An Introduction to Stochastic Dynamics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to Stochastic Dynamics write by Jinqiao Duan. This book was released on 2015-04-13. An Introduction to Stochastic Dynamics available in PDF, EPUB and Kindle. An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.
Stochastic Dynamics in Computational Biology
Stochastic Dynamics in Computational Biology - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Dynamics in Computational Biology write by Stefanie Winkelmann. This book was released on 2021-01-04. Stochastic Dynamics in Computational Biology available in PDF, EPUB and Kindle. 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.
Dynamics of Stochastic Systems
Dynamics of Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Dynamics of Stochastic Systems write by Valery I. Klyatskin. This book was released on 2005-03-17. Dynamics of Stochastic Systems available in PDF, EPUB and Kindle. 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. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''oil slicks''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of the system and initial data.This raises a host of challenging mathematical issues. One could rarely solve such systems exactly (or approximately) in a closed analytic form, and their solutions depend in a complicated implicit manner on the initial-boundary data, forcing and system's (media) parameters . In mathematical terms such solution becomes a complicated "nonlinear functional" of random fields and processes.Part I gives mathematical formulation for the basic physical models of transport, diffusion, propagation and develops some analytic tools.Part II sets up and applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to those models, to produce exact or approximate solutions, or in worst case numeric procedures. The exposition is motivated and demonstrated with numerous examples.Part III takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations, like wave propagation in randomly layered media (localization), turbulent advection of passive tracers (clustering).Each chapter is appended with problems the reader to solve by himself (herself), which will be a good training for independent investigations.·This book is translation from Russian and is completed with new principal results of recent research.·The book develops mathematical tools of stochastic analysis, and applies them to a wide range of physical models of particles, fluids, and waves.·Accessible to a broad audience with general background in mathematical physics, but no special expertise in stochastic analysis, wave propagation or turbulence
Stochastic Dynamics of Structures
Stochastic Dynamics of Structures - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Dynamics of Structures write by Jie Li. This book was released on 2009-07-23. Stochastic Dynamics of Structures available in PDF, EPUB and Kindle. 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 random vibration analysis. Li and Chen also cover advanced topics, including the theory of and elaborate numerical methods for probability density evolution analysis of stochastic dynamical systems, reliability-based design, and performance control of structures. Stochastic Dynamics of Structures presents techniques for researchers and graduate students in a wide variety of engineering fields: civil engineering, mechanical engineering, aerospace and aeronautics, marine and offshore engineering, ship engineering, and applied mechanics. Practicing engineers will benefit from the concise review of random vibration theory and the new methods introduced in the later chapters. "The book is a valuable contribution to the continuing development of the field of stochastic structural dynamics, including the recent discoveries and developments by the authors of the probability density evolution method (PDEM) and its applications to the assessment of the dynamic reliability and control of complex structures through the equivalent extreme-value distribution." —A. H-S. Ang, NAE, Hon. Mem. ASCE, Research Professor, University of California, Irvine, USA "The authors have made a concerted effort to present a responsible and even holistic account of modern stochastic dynamics. Beyond the traditional concepts, they also discuss theoretical tools of recent currency such as the Karhunen-Loeve expansion, evolutionary power spectra, etc. The theoretical developments are properly supplemented by examples from earthquake, wind, and ocean engineering. The book is integrated by also comprising several useful appendices, and an exhaustive list of references; it will be an indispensable tool for students, researchers, and practitioners endeavoring in its thematic field." —Pol Spanos, NAE, Ryon Chair in Engineering, Rice University, Houston, USA
Stochastic Dynamics of Marine Structures
Stochastic Dynamics of Marine Structures - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Dynamics of Marine Structures write by Arvid Naess. This book was released on 2013. Stochastic Dynamics of Marine Structures available in PDF, EPUB and Kindle. For students and professionals, this covers theory and methods for stochastic modelling and analysis of marine structures under environmental loads.
