Stochastic Systems

Uncertainty Quantification and Propagation

Nonfiction, Science & Nature, Technology, Quality Control, Mathematics, Statistics
Cover of the book Stochastic Systems by Mircea Grigoriu, Springer London
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Mircea Grigoriu ISBN: 9781447123279
Publisher: Springer London Publication: May 15, 2012
Imprint: Springer Language: English
Author: Mircea Grigoriu
ISBN: 9781447123279
Publisher: Springer London
Publication: May 15, 2012
Imprint: Springer
Language: English

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.

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

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.

More books from Springer London

Cover of the book Fundamental Techniques in Pulmonary and Oesophageal Surgery by Mircea Grigoriu
Cover of the book Urological Emergencies In Clinical Practice by Mircea Grigoriu
Cover of the book Materials for Nuclear Plants by Mircea Grigoriu
Cover of the book A Multimodal End-2-End Approach to Accessible Computing by Mircea Grigoriu
Cover of the book Green Energy Audit of Buildings by Mircea Grigoriu
Cover of the book Scientific Data Analysis using Jython Scripting and Java by Mircea Grigoriu
Cover of the book Exergy by Mircea Grigoriu
Cover of the book The Human Respiratory System by Mircea Grigoriu
Cover of the book Inflammatory Breast Cancer by Mircea Grigoriu
Cover of the book Ear, Nose and Throat Disease by Mircea Grigoriu
Cover of the book Future Vision and Trends on Shapes, Geometry and Algebra by Mircea Grigoriu
Cover of the book Measure, Integral and Probability by Mircea Grigoriu
Cover of the book Refinement in Z and Object-Z by Mircea Grigoriu
Cover of the book Flow-Induced Pulsation and Vibration in Hydroelectric Machinery by Mircea Grigoriu
Cover of the book Symmetry and Pattern in Projective Geometry by Mircea Grigoriu
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy