Modelling Stochastic Uncertainties
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Modelling Stochastic Uncertainties
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Author : Mohammed Elmusrati
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2024-11-18
Modelling Stochastic Uncertainties written by Mohammed Elmusrati and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-18 with Technology & Engineering categories.
This book delves into dynamic systems modeling, probability theory, stochastic processes, estimation theory, Kalman filters, and game theory. While many excellent books offer insights into these topics, our proposed book takes a distinctive approach, integrating these diverse subjects to address uncertainties and demonstrate their practical applications. The author aims to cater to a broad spectrum of readers. The book features approximately 150 meticulously explained solved examples and numerous simulation programs, each with detailed explanations. "Modelling Stochastic Uncertainties" provides a comprehensive understanding of uncertainties and their implications across various domains. Here is a brief exploration of the chapters: Chapter 1: Introduces the book's philosophy and the manifestation of uncertainties. Chapter 2: Lays the mathematical foundation, focusing on probability theory and stochastic processes, covering random variables, probability distributions, expectations, characteristic functions, and limits, along with various stochastic processes and their properties. Chapter 3: Discusses managing uncertainty through deterministic and stochastic dynamic modeling techniques. Chapter 4: Explores parameter estimation amid uncertainty, presenting key concepts of estimation theory. Chapter 5: Focuses on Kalman filters for state estimation amid uncertain measurements and Gaussian additive noise. Chapter 6: Examines how uncertainty influences decision-making in strategic interactions and conflict management. Overall, the book provides a thorough understanding of uncertainties, from theoretical foundations to practical applications in dynamic systems modeling, estimation, and game theory.
Stochastic Systems
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Author : Mircea Grigoriu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-05-15
Stochastic Systems written by Mircea Grigoriu 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 2012-05-15 with Technology & Engineering categories.
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis Probabilistic models for random variables and functions needed to formulate stochastic equations describing realistic problems in engineering and applied sciences Practical methods for quantifying the uncertain parameters in the definition of stochastic equations, solving approximately these equations, and assessing the accuracy of approximate solutions Stochastic Systems provides key information for researchers, graduate students, and engineers who are interested in the formulation and solution of stochastic problems encountered in a broad range of disciplines. Numerous examples are used to clarify and illustrate theoretical concepts and methods for solving stochastic equations. The extensive bibliography and index at the end of the book constitute an ideal resource for both theoreticians and practitioners.
An Introduction To Stochastic Modeling
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Author : Howard M. Taylor
language : en
Publisher: Academic Press
Release Date : 2014-05-10
An Introduction To Stochastic Modeling written by Howard M. Taylor and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
An Introduction to Stochastic Modeling, Revised Edition provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Mathematics Of Uncertainty Modeling In The Analysis Of Engineering And Science Problems
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Author : Chakraverty, S.
language : en
Publisher: IGI Global
Release Date : 2014-01-31
Mathematics Of Uncertainty Modeling In The Analysis Of Engineering And Science Problems written by Chakraverty, S. and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-31 with Mathematics categories.
"This book provides the reader with basic concepts for soft computing and other methods for various means of uncertainty in handling solutions, analysis, and applications"--Provided by publisher.
Basic Notes On Model Uncertainties State Of The Art Report Liquid And Gas Tightness Of Concrete Structures Progress Report
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Author : FIB – International Federation for Structural Concrete
language : en
Publisher: FIB - International Federation for Structural Concrete
Release Date : 1985-02-01
Basic Notes On Model Uncertainties State Of The Art Report Liquid And Gas Tightness Of Concrete Structures Progress Report written by FIB – International Federation for Structural Concrete and has been published by FIB - International Federation for Structural Concrete this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985-02-01 with Technology & Engineering categories.
Uncertainty Quantification In Laminated Composites
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Author : Sudip Dey
language : en
Publisher: CRC Press
Release Date : 2018-09-19
Uncertainty Quantification In Laminated Composites written by Sudip Dey and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-19 with Mathematics categories.
Over the last few decades, uncertainty quantification in composite materials and structures has gained a lot of attention from the research community as a result of industrial requirements. This book presents computationally efficient uncertainty quantification schemes following meta-model-based approaches for stochasticity in material and geometric parameters of laminated composite structures. Several metamodels have been studied and comparative results have been presented for different static and dynamic responses. Results for sensitivity analyses are provided for a comprehensive coverage of the relative importance of different material and geometric parameters in the global structural responses.
Handbook Of Probabilistic Models
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Author : Pijush Samui
language : en
Publisher: Butterworth-Heinemann
Release Date : 2019-10-08
Handbook Of Probabilistic Models written by Pijush Samui and has been published by Butterworth-Heinemann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-08 with Computers categories.
Handbook of Probabilistic Models carefully examines the application of advanced probabilistic models in conventional engineering fields. In this comprehensive handbook, practitioners, researchers and scientists will find detailed explanations of technical concepts, applications of the proposed methods, and the respective scientific approaches needed to solve the problem. This book provides an interdisciplinary approach that creates advanced probabilistic models for engineering fields, ranging from conventional fields of mechanical engineering and civil engineering, to electronics, electrical, earth sciences, climate, agriculture, water resource, mathematical sciences and computer sciences. Specific topics covered include minimax probability machine regression, stochastic finite element method, relevance vector machine, logistic regression, Monte Carlo simulations, random matrix, Gaussian process regression, Kalman filter, stochastic optimization, maximum likelihood, Bayesian inference, Bayesian update, kriging, copula-statistical models, and more.
Model Validation And Uncertainty Quantification Volume 3
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Author : Zhu Mao
language : en
Publisher: Springer Nature
Release Date : 2020-10-27
Model Validation And Uncertainty Quantification Volume 3 written by Zhu Mao and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-27 with Technology & Engineering categories.
Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 38th IMAC, A Conference and Exposition on Structural Dynamics, 2020, the third volume of nine from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Model Validation and Uncertainty Quantification, including papers on: Uncertainty Quantification in Material Models Uncertainty Propagation in Structural Dynamics Practical Applications of MVUQ Advances in Model Validation & Uncertainty Quantification: Model Updating Model Validation & Uncertainty Quantification: Industrial Applications Controlling Uncertainty Uncertainty in Early Stage Design Modeling of Musical Instruments Overview of Model Validation and Uncertainty
Uncertainty Modeling In Knowledge Engineering And Decision Making Proceedings Of The 10th International Flins Conference
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Author : Cengiz Kahraman
language : en
Publisher: World Scientific
Release Date : 2012-08-10
Uncertainty Modeling In Knowledge Engineering And Decision Making Proceedings Of The 10th International Flins Conference written by Cengiz Kahraman and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-10 with Computers categories.
FLINS, originally an acronym for Fuzzy Logic and Intelligent Technologies in Nuclear Science, is now extended to Computational Intelligence for applied research. The contributions to the 10th of FLINS conference cover state-of-the-art research, development, and technology for computational intelligence systems, both from the foundations and the applications points-of-view.
Uncertainty Quantification In Multiscale Materials Modeling
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Author : Yan Wang
language : en
Publisher: Woodhead Publishing
Release Date : 2020-03-10
Uncertainty Quantification In Multiscale Materials Modeling written by Yan Wang and has been published by Woodhead Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-10 with Technology & Engineering categories.
Uncertainty Quantification in Multiscale Materials Modeling provides a complete overview of uncertainty quantification (UQ) in computational materials science. It provides practical tools and methods along with examples of their application to problems in materials modeling. UQ methods are applied to various multiscale models ranging from the nanoscale to macroscale. This book presents a thorough synthesis of the state-of-the-art in UQ methods for materials modeling, including Bayesian inference, surrogate modeling, random fields, interval analysis, and sensitivity analysis, providing insight into the unique characteristics of models framed at each scale, as well as common issues in modeling across scales. - Synthesizes available UQ methods for materials modeling - Provides practical tools and examples for problem solving in modeling material behavior across various length scales - Demonstrates UQ in density functional theory, molecular dynamics, kinetic Monte Carlo, phase field, finite element method, multiscale modeling, and to support decision making in materials design - Covers quantum, atomistic, mesoscale, and engineering structure-level modeling and simulation