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Author: P. I. Kuznetsov Publisher: Elsevier ISBN: 1483282686 Category : Mathematics Languages : en Pages : 515
Book Description
Non-Linear Transformations of Stochastic Processes focuses on the approaches, methodologies, transformations, and computations involved in the non-linear transformations of stochastic processes. The selection first underscores some problems of the theory of stochastic processes and the transmission of random functions through non-linear systems. Discussions focus on the transformation of moment functions for the general non-linear transformation; conversion formulas for correlation functions; transformation of moment functions for the simplest type of non-linear transformation; and normalization of the linear system of probability distribution laws. The text then ponders on quasi-moment functions in the theory of random processes and correlation functions in the theory of the Brownian motion generalization of the Fokker-Planck equation. The manuscript elaborates on the correlation functions of random sequences of rectangular pulses; method of determining the envelope of quasi-harmonic fluctuations; and the problem of measuring electrical fluctuations with the aid of thermoelectric devices. The book then examines the effect of signal and noise on non-linear elements and the approximate method of calculating the correlation function of stochastic signals. The selection is a dependable source of information for researchers interested in the non-linear transformations of stochastic processes.
Author: P. I. Kuznetsov Publisher: Elsevier ISBN: 1483282686 Category : Mathematics Languages : en Pages : 515
Book Description
Non-Linear Transformations of Stochastic Processes focuses on the approaches, methodologies, transformations, and computations involved in the non-linear transformations of stochastic processes. The selection first underscores some problems of the theory of stochastic processes and the transmission of random functions through non-linear systems. Discussions focus on the transformation of moment functions for the general non-linear transformation; conversion formulas for correlation functions; transformation of moment functions for the simplest type of non-linear transformation; and normalization of the linear system of probability distribution laws. The text then ponders on quasi-moment functions in the theory of random processes and correlation functions in the theory of the Brownian motion generalization of the Fokker-Planck equation. The manuscript elaborates on the correlation functions of random sequences of rectangular pulses; method of determining the envelope of quasi-harmonic fluctuations; and the problem of measuring electrical fluctuations with the aid of thermoelectric devices. The book then examines the effect of signal and noise on non-linear elements and the approximate method of calculating the correlation function of stochastic signals. The selection is a dependable source of information for researchers interested in the non-linear transformations of stochastic processes.
Author: Werner C. Rheinboldt Publisher: SIAM ISBN: 9781611970012 Category : Mathematics Languages : en Pages : 157
Book Description
This second edition provides much-needed updates to the original volume. Like the first edition, it emphasizes the ideas behind the algorithms as well as their theoretical foundations and properties, rather than focusing strictly on computational details; at the same time, this new version is now largely self-contained and includes essential proofs. Additions have been made to almost every chapter, including an introduction to the theory of inexact Newton methods, a basic theory of continuation methods in the setting of differentiable manifolds, and an expanded discussion of minimization methods. New information on parametrized equations and continuation incorporates research since the first edition.
Author: Dieter Grass Publisher: Springer Science & Business Media ISBN: 3540776478 Category : Business & Economics Languages : en Pages : 552
Book Description
Dynamic optimization is rocket science – and more. This volume teaches researchers and students alike to harness the modern theory of dynamic optimization to solve practical problems. These problems not only cover those in space flight, but also in emerging social applications such as the control of drugs, corruption, and terror. This volume is designed to be a lively introduction to the mathematics and a bridge to these hot topics in the economics of crime for current scholars. The authors celebrate Pontryagin’s Maximum Principle – that crowning intellectual achievement of human understanding. The rich theory explored here is complemented by numerical methods available through a companion web site.
Author: Emmanuel Gobet Publisher: CRC Press ISBN: 149874625X Category : Mathematics Languages : en Pages : 216
Book Description
Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. The book begins with a history of Monte-Carlo methods and an overview of three typical Monte-Carlo problems: numerical integration and computation of expectation, simulation of complex distributions, and stochastic optimization. The remainder of the text is organized in three parts of progressive difficulty. The first part presents basic tools for stochastic simulation and analysis of algorithm convergence. The second part describes Monte-Carlo methods for the simulation of stochastic differential equations. The final part discusses the simulation of non-linear dynamics.
Author: Michael A. Henson Publisher: Prentice Hall ISBN: Category : Science Languages : en Pages : 460
Book Description
Nonlinear Process Control assembles the latest theoretical and practical research on design, analysis and application of nonlinear process control strategies. It presents detailed coverage of all three major elements of nonlinear process control: identification, controller design, and state estimation. Nonlinear Process Control reflects the contributions of eleven leading researchers in the field. It is an ideal textbook for graduate courses in process control, as well as a concise, up-to-date reference for control engineers.
Author: T Thyagarajan Publisher: CRC Press ISBN: 1000204332 Category : Technology & Engineering Languages : en Pages : 218
Book Description
Linear and Non-Linear System Theory focuses on the basics of linear and non-linear systems, optimal control and optimal estimation with an objective to understand the basics of state space approach linear and non-linear systems and its analysis thereof. Divided into eight chapters, materials cover an introduction to the advanced topics in the field of linear and non-linear systems, optimal control and estimation supported by mathematical tools, detailed case studies and numerical and exercise problems. This book is aimed at senior undergraduate and graduate students in electrical, instrumentation, electronics, chemical, control engineering and other allied branches of engineering. Features Covers both linear and non-linear system theory Explores state feedback control and state estimator concepts Discusses non-linear systems and phase plane analysis Includes non-linear system stability and bifurcation behaviour Elaborates optimal control and estimation
Author: David G. Luenberger Publisher: Springer Science & Business Media ISBN: 0387745033 Category : Business & Economics Languages : en Pages : 546
Book Description
This third edition of the classic textbook in Optimization has been fully revised and updated. It comprehensively covers modern theoretical insights in this crucial computing area, and will be required reading for analysts and operations researchers in a variety of fields. The book connects the purely analytical character of an optimization problem, and the behavior of algorithms used to solve it. Now, the third edition has been completely updated with recent Optimization Methods. The book also has a new co-author, Yinyu Ye of California’s Stanford University, who has written lots of extra material including some on Interior Point Methods.
Author: T. J. M. Boyd Publisher: Cambridge University Press ISBN: 9780521459129 Category : Science Languages : en Pages : 548
Book Description
The Physics of Plasmas provides a comprehensive introduction to the subject, illustrating the basic theory with examples drawn from fusion, space and astrophysical plasmas. A particular strength of the book is its discussion of the various models used to describe plasma physics and the relationships between them. These include particle orbit theory, fluid equations, ideal and resistive magnetohydrodynamics, wave equations and kinetic theory. The reader will gain a firm grounding in the fundamentals, and develop this into an understanding of some of the more specialised topics. Throughout the text, there is an emphasis on the physical interpretation of plasma phenomena. Exercises are provided throughout. Advanced undergraduate and graduate students of physics, applied mathematics, astronomy and engineering will find a clear but rigorous explanation of the fundamental properties of plasmas with minimal mathematical formality. This book will also appeal to research physicists, nuclear and electrical engineers.
Author: P. I. Kuznetsov
Author: P. I. Kuznetsov
Author: 
Author: Werner C. Rheinboldt
Author: Dieter Grass
Author: Emmanuel Gobet
Author: 
Author: Michael A. Henson
Author: T Thyagarajan
Author: David G. Luenberger
Author: T. J. M. Boyd