraus. Im Gegensatz zu anderen Büchern über dieses Gebiet, die oft einen bestimmten Zugang bevorzugen, deckt Stochastical Dynamical Systems eine Vielzahl von stochastischen und statistischen Methoden ab, die für die Untersuchung von komplexen Systemen wie Polymerschmelzen, dem menschlichen Körper und der Atmosphäre absolut notwendig sind. Das Buch behandelt die Datenanalyse ebenso wie Simulationsmethoden für gegebene Modelle. Die ganze Vielfalt der klassischen und neuartigen Begriffe der mathematischen Stochastik wird in einem leicht verständlichen Stil erklärt, so daß die Leser diese Konzepte leicht für die Untersuchung ihrer Daten anwenden können.
Numerical Methods For Stochastic Control Problems In Continuous Time
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Author : Harold J. Kushner
language : en
Publisher: Springer Science & Business Media
Release Date : 2001
Numerical Methods For Stochastic Control Problems In Continuous Time written by Harold J. Kushner 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 2001 with Language Arts & Disciplines categories.
The required background is surveyed, and there is an extensive development of methods of approximation and computational algorithms. The book is written on two levels: algorithms and applications, and mathematical proofs. Thus, the ideas should be very accessible to a broad audience."--BOOK JACKET.
Molecular Dynamics
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Author : Ben Leimkuhler
language : en
Publisher: Springer
Release Date : 2015-05-18
Molecular Dynamics written by Ben Leimkuhler and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-18 with Mathematics categories.
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.
Elements Of Stochastic Dynamics
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Author : Guo-qiang Cai
language : en
Publisher: World Scientific Publishing Company
Release Date : 2016-08-11
Elements Of Stochastic Dynamics written by Guo-qiang Cai and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-11 with Technology & Engineering categories.
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.
Spectral Methods For Uncertainty Quantification
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Author : Olivier Le Maitre
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-03-11
Spectral Methods For Uncertainty Quantification written by Olivier Le Maitre 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 2010-03-11 with Science categories.
This book deals with the application of spectral methods to problems of uncertainty propagation and quanti?cation in model-based computations. It speci?cally focuses on computational and algorithmic features of these methods which are most useful in dealing with models based on partial differential equations, with special att- tion to models arising in simulations of ?uid ?ows. Implementations are illustrated through applications to elementary problems, as well as more elaborate examples selected from the authors’ interests in incompressible vortex-dominated ?ows and compressible ?ows at low Mach numbers. Spectral stochastic methods are probabilistic in nature, and are consequently rooted in the rich mathematical foundation associated with probability and measure spaces. Despite the authors’ fascination with this foundation, the discussion only - ludes to those theoretical aspects needed to set the stage for subsequent applications. The book is authored by practitioners, and is primarily intended for researchers or graduate students in computational mathematics, physics, or ?uid dynamics. The book assumes familiarity with elementary methods for the numerical solution of time-dependent, partial differential equations; prior experience with spectral me- ods is naturally helpful though not essential. Full appreciation of elaborate examples in computational ?uid dynamics (CFD) would require familiarity with key, and in some cases delicate, features of the associated numerical methods. Besides these shortcomings, our aim is to treat algorithmic and computational aspects of spectral stochastic methods with details suf?cient to address and reconstruct all but those highly elaborate examples.
Computational Methods In Stochastic Dynamics
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Author : Manolis Papadrakakis
language : en
Publisher: Springer
Release Date : 2012-10-03
Computational Methods In Stochastic Dynamics written by Manolis Papadrakakis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-03 with Technology & Engineering categories.
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.