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Author: Kai Yao
Publisher: Springer
ISBN: 3662527294
Category : Technology & Engineering
Languages : en
Pages : 166
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Book Description
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.
Author: Kai Yao
Publisher: Springer
ISBN: 3662527294
Category : Technology & Engineering
Languages : en
Pages : 166
Get Book Here
Book Description
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.
Author: Baoding Liu
Publisher: Springer
ISBN: 3540731652
Category : Technology & Engineering
Languages : en
Pages : 263
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Book Description
This book provides a self-contained, comprehensive and up-to-date presentation of uncertainty theory. The purpose is to equip the readers with an axiomatic approach to deal with uncertainty. For this new edition the entire text has been totally rewritten. The chapters on chance theory and uncertainty theory are completely new. Mathematicians, researchers, engineers, designers, and students will find this work a stimulating and useful reference.
Author: Oleksandr Nakonechnyi
Publisher:
ISBN: 9788770042925
Category : Mathematics
Languages : en
Pages : 0
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Book Description
This monograph is devoted to the construction of optimal estimates of values of linear functionals on solutions to Cauchy and two-point boundary value problems for systems of linear first-order ordinary differential equations, from indirect observations which are linear transformations of the same solutions perturbed by additive random noises. It is assumed that right-hand sides of equations and boundary data as well as statistical characteristics of random noises in observations are not known and belong to certain given sets in corresponding functional spaces. This leads to the necessity of introducing the minimax statement of an estimation problem when optimal estimates are defined as linear, with respect to observations, estimates for which the maximum of mean square error of estimation taken over the above-mentioned sets attains minimal value. Such estimates are called minimax or guaranteed estimates. It is established that these estimates are expressed explicitly via solutions to some uniquely solvable linear systems of ordinary differential equations of the special type. The authors apply these results for obtaining the optimal estimates of solutions from indirect noisy observations. Similar estimation problems for solutions of boundary value problems for linear differential equations of order n with general boundary conditions are considered. The authors also elaborate guaranteed estimation methods under incomplete data of unknown right-hand sides of equations and boundary data and obtain representations for the corresponding guaranteed estimates. In all the cases estimation errors are determined.
Author: A.A. Martynyuk
Publisher: CRC Press
ISBN: 1439876878
Category : Mathematics
Languages : en
Pages : 310
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Book Description
This self-contained book provides systematic instructive analysis of uncertain systems of the following types: ordinary differential equations, impulsive equations, equations on time scales, singularly perturbed differential equations, and set differential equations. Each chapter contains new conditions of stability of unperturbed motion of the abo
Author: Eduardo Souza de Cursi
Publisher: Elsevier
ISBN: 0081004710
Category : Mathematics
Languages : en
Pages : 457
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Book Description
Uncertainty Quantification (UQ) is a relatively new research area which describes the methods and approaches used to supply quantitative descriptions of the effects of uncertainty, variability and errors in simulation problems and models. It is rapidly becoming a field of increasing importance, with many real-world applications within statistics, mathematics, probability and engineering, but also within the natural sciences. Literature on the topic has up until now been largely based on polynomial chaos, which raises difficulties when considering different types of approximation and does not lead to a unified presentation of the methods. Moreover, this description does not consider either deterministic problems or infinite dimensional ones. This book gives a unified, practical and comprehensive presentation of the main techniques used for the characterization of the effect of uncertainty on numerical models and on their exploitation in numerical problems. In particular, applications to linear and nonlinear systems of equations, differential equations, optimization and reliability are presented. Applications of stochastic methods to deal with deterministic numerical problems are also discussed. Matlab® illustrates the implementation of these methods and makes the book suitable as a textbook and for self-study. - Discusses the main ideas of Stochastic Modeling and Uncertainty Quantification using Functional Analysis - Details listings of Matlab® programs implementing the main methods which complete the methodological presentation by a practical implementation - Construct your own implementations from provided worked examples
Author: Mass Per Pettersson
Publisher: Springer
ISBN: 9783319356129
Category : Technology & Engineering
Languages : en
Pages : 0
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Book Description
This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer power, these methods are becoming increasingly popular as an alternative to more classical sampling-based techniques. The text takes advantage of stochastic Galerkin projections applied to the original conservation laws to produce a large system of modified partial differential equations, the solutions to which directly provide a full statistical characterization of the effect of uncertainties. Polynomial Chaos Methods of Hyperbolic Partial Differential Equations focuses on the analysis of stochastic Galerkin systems obtained for linear and non-linear convection-diffusion equations and for a systems of conservation laws; a detailed well-posedness and accuracy analysis is presented to enable the design of robust and stable numerical methods. The exposition is restricted to one spatial dimension and one uncertain parameter as its extension is conceptually straightforward. The numerical methods designed guarantee that the solutions to the uncertainty quantification systems will converge as the mesh size goes to zero. Examples from computational fluid dynamics are presented together with numerical methods suitable for the problem at hand: stable high-order finite-difference methods based on summation-by-parts operators for smooth problems, and robust shock-capturing methods for highly nonlinear problems. Academics and graduate students interested in computational fluid dynamics and uncertainty quantification will find this book of interest. Readers are expected to be familiar with the fundamentals of numerical analysis. Some background in stochastic methods is useful but notnecessary.
Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 1316510085
Category : Business & Economics
Languages : en
Pages : 327
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Book Description
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author: S. Chakraverty
Publisher: CRC Press
ISBN: 1315355531
Category : Mathematics
Languages : en
Pages : 138
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Book Description
Differential equations play a vital role in the modeling of physical and engineering problems, such as those in solid and fluid mechanics, viscoelasticity, biology, physics, and many other areas. In general, the parameters, variables and initial conditions within a model are considered as being defined exactly. In reality there may be only vague, imprecise or incomplete information about the variables and parameters available. This can result from errors in measurement, observation, or experimental data; application of different operating conditions; or maintenance induced errors. To overcome uncertainties or lack of precision, one can use a fuzzy environment in parameters, variables and initial conditions in place of exact (fixed) ones, by turning general differential equations into Fuzzy Differential Equations ("FDEs"). In real applications it can be complicated to obtain exact solution of fuzzy differential equations due to complexities in fuzzy arithmetic, creating the need for use of reliable and efficient numerical techniques in the solution of fuzzy differential equations. These include fuzzy ordinary and partial, fuzzy linear and nonlinear, and fuzzy arbitrary order differential equations. This unique work?provides a new direction for the reader in the use of basic concepts of fuzzy differential equations, solutions and its applications. It can serve as an essential reference work for students, scholars, practitioners, researchers and academicians in engineering and science who need to model uncertain physical problems.
Author: Mark A. Pinsky
Publisher: American Mathematical Soc.
ISBN: 0821868896
Category : Mathematics
Languages : en
Pages : 545
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Book Description
Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems--rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate throughout the text. The notions of steady-state solution of closely related stationary solutions are developed for the heat equation; applications to the study of heat flow in the earth are presented. The problem of the vibrating string is studied in detail both in the Fourier transform setting and from the viewpoint of the explicit representation (d'Alembert formula). Additional chapters include the numerical analysis of solutions and the method of Green's functions for solutions of partial differential equations. The exposition also includes asymptotic methods (Laplace transform and stationary phase). With more than 200 working examples and 700 exercises (more than 450 with answers), the book is suitable for an undergraduate course in partial differential equations.
Author: Luciana Takata Gomes
Publisher: Springer
ISBN: 3319225758
Category : Mathematics
Languages : en
Pages : 130
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Book Description
This book may be used as reference for graduate students interested in fuzzy differential equations and researchers working in fuzzy sets and systems, dynamical systems, uncertainty analysis, and applications of uncertain dynamical systems. Beginning with a historical overview and introduction to fundamental notions of fuzzy sets, including different possibilities of fuzzy differentiation and metric spaces, this book moves on to an overview of fuzzy calculus thorough exposition and comparison of different approaches. Innovative theories of fuzzy calculus and fuzzy differential equations using fuzzy bunches of functions are introduced and explored. Launching with a brief review of essential theories, this book investigates both well-known and novel approaches in this field; such as the Hukuhara differentiability and its generalizations as well as differential inclusions and Zadeh’s extension. Through a unique analysis, results of all these theories are examined and compared.
