Path Integrals in Stochastic Engineering Dynamics PDF Download

Author: Ioannis A. Kougioumtzoglou
Publisher: Springer Nature
ISBN: 3031578635
Category :
Languages : en
Pages : 233

View

Book Description

Author: Ioannis A. Kougioumtzoglou
Publisher: Springer
ISBN: 9783031578625
Category : Science
Languages : en
Pages : 0

View

Book Description
This book organizes and explains, in a systematic and pedagogically effective manner, recent advances in path integral solution techniques with applications in stochastic engineering dynamics. It fills a gap in the literature by introducing to the engineering mechanics community, for the first time in the form of a book, the Wiener path integral as a potent uncertainty quantification tool. Since the path integral flourished within the realm of quantum mechanics and theoretical physics applications, most books on the topic have focused on the complex-valued Feynman integral with only few exceptions, which present path integrals from a stochastic processes perspective. Remarkably, there are only few papers, and no books, dedicated to path integral as a solution technique in stochastic engineering dynamics. Summarizing recently developed techniques, this volume is ideal for engineering analysts interested in further establishing path integrals as an alternative potent conceptual and computational vehicle in stochastic engineering dynamics.

Author: Horacio S. Wio
Publisher: World Scientific
ISBN: 9814449040
Category : Mathematics
Languages : en
Pages : 174

View

Book Description
This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920''s, corresponding to a sum over random trajectories, anticipating by two decades Feynman''s famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950''s. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations.

Author: Hagen Kleinert
Publisher: World Scientific
ISBN: 9814273570
Category : Business & Economics
Languages : en
Pages : 1626

View

Book Description
Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.

Author: Dan Frangopol
Publisher: CRC Press
ISBN: 0203386280
Category : Technology & Engineering
Languages : en
Pages : 794

View

Book Description
This book presents the latest research findings in the field of maintenance and safety of aging infrastructure. The invited contributions provide an overview of the use of advanced computational and/or experimental techniques in damage and vulnerability assessment as well as maintenance and retrofitting of aging structures and infrastructures such

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

View

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: S Gummadi
Publisher: Springer Science & Business Media
ISBN: 9401008868
Category : Mathematics
Languages : en
Pages : 341

View

Book Description
Nonlinearity and stochastic structural dynamics is of common interest to engineers and applied scientists belonging to many disciplines. Recent research in this area has been concentrated on the response and stability of nonlinear mechanical and structural systems subjected to random escitation. Simultaneously the focus of research has also been directed towards understanding intrinsic nonlinear phenomena like bifurcation and chaos in deterministic systems. These problems demand a high degree of sophistication in the analytical and numerical approaches. At the same time they arise from considerations of nonlinear system response to turbulence, earthquacke, wind, wave and guidancy excitations. The topic thus attracts votaries of both analytical rigour and practical applications. This books gives important and latest developments in the field presenting in a coherent fashion the research findings of leading international groups working in the area of nonlinear random vibration and chaos.

Author: James L. Martin
Publisher: CRC Press
ISBN: 1138000868
Category : Science
Languages : en
Pages : 5742

View

Book Description
Focusing on fundamental principles, Hydro-Environmental Analysis: Freshwater Environments presents in-depth information about freshwater environments and how they are influenced by regulation. It provides a holistic approach, exploring the factors that impact water quality and quantity, and the regulations, policy and management methods that are necessary to maintain this vital resource. It offers a historical viewpoint as well as an overview and foundation of the physical, chemical, and biological characteristics affecting the management of freshwater environments. The book concentrates on broad and general concepts, providing an interdisciplinary foundation. The author covers the methods of measurement and classification; chemical, physical, and biological characteristics; indicators of ecological health; and management and restoration. He also considers common indicators of environmental health; characteristics and operations of regulatory control structures; applicable laws and regulations; and restoration methods. The text delves into rivers and streams in the first half and lakes and reservoirs in the second half. Each section centers on the characteristics of those systems and methods of classification, and then moves on to discuss the physical, chemical, and biological characteristics of each. In the section on lakes and reservoirs, it examines the characteristics and operations of regulatory structures, and presents the methods commonly used to assess the environmental health or integrity of these water bodies. It also introduces considerations for restoration, and presents two unique aquatic environments: wetlands and reservoir tailwaters. Written from an engineering perspective, the book is an ideal introduction to the aquatic and limnological sciences for students of environmental science, as well as students of environmental engineering. It also serves as a reference for engineers and scientists involved in the management, regulation, or restoration of freshwater environments.

Author: George Deodatis
Publisher: CRC Press
ISBN: 1315884887
Category : Technology & Engineering
Languages : en
Pages : 1112

View

Book Description
Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures contains the plenary lectures and papers presented at the 11th International Conference on STRUCTURAL SAFETY AND RELIABILITY (ICOSSAR2013, New York, NY, USA, 16-20 June 2013), and covers major aspects of safety, reliability, risk and life-cycle performance of str

Author: N. Sri Namachchivaya
Publisher: Springer Science & Business Media
ISBN: 9401001790
Category : Mathematics
Languages : en
Pages : 470

View

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.