Nonlinear Mathematics for Uncertainty and its Applications - 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 Nonlinear Mathematics for Uncertainty and its Applications write by Shoumei Li. This book was released on 2011-07-21. Nonlinear Mathematics for Uncertainty and its Applications available in PDF, EPUB and Kindle. This volume is a collection of papers presented at the international conference on Nonlinear Mathematics for Uncertainty and Its Applications (NLMUA2011), held at Beijing University of Technology during the week of September 7--9, 2011. The conference brought together leading researchers and practitioners involved with all aspects of nonlinear mathematics for uncertainty and its applications. Over the last fifty years there have been many attempts in extending the theory of classical probability and statistical models to the generalized one which can cope with problems of inference and decision making when the model-related information is scarce, vague, ambiguous, or incomplete. Such attempts include the study of nonadditive measures and their integrals, imprecise probabilities and random sets, and their applications in information sciences, economics, finance, insurance, engineering, and social sciences. The book presents topics including nonadditive measures and nonlinear integrals, Choquet, Sugeno and other types of integrals, possibility theory, Dempster-Shafer theory, random sets, fuzzy random sets and related statistics, set-valued and fuzzy stochastic processes, imprecise probability theory and related statistical models, fuzzy mathematics, nonlinear functional analysis, information theory, mathematical finance and risk managements, decision making under various types of uncertainty, and others.
Special Issue: Nonlinear Mathematics for Uncertainty and Its Applications
Special Issue: Nonlinear Mathematics for Uncertainty and Its Applications - 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 Special Issue: Nonlinear Mathematics for Uncertainty and Its Applications write by . This book was released on 2013. Special Issue: Nonlinear Mathematics for Uncertainty and Its Applications available in PDF, EPUB and Kindle.
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Nonlinear Expectations and Stochastic Calculus under Uncertainty - 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 Nonlinear Expectations and Stochastic Calculus under Uncertainty write by Shige Peng. This book was released on 2019-09-09. Nonlinear Expectations and Stochastic Calculus under Uncertainty available in PDF, EPUB and Kindle. This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author. This book is based on Shige Peng’s lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes. With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter. Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
Nonlinear Systems Analysis
Nonlinear Systems Analysis - 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 Nonlinear Systems Analysis write by M. Vidyasagar. This book was released on 2002-01-01. Nonlinear Systems Analysis available in PDF, EPUB and Kindle. When M. Vidyasagar wrote the first edition of Nonlinear Systems Analysis, most control theorists considered the subject of nonlinear systems a mystery. Since then, advances in the application of differential geometric methods to nonlinear analysis have matured to a stage where every control theorist needs to possess knowledge of the basic techniques because virtually all physical systems are nonlinear in nature. The second edition, now republished in SIAM's Classics in Applied Mathematics series, provides a rigorous mathematical analysis of the behavior of nonlinear control systems under a variety of situations. It develops nonlinear generalizations of a large number of techniques and methods widely used in linear control theory. The book contains three extensive chapters devoted to the key topics of Lyapunov stability, input-output stability, and the treatment of differential geometric control theory. Audience: this text is designed for use at the graduate level in the area of nonlinear systems and as a resource for professional researchers and practitioners working in areas such as robotics, spacecraft control, motor control, and power systems.
Uncertainty Quantification
Uncertainty Quantification - 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 Uncertainty Quantification write by Christian Soize. This book was released on 2017-04-24. Uncertainty Quantification available in PDF, EPUB and Kindle. This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties and their quantification for large-scale computational models in sciences and engineering. In particular, it focuses in parametric uncertainties, and non-parametric uncertainties with applications from the structural dynamics and vibroacoustics of complex mechanical systems, from micromechanics and multiscale mechanics of heterogeneous materials. Resulting from a course developed by the author, the book begins with a description of the fundamental mathematical tools of probability and statistics that are directly useful for uncertainty quantification. It proceeds with a well carried out description of some basic and advanced methods for constructing stochastic models of uncertainties, paying particular attention to the problem of calibrating and identifying a stochastic model of uncertainty when experimental data is available. This book is intended to be a graduate-level textbook for students as well as professionals interested in the theory, computation, and applications of risk and prediction in science and engineering fields.
