Elements of Stochastic Dynamics

Nonfiction, Science & Nature, Technology, Engineering, Mechanical, Civil, Mathematics
Cover of the book Elements of Stochastic Dynamics by Guo-Qiang Cai, Wei-Qiu Zhu, World Scientific Publishing Company
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Author: Guo-Qiang Cai, Wei-Qiu Zhu ISBN: 9789814723343
Publisher: World Scientific Publishing Company Publication: August 11, 2016
Imprint: WSPC Language: English
Author: Guo-Qiang Cai, Wei-Qiu Zhu
ISBN: 9789814723343
Publisher: World Scientific Publishing Company
Publication: August 11, 2016
Imprint: WSPC
Language: English

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.

Contents:

  • Introduction
  • Random Variables
  • Stochastic Processes
  • Markov and Related Stochastic Processes
  • Responses of Linear Systems to Stochastic Excitations
  • Exact Stationary Solutions of Nonlinear Stochastic Systems
  • Approximate Solutions of Nonlinear Stochastic Systems
  • Stability and Bifurcation of Stochastically Excited Systems
  • First-Passage Problem of Stochastically Excited Systems

Readership: Students & Professionals; graduate students in various areas involving stochastic uncertainties and researchers who want to explore stochastic dynamics in their fields.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

Contents:

Readership: Students & Professionals; graduate students in various areas involving stochastic uncertainties and researchers who want to explore stochastic dynamics in their fields.

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