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Author : T. T. Soong
Publisher :
ISBN 13 :
Total Pages : 352 pages
Book Rating : 4.:/5 (44 download)
Download or read book Random Differential Equations in Science and Engineering written by T. T. Soong and published by . This book was released on 1973 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random differential equations in science and engineering.
Author : Soong
Publisher : Academic Press
ISBN 13 : 0080956122
Total Pages : 343 pages
Book Rating : 4.0/5 (89 download)
Download or read book Random Differential Equations in Science and Engineering written by Soong and published by Academic Press. This book was released on 1973-09-21 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random Differential Equations in Science and Engineering
Author : Tobias Neckel
Publisher : Walter de Gruyter
ISBN 13 : 8376560263
Total Pages : 650 pages
Book Rating : 4.3/5 (765 download)
Download or read book Random Differential Equations in Scientific Computing written by Tobias Neckel and published by Walter de Gruyter. This book was released on 2013-12-17 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering state-of-the-art concepts of both dynamical systems and scientific computing. The red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary differential equations. The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.
Author : Tsu-Teh Soong
Publisher :
ISBN 13 :
Total Pages : 327 pages
Book Rating : 4.:/5 (878 download)
Download or read book Random differential equations in science and engineering written by Tsu-Teh Soong and published by . This book was released on 1973 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : TT. SOONG
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (985 download)
Download or read book Random Differential Equations in Science and Engineering; Volume 103 written by TT. SOONG and published by . This book was released on 1973 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tobias Neckel
Publisher :
ISBN 13 : 9788376560243
Total Pages : 624 pages
Book Rating : 4.5/5 (62 download)
Download or read book Random Differential Equations in Scientific Computing written by Tobias Neckel and published by . This book was released on 2013 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centered point of view. We take an interdisciplinary approach by considering state-of-the-art concepts of both dynamical systems and scientific computing. [...] The areas covered here are of importance for interdisciplinary courses in informatics, engineering and mathematics. [...] From a methodological point of view, the red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering." --Preface, pages iii-iv.
Author : Douglas Henderson
Publisher : World Scientific
ISBN 13 : 9814480533
Total Pages : 240 pages
Book Rating : 4.8/5 (144 download)
Download or read book Stochastic Differential Equations In Science And Engineering (With Cd-rom) written by Douglas Henderson and published by World Scientific. This book was released on 2006-08-01 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications.
Author :
Publisher :
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.:/5 (31 download)
Download or read book Mathematics in Science and Engineering written by and published by . This book was released on 1972 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Uffe Høgsbro Thygesen
Publisher : CRC Press
ISBN 13 : 1000884996
Total Pages : 381 pages
Book Rating : 4.0/5 (8 download)
Download or read book Stochastic Differential Equations for Science and Engineering written by Uffe Høgsbro Thygesen and published by CRC Press. This book was released on 2023-06-15 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises. Features: Contains numerous exercises, examples, and applications Suitable for science and engineering students at Master’s or PhD level Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examples GitHub repository available at: https://github.com/Uffe-H-Thygesen/SDEbook and https://github.com/Uffe-H-Thygesen/SDEtools
Author : K. Sobczyk
Publisher : Springer Science & Business Media
ISBN 13 : 9401137129
Total Pages : 414 pages
Book Rating : 4.4/5 (11 download)
Download or read book Stochastic Differential Equations written by K. Sobczyk and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi, ..~ si lavait su CO.llUlJalt en revc:nir, One acMcc matbcmatica bu JaIdcred the human rac:c. It bu put COIDIDOD _ beet je n'y serais point aBe.' Jules Verne wbac it bdoup, 0Jl!be~ IbcII _t to!be dusty cauialcr Iabc & d 'diMardod__ The series is divergent; thc:reforc we may be -'. I!.ticT. Bc:I1 able to do something with it. O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world when: both feedback and non linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statcmalts as: 'One service topology has rendered mathematical physics ...-; 'One service logic has rendered c0m puter science ... '; 'One service category theory has rendered mathematics ... '. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series. This series, Mathematics and Its Applications. started in 19n. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope. At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However. the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branc:hes. It also happens, quite often in fact, that branches which were thought to be completely
Author : Xiaoying Han
Publisher : Springer
ISBN 13 : 981106265X
Total Pages : 252 pages
Book Rating : 4.8/5 (11 download)
Download or read book Random Ordinary Differential Equations and Their Numerical Solution written by Xiaoying Han and published by Springer. This book was released on 2017-10-25 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems. In addition, it demonstrates how RODEs are being used in the biological sciences, where non-Gaussian and bounded noise are often more realistic than the Gaussian white noise in stochastic differential equations (SODEs). RODEs are used in many important applications and play a fundamental role in the theory of random dynamical systems. They can be analyzed pathwise with deterministic calculus, but require further treatment beyond that of classical ODE theory due to the lack of smoothness in their time variable. Although classical numerical schemes for ODEs can be used pathwise for RODEs, they rarely attain their traditional order since the solutions of RODEs do not have sufficient smoothness to have Taylor expansions in the usual sense. However, Taylor-like expansions can be derived for RODEs using an iterated application of the appropriate chain rule in integral form, and represent the starting point for the systematic derivation of consistent higher order numerical schemes for RODEs. The book is directed at a wide range of readers in applied and computational mathematics and related areas as well as readers who are interested in the applications of mathematical models involving random effects, in particular in the biological sciences.The level of this book is suitable for graduate students in applied mathematics and related areas, computational sciences and systems biology. A basic knowledge of ordinary differential equations and numerical analysis is required.
Author : Anatoli V. Skorokhod
Publisher : Springer Science & Business Media
ISBN 13 : 0387224467
Total Pages : 498 pages
Book Rating : 4.3/5 (872 download)
Download or read book Random Perturbation Methods with Applications in Science and Engineering written by Anatoli V. Skorokhod and published by Springer Science & Business Media. This book was released on 2007-06-21 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.
Author : Mircea Grigoriu
Publisher : Springer Science & Business Media
ISBN 13 : 0817682287
Total Pages : 784 pages
Book Rating : 4.8/5 (176 download)
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.
Author : S. Kidambi Srinivasan
Publisher : Elsevier Publishing Company
ISBN 13 :
Total Pages : 188 pages
Book Rating : 4.:/5 (44 download)
Download or read book Introduction to Random Differential Equations and Their Applications written by S. Kidambi Srinivasan and published by Elsevier Publishing Company. This book was released on 1971 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rong SITU
Publisher : Springer Science & Business Media
ISBN 13 : 0387251758
Total Pages : 444 pages
Book Rating : 4.3/5 (872 download)
Download or read book Theory of Stochastic Differential Equations with Jumps and Applications written by Rong SITU and published by Springer Science & Business Media. This book was released on 2006-05-06 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.
Author : Simo Särkkä
Publisher : Cambridge University Press
ISBN 13 : 1316510085
Total Pages : 327 pages
Book Rating : 4.3/5 (165 download)
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author : Wei-Chau Xie
Publisher : Cambridge University Press
ISBN 13 : 1139488163
Total Pages : 567 pages
Book Rating : 4.1/5 (394 download)
Download or read book Differential Equations for Engineers written by Wei-Chau Xie and published by Cambridge University Press. This book was released on 2010-04-26 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: Xie presents a systematic introduction to ordinary differential equations for engineering students and practitioners. Mathematical concepts and various techniques are presented in a clear, logical, and concise manner. Various visual features are used to highlight focus areas. Complete illustrative diagrams are used to facilitate mathematical modeling of application problems. Readers are motivated by a focus on the relevance of differential equations through their applications in various engineering disciplines. Studies of various types of differential equations are determined by engineering applications. Theory and techniques for solving differential equations are then applied to solve practical engineering problems. A step-by-step analysis is presented to model the engineering problems using differential equations from physical principles and to solve the differential equations using the easiest possible method. This book is suitable for undergraduate students in engineering.
