Stochastic Processes in Mechanical Engineering

Stochastic Processes in Mechanical Engineering PDF Author: Jozef Johannes Hubertus Brouwers
Publisher: Erik van Kemenade
ISBN: 9038629389
Category :
Languages : en
Pages : 170

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Book Description

Stochastic Processes in Mechanical Engineering

Stochastic Processes in Mechanical Engineering PDF Author: Jozef Johannes Hubertus Brouwers
Publisher: Erik van Kemenade
ISBN: 9038629389
Category :
Languages : en
Pages : 170

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Book Description


Stochastic Processes in Engineering Systems

Stochastic Processes in Engineering Systems PDF Author: E. Wong
Publisher: Springer Science & Business Media
ISBN: 1461250609
Category : Mathematics
Languages : en
Pages : 372

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Book Description
This book is a revision of Stochastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in stochastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta tionary processes in linear time-invariant systems as well as the more modern theory of stochastic systems in which dynamic structure plays a profound role. Our aim is to provide a high-level, yet readily acces sible, treatment of those topics in the theory of continuous-parameter stochastic processes that are important in the analysis of information and dynamical systems. The theory of stochastic processes can easily become abstract. In dealing with it from an applied point of view, we have found it difficult to decide on the appropriate level of rigor. We intend to provide just enough mathematical machinery so that important results can be stated PREFACE vi with precision and clarity; so much ofthe theory of stochastic processes is inherently simple if the suitable framework is provided. The price of providing this framework seems worth paying even though the ul timate goal is in applications and not the mathematics per se.

Stochastic Analysis of Structural and Mechanical Vibrations

Stochastic Analysis of Structural and Mechanical Vibrations PDF Author: Loren D. Lutes
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 536

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Book Description
With the aim of stating the fundamental principles and relationships of structural and mechanical vibrations, this guide focuses on the determination of response levels for dynamical systems excited by forces that can be modeled as stochastic processes. It concentrates material in the beginning of the text, with introductions to the fundamentals of stochastic modeling and vibration problems to acquaint students with applications. There are discussions on progressive topics which are the subject of ongoing research, including state-space analysis, nonlinear dynamics, and fatigue damage; the time history implications of bandwidth, with situations varying from narrowband to white noise; time domain integration techniques which provide viable alternatives to the calculus of residues; and an emphasis on time domain interpretations throughout. It includes a number of worked examples to illustrate the modelling of physical problems as well as the proper application of theoretical solutions.

Stochastic Processes in Dynamical Problems

Stochastic Processes in Dynamical Problems PDF Author: American Society of Mechanical Engineers
Publisher:
ISBN:
Category : Machinery, Dynamics of
Languages : en
Pages :

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Discrete Stochastic Processes

Discrete Stochastic Processes PDF Author: Robert G. Gallager
Publisher: Springer Science & Business Media
ISBN: 146152329X
Category : Technology & Engineering
Languages : en
Pages : 280

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Book Description
Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.

Probability, Statistics, and Stochastic Processes for Engineers and Scientists

Probability, Statistics, and Stochastic Processes for Engineers and Scientists PDF Author: Aliakbar Montazer Haghighi
Publisher: CRC Press
ISBN: 1351238396
Category : Mathematics
Languages : en
Pages : 635

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Book Description
2020 Taylor & Francis Award Winner for Outstanding New Textbook! Featuring recent advances in the field, this new textbook presents probability and statistics, and their applications in stochastic processes. This book presents key information for understanding the essential aspects of basic probability theory and concepts of reliability as an application. The purpose of this book is to provide an option in this field that combines these areas in one book, balances both theory and practical applications, and also keeps the practitioners in mind. Features Includes numerous examples using current technologies with applications in various fields of study Offers many practical applications of probability in queueing models, all of which are related to the appropriate stochastic processes (continuous time such as waiting time, and fuzzy and discrete time like the classic Gambler’s Ruin Problem) Presents different current topics like probability distributions used in real-world applications of statistics such as climate control and pollution Different types of computer software such as MATLAB®, Minitab, MS Excel, and R as options for illustration, programing and calculation purposes and data analysis Covers reliability and its application in network queues

Stochastic Methods for Estimation and Problem Solving in Engineering

Stochastic Methods for Estimation and Problem Solving in Engineering PDF Author: Kadry, Seifedine
Publisher: IGI Global
ISBN: 1522550461
Category : Technology & Engineering
Languages : en
Pages : 291

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Book Description
Utilizing mathematical algorithms is an important aspect of recreating real-world problems in order to make important decisions. By generating a randomized algorithm that produces statistical patterns, it becomes easier to find solutions to countless situations. Stochastic Methods for Estimation and Problem Solving in Engineering provides emerging research on the role of random probability systems in mathematical models used in various fields of research. While highlighting topics, such as random probability distribution, linear systems, and transport profiling, this book explores the use and behavior of uncertain probability methods in business and science. This book is an important resource for engineers, researchers, students, professionals, and practitioners seeking current research on the challenges and opportunities of non-deterministic probability models.

Stochastic Processes, Estimation, and Control

Stochastic Processes, Estimation, and Control PDF Author: Jason L. Speyer
Publisher: SIAM
ISBN: 0898716551
Category : Mathematics
Languages : en
Pages : 391

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Book Description
The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ controllers and system robustness. This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful.

Stochastic Processes in Dynamics

Stochastic Processes in Dynamics PDF Author: B. Skalmierski
Publisher: Springer Science & Business Media
ISBN: 9789024726868
Category : Science
Languages : en
Pages : 166

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Book Description


Stochastic Methods in Engineering

Stochastic Methods in Engineering PDF Author: I. St Doltsinis
Publisher: WIT Press
ISBN: 1845646266
Category : Mathematics
Languages : en
Pages : 379

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Book Description
The increasing industrial demand for reliable quantification and management of uncertainty in product performance forces engineers to employ probabilistic models in analysis and design, a fact that has occasioned considerable research and development activities in the field. Notes on Stochastics eventually address the topic of computational stochastic mechanics. The single volume uniquely presents tutorials on essential probabilistics and statistics, recent finite element methods for stochastic analysis by Taylor series expansion as well as Monte Carlo simulation techniques. Design improvement and robust optimisation represent key issues as does reliability assessment. The subject is developed for solids and structures of elastic and elasto-plastic material, large displacements and material deformation processes; principles are transferable to various disciplines. A chapter is devoted to the statistical comparison of systems exhibiting random scatter. Where appropriate examples illustrate the theory, problems to solve appear instructive; applications are presented with relevance to engineering practice. The book, emanating from a university course, includes research and development in the field of computational stochastic analysis and optimization. It is intended for advanced students in engineering and for professionals who wish to extend their knowledge and skills in computational mechanics to the domain of stochastics. Contents: Introduction, Randomness, Structural analysis by Taylor series expansion, Design optimization, Robustness, Monte Carlo techniques for system response and design improvement, Reliability, Time variant phenomena, Material deformation processes, Analysis and comparison of data sets, Probability distribution of test functions.