Stochastic Systems Uncertainty Quantification and Propagation /

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are rand...

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Κύριος συγγραφέας: Grigoriu, Mircea (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: London : Springer London : Imprint: Springer, 2012.
Σειρά:Springer Series in Reliability Engineering,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Probability Essentials
  • Random Functions
  • Probabilistic Models
  • Stochastic Integrals and Itô's Formula
  • Properties of Solutions of Stochastic Equations
  • Stochastic Equations with Small Uncertainty
  • Stochastic Algebraic Equations
  • Stochastic Differential Equations with Deterministic Coefficients
  • Stochastic Differential Equations with Random Coefficients.