Download or read book Stochastic Elasticity written by L. Angela Mihai and published by Springer Nature. This book was released on 2022-09-01 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials. However, in contrast to the tremendous development of computational methods for large-scale problems, which have been proposed and implemented extensively in recent years, at the fundamental level, there is very little understanding of the uncertainties in the behaviour of elastic materials under large strains. Based on the idea that every large-scale problem starts as a small-scale data problem, this book combines fundamental aspects of finite (large-strain) elasticity and probability theories, which are prerequisites for the quantification of uncertainties in the elastic responses of soft materials. The problems treated in this book are drawn from the analytical continuum mechanics literature and incorporate random variables as basic concepts along with mechanical stresses and strains. Such problems are interesting in their own right but they are also meant to inspire further thinking about how stochastic extensions can be formulated before they can be applied to more complex physical systems.

Download or read book Parameter Estimation in Stochastic Volatility Models written by Jaya P. N. Bishwal and published by Springer Nature. This book was released on 2022-08-06 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often fail to estimate the unknown parameters in the unobserved volatility processes. This text studies the second order rate of weak convergence to normality to obtain refined inference results like confidence interval, as well as nontraditional continuous time stochastic volatility models driven by fractional Levy processes. By incorporating jumps and long memory into the volatility process, these new methods will help better predict option pricing and stock market crash risk. Some simulation algorithms for numerical experiments are provided.

Download or read book Finite Element Methods for Structures with Large Stochastic Variations written by Isaac Elishakoff and published by Oxford University Press, USA. This book was released on 2003 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: The finite element method (FEM) can be successfully applied to various field problems in solid mechanics, fluid mechanics and electrical engineering. This text discusses finite element methods for structures with large stochastic variations.

Download or read book Data driven Modelling of Structured Populations written by Stephen P. Ellner and published by Springer. This book was released on 2016-05-13 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a “How To” guide for modeling population dynamics using Integral Projection Models (IPM) starting from observational data. It is written by a leading research team in this area and includes code in the R language (in the text and online) to carry out all computations. The intended audience are ecologists, evolutionary biologists, and mathematical biologists interested in developing data-driven models for animal and plant populations. IPMs may seem hard as they involve integrals. The aim of this book is to demystify IPMs, so they become the model of choice for populations structured by size or other continuously varying traits. The book uses real examples of increasing complexity to show how the life-cycle of the study organism naturally leads to the appropriate statistical analysis, which leads directly to the IPM itself. A wide range of model types and analyses are presented, including model construction, computational methods, and the underlying theory, with the more technical material in Boxes and Appendices. Self-contained R code which replicates all of the figures and calculations within the text is available to readers on GitHub. Stephen P. Ellner is Horace White Professor of Ecology and Evolutionary Biology at Cornell University, USA; Dylan Z. Childs is Lecturer and NERC Postdoctoral Fellow in the Department of Animal and Plant Sciences at The University of Sheffield, UK; Mark Rees is Professor in the Department of Animal and Plant Sciences at The University of Sheffield, UK.

Download or read book Stochastic Wave Propagation written by K. Sobczyk and published by Elsevier. This book was released on 2012-12-02 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a concise, unified exposition of the existing methods of analysis of linear stochastic waves with particular reference to the most recent results. Both scalar and vector waves are considered. Principal attention is concentrated on wave propagation in stochastic media and wave scattering at stochastic surfaces. However, discussion extends also to various mathematical aspects of stochastic wave equations and problems of modelling stochastic media.

Download or read book Stochastic Structural Dynamics written by Cho W. S. To and published by John Wiley & Sons. This book was released on 2013-11-08 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the first books to provide in-depth and systematic application of finite element methods to the field of stochastic structural dynamics The parallel developments of the Finite Element Methods in the 1950’s and the engineering applications of stochastic processes in the 1940’s provided a combined numerical analysis tool for the studies of dynamics of structures and structural systems under random loadings. In the open literature, there are books on statistical dynamics of structures and books on structural dynamics with chapters dealing with random response analysis. However, a systematic treatment of stochastic structural dynamics applying the finite element methods seems to be lacking. Aimed at advanced and specialist levels, the author presents and illustrates analytical and direct integration methods for analyzing the statistics of the response of structures to stochastic loads. The analysis methods are based on structural models represented via the Finite Element Method. In addition to linear problems the text also addresses nonlinear problems and non-stationary random excitation with systems having large spatially stochastic property variations. A systematic treatment of stochastic structural dynamics applying the finite element methods Highly illustrated throughout and aimed at advanced and specialist levels, it focuses on computational aspects instead of theory Emphasizes results mainly in the time domain with limited contents in the time-frequency domain Presents and illustrates direction integration methods for analyzing the statistics of the response of linear and nonlinear structures to stochastic loads Under Author Information - one change of word to existing text: He is a Fellow of the American Society of Mechanical Engineers (ASME)........

Download or read book Stochastic Benchmarking written by Alireza Amirteimoori and published by Springer Nature. This book was released on 2021-12-11 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA), and provides stochastic models in DEA for the possibility of variations in inputs and outputs. It focuses on the application of theories and interpretations of the mathematical programs, which are combined with economic and organizational thinking. The book’s main purpose is to shed light on the advantages of the different methods in deterministic and stochastic environments and thoroughly prepare readers to properly use these methods in various cases. Simple examples, along with graphical illustrations and real-world applications in industry, are provided for a better understanding. The models introduced here can be easily used in both theoretical and real-world evaluations. This book is intended for graduate and PhD students, advanced consultants, and practitioners with an interest in quantitative performance evaluation.

Download or read book Computational Stochastic Mechanics written by P.D. Spanos and published by CRC Press. This book was released on 1999-11-09 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the June, 1998 conference. Seventy contributions discuss Monte Carlo and signal processing methods, random vibrations, safety and reliability, control/optimization and modeling of nonlinearity, earthquake engineering, random processes and fields, damage/fatigue materials, applied prob

Download or read book Structured Population Models in Marine Terrestrial and Freshwater Systems written by Shripad Tuljapurkar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the summer of 1993, twenty-six graduate and postdoctoral stu dents and fourteen lecturers converged on Cornell University for a summer school devoted to structured-population models. This school was one of a series to address concepts cutting across the traditional boundaries separating terrestrial, marine, and freshwa ter ecology. Earlier schools resulted in the books Patch Dynamics (S. A. Levin, T. M. Powell & J. H. Steele, eds., Springer-Verlag, Berlin, 1993) and Ecological Time Series (T. M. Powell & J. H. Steele, eds., Chapman and Hall, New York, 1995); a book on food webs is in preparation. Models of population structure (differences among individuals due to age, size, developmental stage, spatial location, or genotype) have an important place in studies of all three kinds of ecosystem. In choosing the participants and lecturers for the school, we se lected for diversity-biologists who knew some mathematics and mathematicians who knew some biology, field biologists sobered by encounters with messy data and theoreticians intoxicated by the elegance of the underlying mathematics, people concerned with long-term evolutionary problems and people concerned with the acute crises of conservation biology. For four weeks, these perspec tives swirled in discussions that started in the lecture hall and carried on into the sweltering Ithaca night. Diversity mayor may not increase stability, but it surely makes things interesting.

Download or read book Random vibrations of elastic systems written by V.V. Bolotin and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of random vibrations of elastic systems has gained, over the past decades, great importance, specifically due to its relevance to technical problems in hydro- and aero-mechanics. Such problems involve aircraft, rockets and oil-drilling platforms; elastic vibrations of structures caused by acoustic radiation of a jet stream and by seismic disturbances must also be included. Appli cations of the theory of random vibrations are indeed numerous and the development of this theory poses a challenge to mathematicians, mechanicists and engineers. Therefore, a book on random vibrations by a leading authority such as Dr. V.V. Bolotin must be very welcome to anybody working in this field. It is not surprising that efforts were soon made to have the book translated into English. With pleasure I acknowledge the co-operation of the very competent translater, I Shenkman; of Mrs. C. Jones, who typeJ the first draft; and of Th. Brunsting, P. Keskikiikonen and R. Piche, who read it and suggested where required, corrections and changes. I express my gratitude to Martinus Nijhoff Publishers BV for entrust ing me with the task of editing the English translation, and to F.J. van Drunen, publishers of N. Nijhoff Publishers BV, who so kindly supported my endeavours. Special acknowledgement is due to Mrs. L. Strouth, Solid Mechanics Division, University of Waterloo, for her competent and efficient preparation of the final manuscript.

Download or read book Stochastic Calculus written by Mircea Grigoriu and published by Springer Science & Business Media. This book was released on 2013-12-11 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt: Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current state of a physical, economic, or social system and forecast its evolution in time. Generally, the coefficients of and/or the input to these equations are not precisely known be cause of insufficient information, limited understanding of some underlying phe nomena, and inherent randonmess. For example, the orientation of the atomic lattice in the grains of a polycrystal varies randomly from grain to grain, the spa tial distribution of a phase of a composite material is not known precisely for a particular specimen, bone properties needed to develop reliable artificial joints vary significantly with individual and age, forces acting on a plane from takeoff to landing depend in a complex manner on the environmental conditions and flight pattern, and stock prices and their evolution in time depend on a large number of factors that cannot be described by deterministic models. Problems that can be defined by algebraic, differential, and integral equations with random coefficients and/or input are referred to as stochastic problems. The main objective of this book is the solution of stochastic problems, that is, the determination of the probability law, moments, and/or other probabilistic properties of the state of a physical, economic, or social system. It is assumed that the operators and inputs defining a stochastic problem are specified.

Download or read book Uncertainty Quantification in Multiscale Materials Modeling written by Yan Wang and published by Woodhead Publishing Limited. This book was released on 2020-03-12 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Adaptive Methods Of Computing Mathematics And Mechanics Stochastic Variant written by D G Arsenjev and published by World Scientific. This book was released on 1999-04-19 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes adaptive methods of statistical numerical analysis using evaluation of integrals, solution of integral equations, boundary value problems of the theory of elasticity and heat conduction as examples.The results and approaches provided in this book are different from those available in the literature as detailed descriptions of the mechanisms of adaptation of statistical evaluation procedures, which accelerate their convergence, are given.

Download or read book Stochastic Modeling of Microstructures written by Kazimierz Sobczyk and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is for a general scientific and engineering audience as a guide to current ideas, methods, and models for stochastic modeling of microstructures. It is a reference for professionals in material modeling, mechanical engineering, materials science, chemical, civil, environmental engineering and applied mathematics.

Download or read book Stability of Stochastic Elastic and Viscoelastic Systems written by V. D. Potapov and published by Wiley-Blackwell. This book was released on 1999-07-06 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stability of Stochastic Elastic and Viscoelastic Systems V. D. Potapov Moscow State University of Railway Communication, Russia Numerous structures assembled by civil and mechanical engineers are driven by external forces randomly changing in time and space. These forces include, for example, seismic and wind loads, transport loads and acoustic pressures. The parameters of these forces cannot be precisely measured, but they may have critical effects on fundamental structural characteristics, and hence have significant design implications. Materials used in construction also have an effect on structural behaviour. This book proposes a new approach for the analysis of the stability of different stochastic systems using both analytic (including asymptotic) and numerical methods. For example, constitutive equations used for the description of viscoelastic materials, which can be employed to take account of internal friction in an elastic material are examined, offering new opportunities for analysing the behaviour of real structures. Problems addressed include: * stability of columns and rods subjected to longitudinal random stationary forces * stability of plates in a gas flow subjected to in-plane loads, which are assumed as random stationary processes * stability of cylindrical shells and panels under the action of longitudinal random stationary loads * behaviour of flexible rods, plates and cylindrical panels, subjected to random stationary force and loads, under finite deflections Furthermore, this text develops methods for estimating critical loads, resulting in an accessible and unified account of reliability theory and techniques as applied to engineering structures. All postgraduate students and practitioners of mechanical engineering (applied mechanics), civil engineering (structural mechanics), applied mathematics, and designers of mechanical and civil structures will find this not only a valuable, but an extremely useful book.

Download or read book Computational Mechanics of Composite Materials written by Marcin M. Kamiński and published by Springer Science & Business Media. This book was released on 2005 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text emphasises the advantages of combining theoretical advancements in applied mathematics and mechanics with a probabilistic approach to experimental data to meet the practical needs of engineers.

Download or read book Stochastic Structural Mechanics written by Y.K. Lin and published by Springer. This book was released on 2013-12-21 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of papers presented at the U.S.-Austria Joint Seminar on Stochastic Structural Mechanics held on May 4 and 5, 1987. The general theme of the two-day program was the applications of probability and statistics to structural mechanics. Within this general theme a great variety of subject matters were covered, ranging from analytical and computational algorithms to specific problems in different branches of engineering. The format of the bi-national seminar with limited attendance permitted ample time for presentation and discussion. The discussion was als6 contributed by several participants of another bi-national seminar, the U.S.-Japan Joint Seminar on Stochastic Approaches in Earthquake Engineering, which followed immediately on May 6 and 7, 1987. The scheduling of the two seminars back-to-back enhanced greatly the exchange among the experts in engineering stochastics from the three nations. The Joint Seminar was organized according to the U.S.-Austria Cooperative Science Program established in 1984. We are indebted to the following government agencies and organizations for financial assistance, including the National Science Foundation, and the Florida Atlantic University Foundation in the United States, and Fonds zur Forderung der wissenschaftlichen Forschung, Land Tirol, Bundeswirtschaftskammer, Bundesministerium flir Wissenschaft und Forschung, and Osterreichische Forschungsgemeinschaft in Austria. Most credits, however, must be accorded to each of the authors whose contributions were the very basis of any success we might be able to claim. Our special thanks are due to Mrs.