Noise in Nonlinear Dynamical Systems PDF Download
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Author: Frank Moss
Publisher: Cambridge University Press
ISBN: 0521352290
Category : Mathematics
Languages : en
Pages : 410
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Book Description
A specially written review of all areas of noise and nonlinear in natural environments.
Author: Frank Moss
Publisher: Cambridge University Press
ISBN: 0521352290
Category : Mathematics
Languages : en
Pages : 410
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Book Description
A specially written review of all areas of noise and nonlinear in natural environments.
Author: Gaetan Kerschen
Publisher: Springer Science & Business Media
ISBN: 1461465702
Category : Technology & Engineering
Languages : en
Pages : 336
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Book Description
Topics in Nonlinear Dynamics, Volume 1: Proceedings of the 31st IMAC, A Conference and Exposition on Structural Dynamics, 2013, the first volume of seven from the Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Nonlinear Oscillations Nonlinearities ... In Practice Nonlinear System Identification: Methods Nonlinear System Identification: Friction & Contact Nonlinear Modal Analysis Nonlinear Modeling & Simulation Nonlinear Vibration Absorbers Constructive Utilization of Nonlinearity
Author: Gaëtan Kerschen
Publisher: Springer
ISBN: 3319152211
Category : Technology & Engineering
Languages : en
Pages : 521
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Book Description
Nonlinear Dynamics, Volume 1. Proceedings of the 33rd IMAC, A Conference and Exposition on Balancing Simulation and Testing, 2015, the first volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Nonlinear Oscillations Nonlinear Simulation Using Harmonic Balance Nonlinear Modal Analysis Nonlinear System Identification Nonlinear Modeling & Simulation Nonlinearity in Practice Nonlinear Systems Round Robin on Nonlinear System Identification.
Author: Gaetan Kerschen
Publisher: Springer
ISBN: 3319297392
Category : Technology & Engineering
Languages : en
Pages : 414
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Book Description
Nonlinear Dynamics, Volume 1. Proceedings of the 34th IMAC, A Conference and Exposition on Dynamics of Multiphysical Systems: From Active Materials to Vibroacoustics, 2016, the fi rst volume of ten from the Conference, brings together contributions to this important area of research and engineering. Th e collection presents early fi ndings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: • Nonlinear Oscillations • Nonlinear Modal Analysis • Nonlinear System Identifi cation • Nonlinear Modeling & Simulation • Nonlinearity in Practice • Nonlinearity in Multi-Physics Systems • Nonlinear Modes and Modal Interactions
Author: Andrzej Lasota
Publisher: Springer Science & Business Media
ISBN: 146124286X
Category : Mathematics
Languages : en
Pages : 481
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Book Description
The first edition of this book was originally published in 1985 under the ti tle "Probabilistic Properties of Deterministic Systems. " In the intervening years, interest in so-called "chaotic" systems has continued unabated but with a more thoughtful and sober eye toward applications, as befits a ma turing field. This interest in the serious usage of the concepts and techniques of nonlinear dynamics by applied scientists has probably been spurred more by the availability of inexpensive computers than by any other factor. Thus, computer experiments have been prominent, suggesting the wealth of phe nomena that may be resident in nonlinear systems. In particular, they allow one to observe the interdependence between the deterministic and probabilistic properties of these systems such as the existence of invariant measures and densities, statistical stability and periodicity, the influence of stochastic perturbations, the formation of attractors, and many others. The aim of the book, and especially of this second edition, is to present recent theoretical methods which allow one to study these effects. We have taken the opportunity in this second edition to not only correct the errors of the first edition, but also to add substantially new material in five sections and a new chapter.
Author: Gaetan Kerschen
Publisher: Springer Nature
ISBN: 3030771350
Category : Technology & Engineering
Languages : en
Pages : 215
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Book Description
Author: Arnaud Debussche
Publisher: Springer
ISBN: 3319008285
Category : Mathematics
Languages : en
Pages : 175
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Book Description
This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.
Author: Tusheng Zhang
Publisher: World Scientific
ISBN: 9814383589
Category : Business & Economics
Languages : en
Pages : 465
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Book Description
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance. Sample Chapter(s). Editorial Foreword (58 KB). Chapter 1: Non-Linear Evolution Equations Driven by Rough Paths (399 KB). Contents: Non-Linear Evolution Equations Driven by Rough Paths (Thomas Cass, Zhongmin Qian and Jan Tudor); Optimal Stopping Times with Different Information Levels and with Time Uncertainty (Arijit Chakrabarty and Xin Guo); Finite Horizon Optimal Investment and Consumption with CARA Utility and Proportional Transaction Costs (Yingshan Chen, Min Dai and Kun Zhao); MUniform Integrability of Exponential Martingales and Spectral Bounds of Non-Local Feynman-Kac Semigroups (Zhen-Qing Chen); Continuous-Time Mean-Variance Portfolio Selection with Finite Transactions (Xiangyu Cui, Jianjun Gao and Duan Li); Quantifying Model Uncertainties in the Space of Probability Measures (J Duan, T Gao and G He); A PDE Approach to Multivariate Risk Theory (Robert J Elliott, Tak Kuen Siu and Hailiang Yang); Stochastic Analysis on Loop Groups (Shizan Fang); Existence and Stability of Measure Solutions for BSDE with Generators of Quadratic Growth (Alexander Fromm, Peter Imkeller and Jianing Zhang); Convex Capital Requirements for Large Portfolios (Hans FAllmer and Thomas Knispel); The Mixed Equilibrium of Insider Trading in the Market with Rational Expected Price (Fuzhou Gong and Hong Liu); Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions (Yaozhong Hu, Daniel Ocone and Jian Song); Potential Theory of Subordinate Brownian Motions Revisited (Panki Kim, Renming Song and Zoran Vondraiek); Research on Social Causes of the Financial Crisis (Steven Kou); Wick Formulas and Inequalities for the Quaternion Gaussian and -Permanental Variables (Wenbo V Li and Ang Wei); Further Study on Web Markov Skeleton Processes (Yuting Liu, Zhi-Ming Ma and Chuan Zhou); MLE of Parameters in the Drifted Brownian Motion and Its Error (Lemee Nakamura and Weian Zheng); Optimal Partial Information Control of SPDEs with Delay and Time-Advanced Backward SPDEs (Bernt yksendal, Agn s Sulem and Tusheng Zhang); Simulation of Diversified Portfolios in Continuous Financial Markets (Eckhard Platen and Renata Rendek); Coupling and Applications (Feng-Yu Wang); SDEs and a Generalised Burgers Equation (Jiang-Lun Wu and Wei Yang); Mean-Variance Hedging in the Discontinuous Case (Jianming Xia). Readership: Graduates and researchers in stochatic analysis and mathematical finance.
Author: H. T. Banks
Publisher: CRC Press
ISBN: 1482206439
Category : Mathematics
Languages : en
Pages : 403
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Book Description
Modeling and Inverse Problems in the Presence of Uncertainty collects recent research-including the authors' own substantial projects-on uncertainty propagation and quantification. It covers two sources of uncertainty: where uncertainty is present primarily due to measurement errors and where uncertainty is present due to the modeling formulation i
Author: Wolfgang Siegert
Publisher: Springer Science & Business Media
ISBN: 3540859632
Category : Mathematics
Languages : en
Pages : 264
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Book Description
Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations. Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too.
