Computational Stochastic Mechanics

Computational Stochastic Mechanics PDF

Author: P.D. Spanos

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 886

ISBN-13: 9401136920

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Over a period of several years the field of probabilistic mechanics and com putational mechanics have progressed vigorously, but independently. With the advent of powerful computational hardware and the development of novel mechanical techniques, the field of stochastic mechanics has progressed in such a manner that the inherent uncertainty of quite complicated systems can be addressed. The first International Conference on Computational Stochastic Mechanics was convened in Corfu in September 1991 in an ef fort to provide a forum for the exchanging of ideas on the current status of computational methods as applied to stochastic mechanics and for identi fying needs for further research. The Conference covered both theoretical techniques and practical applications. The Conference also celebrated the 60th anniversary of the birthday of Dr. Masanobu Shinozuka, the Sollenberger Professor of Civil Engineering at Princeton University, whose work has contributed in such a great measure to the development of Computational Stochastic Mechanics. A brief sum mary of his career and achievements are given in the Dedication. This book comprises some of the papers presented at the meeting and cov ers sections on Theoretical Reliability Analysis; Damage Analysis; Applied Reliability Analysis; Theoretical Random Vibrations; Stochastic Finite Ele ment Concept; Fatigue and Fracture; Monte Carlo Simulations; Earthquake Engineering Applications; Materials; Applied Random Vibrations; Applied Stochastic Finite Element Analysis, and Flow Related Applications and Chaotic Dynamics. The Editors hope that the book will be a valuable contribution to the grow ing literature covering the field of Computational Stochastic Mechanics.

Computational Methods in Stochastic Dynamics

Computational Methods in Stochastic Dynamics PDF

Author: Manolis Papadrakakis

Publisher: Springer Science & Business Media

Published: 2011-02-01

Total Pages: 346

ISBN-13: 9048199875

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At the dawn of the 21st century, computational stochastic dynamics is an emerging research frontier. This book focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The book is primarily intended for researchers and post-graduate students in the fields of computational mechanics and stochastic structural dynamics. Nevertheless, practice engineers as well could benefit from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures. The book addresses mathematical and numerical issues in stochastic structural dynamics and connects them to real-world applications. It consists of 16 chapters dealing with recent advances in a wide range of related topics (dynamic response variability and reliability of stochastic systems, risk assessment, stochastic simulation of earthquake ground motions, efficient solvers for the analysis of stochastic systems, dynamic stability, stochastic modelling of heterogeneous materials). Numerical examples demonstrating the significance of the proposed methods are presented in each chapter.

Quantum Techniques In Stochastic Mechanics

Quantum Techniques In Stochastic Mechanics PDF

Author: Baez John C

Publisher: World Scientific

Published: 2018-02-14

Total Pages: 276

ISBN-13: 981322696X

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We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a tour of key results concerning chemical reaction networks and Petri nets. Contents: Stochastic Petri Nets The Rate Equation The Master Equation Probabilities vs Amplitudes Annihilation and Creation Operators An Example from Population Biology Feynman Diagrams The Anderson–Craciun–Kurtz Theorem An Example of the Anderson–Craciun–Kurtz Theorem A Stochastic Version of Noether's Theorem Quantum Mechanics vs Stochastic Mechanics Noether's Theorem: Quantum vs Stochastic Chemistry and the Desargues Graph Graph Laplacians Dirichlet Operators and Electrical Circuits Perron–Frobenius Theory The Deficiency Zero Theorem Example of the Deficiency Zero Theorem Example of the Anderson–Craciun–Kurtz Theorem The Deficiency of a Reaction Network Rewriting the Rate Equation The Rate Equation and Markov Processes Proof of the Deficiency Zero Theorem Noether's Theorem for Dirichlet Operators Computation and Petri Nets Summary Table Readership: Graduate students and researchers in the field of quantum and mathematical physics. Keywords: Stochastic;Quantum;Markov Process;Chemical Reaction Network;Petri NetReview: Key Features: It's a light-hearted introduction to a deep analogy between probability theory and quantum theory It explains how stochastic Petri nets can be used in modeling in biology, chemistry, and many other fields It gives new proofs of some fundamental theorems about chemical reaction networks

Computational Analysis of Randomness in Structural Mechanics

Computational Analysis of Randomness in Structural Mechanics PDF

Author: Christian Bucher

Publisher: CRC Press

Published: 2009-03-30

Total Pages: 248

ISBN-13: 0203876539

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Proper treatment of structural behavior under severe loading - such as the performance of a high-rise building during an earthquake - relies heavily on the use of probability-based analysis and decision-making tools. Proper application of these tools is significantly enhanced by a thorough understanding of the underlying theoretical and computation

Stochastic Numerics for Mathematical Physics

Stochastic Numerics for Mathematical Physics PDF

Author: Grigori N. Milstein

Publisher: Springer Nature

Published: 2021-12-03

Total Pages: 754

ISBN-13: 3030820408

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This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.

Computational Mechanics of Composite Materials

Computational Mechanics of Composite Materials PDF

Author: Marcin Marek Kaminski

Publisher: Springer Science & Business Media

Published: 2006-03-30

Total Pages: 434

ISBN-13: 1846280494

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Computational Mechanics of Composite Materials lays stress on the advantages of combining theoretical advancements in applied mathematics and mechanics with the probabilistic approach to experimental data in meeting the practical needs of engineers. Features: Programs for the probabilistic homogenisation of composite structures with finite numbers of components allow composites to be treated as homogeneous materials with simpler behaviours. Treatment of defects in the interfaces within heterogeneous materials and those arising in composite objects as a whole by stochastic modelling. New models for the reliability of composite structures. Novel numerical algorithms for effective Monte-Carlo simulation. Computational Mechanics of Composite Materials will be of interest to academic and practising civil, mechanical, electronic and aerospatial engineers, to materials scientists and to applied mathematicians requiring accurate and usable models of the behaviour of composite materials.

Stochastic Methods in Engineering

Stochastic Methods in Engineering PDF

Author: I. St Doltsinis

Publisher: WIT Press

Published: 2012

Total Pages: 379

ISBN-13: 1845646266

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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.

The Stochastic Perturbation Method for Computational Mechanics

The Stochastic Perturbation Method for Computational Mechanics PDF

Author: Marcin Kaminski

Publisher: John Wiley & Sons

Published: 2013-01-17

Total Pages: 335

ISBN-13: 1118481836

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Probabilistic analysis is increasing in popularity and importance within engineering and the applied sciences. However, the stochastic perturbation technique is a fairly recent development and therefore remains as yet unknown to many students, researchers and engineers. Fields in which the methodology can be applied are widespread, including various branches of engineering, heat transfer and statistical mechanics, reliability assessment and also financial investments or economical prognosis in analytical and computational contexts. Stochastic Perturbation Method in Applied Sciences and Engineering is devoted to the theoretical aspects and computational implementation of the generalized stochastic perturbation technique. It is based on any order Taylor expansions of random variables and enables for determination of up to fourth order probabilistic moments and characteristics of the physical system response. Key features: Provides a grounding in the basic elements of statistics and probability and reliability engineering Describes the Stochastic Finite, Boundary Element and Finite Difference Methods, formulated according to the perturbation method Demonstrates dual computational implementation of the perturbation method with the use of Direct Differentiation Method and the Response Function Method Accompanied by a website (www.wiley.com/go/kaminski) with supporting stochastic numerical software Covers the computational implementation of the homogenization method for periodic composites with random and stochastic material properties Features case studies, numerical examples and practical applications Stochastic Perturbation Method in Applied Sciences and Engineering is a comprehensive reference for researchers and engineers, and is an ideal introduction to the subject for postgraduate and graduate students.

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