Search Results: 'Stochastic Models'

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18 results for "Stochastic Models"
Stochastic Processes in Mechanical Engineering By J.J.H. Brouwers
Paperback: $9.80
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Stochastic or random vibrations occur in a variety of applications of mechanical engineering. Examples are: the dynamics of a vehicle on an irregular road surface; the variation in time of... More > thermodynamic variables in municipal waste incinerators due to fluctuations in heating value of the waste; the vibrations of an airplane flying through turbulence; the fluctuating wind loads acting on civil structures; the response of off-shore structures to random wave loading. Attention is focussed on problems of external noise. That is, models of mechanical engineering structures are considered where the source of random behavior comes from outside: e.g. a prescribed random force or a prescribed random displacement. The structures inhibit inertia, damping and restoring, linear and non-linear. Questions addressed are: how do these structures respond to random excitation, and how to quantify the random behavior of response variables in a manner that an engineer is able to make rational design decisions.< Less
Stochastic Processes in Mechanical Engineering By J.J.H. Brouwers
eBook (PDF): $0.00
Stochastic or random vibrations occur in a variety of applications of mechanical engineering. Examples are: the dynamics of a vehicle on an irregular road surface; the variation in time of... More > thermodynamic variables in municipal waste incinerators due to fluctuations in heating value of the waste; the vibrations of an airplane flying through turbulence; the fluctuating wind loads acting on civil structures; the response of off-shore structures to random wave loading. Attention is focussed on problems of external noise. That is, models of mechanical engineering structures are considered where the source of random behavior comes from outside: e.g. a prescribed random force or a prescribed random displacement. The structures inhibit inertia, damping and restoring, linear and non-linear. Questions addressed are: how do these structures respond to random excitation, and how to quantify the random behavior of response variables in a manner that an engineer is able to make rational design decisions.< Less
Stochastic Processes in Mechanical Engineering By J.J.H. Brouwers
eBook (PDF): $0.00
(1 Ratings)
Stochastic or random vibrations occur in a variety of applications of mechanical engineering. Attention will be focussed on problems of external noise. That is, we shall consider models of... More > mechanical engineering structures where the source of random behavior comes from outside: e.g. a prescribed random force or a prescribed random displacement. The structures inhibit inertia, damping and restoring, linear and non-linear. The main questions we intend to answer are: how do these structures respond to random excitation, and how can we quantify the random behavior of response variables in a manner that an engineer is able to make rational design decisions.< Less
Stochastic Processes in Mechanical Engineering By J.J.H. Brouwers
Paperback: $9.75
Prints in 3-5 business days
(1 Ratings)
Stochastic or random vibrations occur in a variety of applications of mechanical engineering. Attention will be focussed on problems of external noise. That is, we shall consider models of... More > mechanical engineering structures where the source of random behavior comes from outside: e.g. a prescribed random force or a prescribed random displacement. The structures inhibit inertia, damping and restoring, linear and non-linear. The main questions we intend to answer are: how do these structures respond to random excitation, and how can we quantify the random behavior of response variables in a manner that an engineer is able to make rational design decisions.< Less
Heuristic optimization of robust portfolios under stochastic environments By Raphael Bick
Paperback: $20.69
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In this paper I show how a heuristic optimization algorithm can be used to optimize robust portfolios of assets with arbitrary distributions. To generate asset returns I introduce a Monte Carlo... More > simulation framework that is based on stochastic stock and interest rate models. Robust portfolio selection results in portfolios that deliver stable returns under various market scenarios at the same time. I formulate the optimization problem for several risk and performance measures and adapt a simulated annealing algorithm to solve the complex optimization problem. The presented concepts are implemented in a Matlab/Excel application which is used to optimize a real life robust portfolio. I show the feasibility of the approach and analyze the benefits of robust portfolios.< Less
Approximation and Solution Schemes for Stochastic Dynamic Optimization Problems By Lisa A. Korf
Paperback: $14.99
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Optimization and control problems often need to be formulated in a way that takes the uncertainty of the future into account in order to accurately reflect a "good" decision that can stand... More > up to a variety of possible future outcomes. One way of including uncertainty in such problems treats the uncertain parameters as a random vector with an underlying probability distribution. Doing this creates a stochastic programming model which is inherently infinite dimensional, or at best extremely large, in particular when many time stages are present. In order to solve such problems, a good approximation framework is needed that encompasses various approaches such as sampling and analytical methods for various problem classes. Complementing this should be a development of solution procedures that exploit a problem's structure, for example taking advantage of convexity and decomposability wherever possible. This dissertation addresses these key issues in four parts.< Less
Approximation and Solution Schemes for Stochastic Dynamic Optimization Problems By Lisa A. Korf
eBook (PDF): $6.99
Optimization and control problems often need to be formulated in a way that takes the uncertainty of the future into account in order to accurately reflect a "good" decision that can stand... More > up to a variety of possible future outcomes. One way of including uncertainty in such problems treats the uncertain parameters as a random vector with an underlying probability distribution. Doing this creates a stochastic programming model which is inherently infinite dimensional, or at best extremely large, in particular when many time stages are present. In order to solve such problems, a good approximation framework is needed that encompasses various approaches such as sampling and analytical methods for various problem classes. Complementing this should be a development of solution procedures that exploit a problem's structure, for example taking advantage of convexity and decomposability wherever possible. This dissertation addresses these key issues in four parts.< Less
Fundamentals of Combat Modeling By Jeffrey Strickland
Hardcover: List Price: $41.95 $39.85 | You Save: 5%
Prints in 3-5 business days
This text presents various military applications of mathematical modeling in one reference source. The book can be used as either a desk reference or as a textbook for a course in mathematical... More > modeling. The text features mathematical modeling of combat phenomena, including physical models of attrition for passive targets, deterministic homogeneous and heterogeneous models of combat attrition, Stochastic models of combat attrition, models of search and detection, strategic and theater missile defense models, and models of operational reliability and availability. Mathematical applications include differentiation, integration, solution of differential equations, probability and statistics, and finite difference equations. Solutions are presented both analytically and numerically using Microsoft Excel® All Excel® spreadsheets used to create the graphs and solutions in the text can be downloaded at the author’s website www.simulation-educators.com/downloads.html.< Less
Strength Modeling Structural Composite Lumber By Peggi Clouston
Paperback: $19.99
Prints in 3-5 business days
This book outlines a novel methodology for simulating the nonlinear mechanical behavior of Structural Composite Lumber. The approach is based on stochastic finite element analysis and considers... More > varying grain angle as well as mechanical properties of individual strands or veneers. The material of interest is angle-ply laminates although a preliminary investigation is also conducted on Parallam® Parallel Strand Lumber. Both 2 and 3 dimensional finite element codes are developed. The constitutive behavior of the wood strands is characterized within the framework of orthotropic elasto-plasticity. The constitutive model employs the Tsai-Wu yield criterion with the associated flow rule of plasticity. Weibull weakest-link theory is employed to adjust experimental tensile strength values for size effect. The programs are further formulated in a probabilistic manner using Monte Carlo simulations. Favorable comparisons of the model to experimental results attest to the effectiveness of the proposed technique.< Less
Strength Modeling Structural Composite Lumber By Peggi Clouston
eBook (PDF): $0.00
This book outlines a novel methodology for simulating the nonlinear mechanical behavior of Structural Composite Lumber. The approach is based on stochastic finite element analysis and considers... More > varying grain angle as well as mechanical properties of individual strands or veneers. The material of interest is angle-ply laminates although a preliminary investigation is also conducted on Parallam® Parallel Strand Lumber. Both 2 and 3 dimensional finite element codes are developed. The constitutive behavior of the wood strands is characterized within the framework of orthotropic elasto-plasticity. The constitutive model employs the Tsai-Wu yield criterion with the associated flow rule of plasticity. Weibull weakest-link theory is employed to adjust experimental tensile strength values for size effect. The programs are further formulated in a probabilistic manner using Monte Carlo simulations. Favorable comparisons of the model to experimental results attest to the effectiveness of the proposed technique.< Less

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