Approximate Analysis of Nonlinear Stochastic Systems PDF Download

Author: Sharif Abdullah Assaf
Publisher:
ISBN:
Category :
Languages : en
Pages : 342

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Author: Steven Irl Marcus
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 316

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The algebraic and geometric structure of certain classes of nonlinear stochastic systems is exploited in order to obtain useful stability and estimation results. First, the class of bilinear stochastic systems (or linear systems with multiplicative noise) is discussed. The stochastic stability of bilinear systems driven by colored noise is considered; in the case that the system evolves on a solvable Lie group, necessary and sufficient conditions for stochastic stability are derived. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups are also discussed. The study of estimation problems involving bilinear systems is motivated by several practical applications involving rotational processes in three dimensions. Two classes of estimation problems are considered. First it is proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. Finally, the theory of harmonic analysis is used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Author: N. Bellomo
Publisher: World Scientific
ISBN: 9789971502492
Category : Science
Languages : en
Pages : 268

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This book presents the conceptional line which goes from the observation of physical systems to their modeling and analysis by ordinary differential nonlinear stochastic equations.First, the problems of the mathematical modeling of physical systems are developed. These mathematical models are then classified in terms of ordinary differential stochastic equations from which both qualitative and quantitative results are developed.Each one of the various subjects are methods dealt with ends with an application in mathematical physics or in nonlinear mechanics.

Author: Nicola Bellomo
Publisher: Springer Science & Business Media
ISBN: 3642847897
Category : Science
Languages : en
Pages : 546

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The Symposium, held in Torino (lSI, Villa Gualino) July 1-5, 1991 is the sixth of a series of IUTAM-Symposia on the application of stochastic analysis to continuum and discrete mechanics. The previous one, held in Innsbruck (1987), was mainly concentrated on qual itative and quantitative analysis of stochastic dynamical systems as well as on bifurcation and transition to chaos of deterministic systems. This Symposium concentrated on fundamental aspects (stochastic analysis and mathe matical methods), on specific applications in various branches of mechanics, engineering and applied sciences as well as on related fields as analysis of large systems, system identifica tion, earthquake prediction. Numerical methods suitable to provide quantitative results, say stochastic finite elements, approximation of probability distribution and direct integration of differential equations have also been the object of interesting presentations. Specific topics of the sessions have been: Engineering Applications, Equivalent Lineariza tion of Discrete Stochastic Systems, Fatigue and Life Estimation, Fluid Dynamics, Numerical Methods, Random Vibration, Reliability Analysis, Stochastic Differential Equations, System Identification, Stochastic Control. We are indebted to the IUTAM Bureau for having promoted and sponsored this Sympo sium and the Scientific Committee for having collaborated to the selection of participants and lecturers as well as to a prompt reviewing of the papers submitted for publication into these proceedings. A special thank is due to Frank Kozin: the organization of this meeting was for him ';ery important; he missed the meeting but his organizer ability was present.

Author: Nguyen Van Dao
Publisher: Springer Science & Business Media
ISBN: 9401141509
Category : Technology & Engineering
Languages : en
Pages : 341

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This volume contains selected papers presented at the Symposium on "Recent Developments in Non-linear Oscillations of Mechanical Systems", held in Hanoi, Vietnam, from 2 - 5 March 1999. This Symposium was initiated and sponsored by the International Union of Theoretical and Applied Mechanics (lUI AM) and organised in conjunction with Vietnam National University, Hanoi. Ihe purpose of the Symposium was to bring together scientists active in different fields of oscillations with the aim to review the recent progress in theory of oscillations and engineering applications and to outline the prospects in its further achievements to then co-ordinate and direct research in this field to further co-operation between scientists and various scientific institutions. An International Scientific Committee was appointed by the Bureau of IUI AM with the following members: Nguyen Van Dao (Vietnam, Co-Chairman) E.J. Kreuzer (Germany, Co-Chairman) D.H. van Campen (The Netherlands) F.L. Chernousko (Russia) A.H. Nayfeh (U.S.A) Nguyen Xuan Hung (Vietnam) W.O. Schiehlen (Germany) J.M.T. Thompson (U.K) Y. Veda (Japan). This Committee selected the participants to be invited and the papers to be presented at the Symposium. As a result of this procedure, 52 active scientists from 16 countries responded to the invitation, and 42 papers were presented in lecture and poster discussion sessions.

Author: Anil Gore
Publisher: Springer Science & Business Media
ISBN: 9780792367154
Category : Mathematics
Languages : en
Pages : 654

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A Course in Mathematical and Statistical Ecology

Author: Sunetra Sarkar
Publisher: World Scientific
ISBN: 9814730599
Category : Technology & Engineering
Languages : en
Pages : 197

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Book Description
During the last decade, research in Uncertainty Quantification (UC) has received a tremendous boost, in fluid engineering and coupled structural-fluids systems. New algorithms and adaptive variants have also emerged.This timely compendium overviews in detail the current state of the art of the field, including advances in structural engineering, along with the recent focus on fluids and coupled systems. Such a strong compilation of these vibrant research areas will certainly be an inspirational reference material for the scientific community.

Author: W.Q. Zhu
Publisher: Springer Science & Business Media
ISBN: 9400707320
Category : Science
Languages : en
Pages : 331

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Book Description
Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This book provides information on new fundamental results and their applications which are beginning to appear across the entire spectrum of mechanics. The outstanding points of these proceedings are Coherent compendium of the current state of modelling and analysis of non-linear stochastic systems from engineering, applied mathematics and physics point of view. Subject areas include: Multiscale phenomena, stability and bifurcations, control and estimation, computational methods and modelling. For the Engineering and Physics communities, this book will provide first-hand information on recent mathematical developments. The applied mathematics community will benefit from the modelling and information on various possible applications.

Author: Wolfgang Kliemann
Publisher: CRC Press
ISBN: 1351091956
Category : Mathematics
Languages : en
Pages : 397

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Book Description
Engineering systems have played a crucial role in stimulating many of the modern developments in nonlinear and stochastic dynamics. After 20 years of rapid progress in these areas, this book provides an overview of the current state of nonlinear modeling and analysis for mechanical and structural systems. This volume is a coherent compendium written by leading experts from the United States, Canada, Western and Eastern Europe, and Australia. The 22 articles describe the background, recent developments, applications, and future directions in bifurcation theory, chaos, perturbation methods, stochastic stability, stochastic flows, random vibrations, reliability, disordered systems, earthquake engineering, and numerics. The book gives readers a sophisticated toolbox that will allow them to tackle modeling problems in mechanical systems that use stochastic and nonlinear dynamics ideas. An extensive bibliography and index ensure this volume will remain a reference standard for years to come.

Author: Ozer Elbeyli
Publisher:
ISBN:
Category : Stochastic differential equations
Languages : en
Pages : 238

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