simulation of stochastic processes with given accuracy and reliability

Simulation Of Stochastic Processes With Given Accuracy And Reliability
Author: Yuriy V. Kozachenko
Publisher: Elsevier
Release Date: 2016-11-22
Pages: 346
ISBN:
Available Language: English, Spanish, And French
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Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic Provides methods and tools in measuring accuracy and reliability in functional spaces

Structural Safety And Reliability
Author: Naruhito Shiraishi
Publisher: CRC Press
Release Date: 1998
Pages: 2084
ISBN:
Available Language: English, Spanish, And French
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Applied Mechanics Reviews
Author:
Publisher:
Release Date: 1996
Pages:
ISBN:
Available Language: English, Spanish, And French
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Simulation Methods For Reliability And Availability Of Complex Systems
Author: Javier Faulin
Publisher: Springer Science & Business Media
Release Date: 2010-04-22
Pages: 316
ISBN:
Available Language: English, Spanish, And French
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Simulation Methods for Reliability and Availability of Complex Systems discusses the use of computer simulation-based techniques and algorithms to determine reliability and availability (R and A) levels in complex systems. The book: shares theoretical or applied models and decision support systems that make use of simulation to estimate and to improve system R and A levels, forecasts emerging technologies and trends in the use of computer simulation for R and A and proposes hybrid approaches to the development of efficient methodologies designed to solve R and A-related problems in real-life systems. Dealing with practical issues, Simulation Methods for Reliability and Availability of Complex Systems is designed to support managers and system engineers in the improvement of R and A, as well as providing a thorough exploration of the techniques and algorithms available for researchers, and for advanced undergraduate and postgraduate students.

Numerical Solution Of Stochastic Differential Equations With Jumps In Finance
Author: Eckhard Platen
Publisher: Springer Science & Business Media
Release Date: 2010-07-23
Pages: 856
ISBN:
Available Language: English, Spanish, And French
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In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitative methods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.

Random Processes  Measurement  Analysis And Simulation
Author: J. Cacko
Publisher: Elsevier
Release Date: 2012-12-02
Pages: 244
ISBN:
Available Language: English, Spanish, And French
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This book covers the basic topics associated with the measurement, analysis and simulation of random environmental processes which are encountered in practice when dealing with the dynamics, fatigue and reliability of structures in real environmental conditions. The treatment is self-contained and the authors have brought together and integrated the most important information relevant to this topic in order that the newcomer can see and study it as a whole. This approach should also be of interest to experienced engineers from fatigue laboratories who want to learn more about the possible methods of simulation, especially for use in real time on electrohydraulic computer-controlled loading machines. Problems of constructing a measuring system are dealt with in the first chapter. Here the authors discuss the choice of measuring conditions and locations, as well as the organization of a chain of devices for measuring and recording random environmental processes. Some experience gained from practical measurements is also presented. The recorded processes are further analysed by various methods. The choice is governed by the aims of the measurements and applications of the results. Chapter 2 is thus devoted to methods of random process evaluations for digital computers, both from the fatigue and dynamic point of view. The most important chapter is Chapter 3 as this presents a review of up-to-date methods of random process simulation with given statistical characteristics. These methods naturally follow those of random process analysis, and their results form initial data for the corresponding simulations algorithms, including occurrences of characteristic parameters of counting methods, reproduction of correlation theory characteristics and of autoregressive models. The simulation of non-stationary processes is treated in depth, taking into account their importance for practical applications and also the lack of information of this subject. The book is intended to help resolve many practical problems concerning the methods and quality of environmental process evaluation and simulation which can arise when up-to-date loading systems with computer control are being used in material, component and structural fatigue and dynamic research.

Reliable Results From Stochastic Simulation Models
Author: Donald L. Gochenour
Publisher:
Release Date: 1973
Pages: 5
ISBN:
Available Language: English, Spanish, And French
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Reliability And Robust Design In Automotive Engineering 2006
Author:
Publisher:
Release Date: 2006
Pages: 545
ISBN:
Available Language: English, Spanish, And French
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Collection of papers from the "Reliability & Robust Design in Automotive Engineering" session of the SAE 2006 World Congress, held April 3-6 in Detroit, Michigan.

Analog IC Reliability In Nanometer CMOS
Author: Elie Maricau
Publisher: Springer Science & Business Media
Release Date: 2013-01-11
Pages: 198
ISBN:
Available Language: English, Spanish, And French
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This book focuses on modeling, simulation and analysis of analog circuit aging. First, all important nanometer CMOS physical effects resulting in circuit unreliability are reviewed. Then, transistor aging compact models for circuit simulation are discussed and several methods for efficient circuit reliability simulation are explained and compared. Ultimately, the impact of transistor aging on analog circuits is studied. Aging-resilient and aging-immune circuits are identified and the impact of technology scaling is discussed. The models and simulation techniques described in the book are intended as an aid for device engineers, circuit designers and the EDA community to understand and to mitigate the impact of aging effects on nanometer CMOS ICs.

Journal Of Engineering Mechanics
Author:
Publisher:
Release Date: 2006
Pages:
ISBN:
Available Language: English, Spanish, And French
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Engineering Geology And The Environment
Author: G.C. Koukis
Publisher: CRC Press
Release Date: 1997-01-01
Pages: 508
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Composed of the proceedings of a symposium on engineering geology and the environment, held in Athens in June, 1997, this work provides a survey of trends in engineering geology, and an interdisciplinary collaboration with hydrogeology, geochemistry, geomorphology, and soil and rock mechanics.

International Aerospace Abstracts
Author:
Publisher:
Release Date: 1990
Pages:
ISBN:
Available Language: English, Spanish, And French
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Structural Safety   Reliability
Author: Alfredo Hua-Sing Ang
Publisher:
Release Date: 1990
Pages: 2390
ISBN:
Available Language: English, Spanish, And French
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A System For Integrated Reliability And Safety Analyses
Author:
Publisher:
Release Date: 1999
Pages: 90
ISBN:
Available Language: English, Spanish, And French
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Cybernetics Abstracts
Author:
Publisher:
Release Date: 1977
Pages:
ISBN:
Available Language: English, Spanish, And French
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Snow Engineering V
Author: P. Bartelt
Publisher: CRC Press
Release Date: 2004-06-15
Pages: 394
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Specialists in building and civil engineering, architecture, traffic and transport engineering, urban planning and avalanche science came together at the Fifth International Conference on Snow Engineering, organized by the Federal Swiss Institute for Snow and Avalanche Research in Davos 2004. This event belongs to a series of Snow Engineering Conferences held every four years since 1988. These conferences have become an important event for the international exchange of information on recent developments in snow engineering. The following thematic areas were discussed in the technical sessions and are here presented in this volume: - Transportation - Housing and Residential Planning - Snow Loads - Ski Mechanics - Hazard Mitigation - Snow Technology and Science - Avalanche Engineering

Reliability Assessment Using Stochastic Finite Element Analysis
Author: Achintya Haldar
Publisher: John Wiley & Sons
Release Date: 2000-05-22
Pages: 344
ISBN:
Available Language: English, Spanish, And French
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The first complete guide to using the Stochastic Finite Element Method for reliability assessment Unlike other analytical reliability estimation techniques, the Stochastic Finite Element Method (SFEM) can be used for both implicit and explicit performance functions, making it a particularly powerful and robust tool for today's engineer. This book, written by two pioneers in SFEM-based methodologies, shows how to use SFEM for the reliability analysis of a wide range of structures. It begins by reviewing essential risk concepts, currently available risk evaluation procedures, and the use of analytical and sampling methods in estimating risk. Next, it introduces SFEM evaluation procedures, with detailed coverage of displacement-based and stress-based deterministic finite element approaches. Linear, nonlinear, static, and dynamic problems are considered separately to demonstrate the robustness of the methods. The risk or reliability estimation procedure for each case is presented in different chapters, with theory complemented by a useful series of examples. Integrating advanced concepts in risk-based design, finite elements, and mechanics, Reliability Assessment Using Stochastic Finite Element Analysis is vital reading for engineering professionals and students in all areas of the field.

Handbooks In Operations Research And Management Science  Simulation
Author: Shane G. Henderson
Publisher: Elsevier
Release Date: 2006-09-02
Pages: 692
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this volume “simulation refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes. Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis. Emphasis is placed on the ideas and methods that are likely to remain an intrinsic part of the foundation of the field for the foreseeable future. The chapters provide up-to-date references for both the simulation researcher and the advanced simulation user, but they do not constitute an introductory level ‘how to’ guide. Computer scientists, financial analysts, industrial engineers, management scientists, operations researchers and many other professionals use stochastic simulation to design, understand and improve communications, financial, manufacturing, logistics, and service systems. A theme that runs throughout these diverse applications is the need to evaluate system performance in the face of uncertainty, including uncertainty in user load, interest rates, demand for product, availability of goods, cost of transportation and equipment failures. * Tightly focused chapters written by experts * Surveys concepts, principles, tools, and techniques that underlie the theory and practice of stochastic simulation design and analysis * Provides an up-to-date reference for both simulation researchers and advanced simulation users

Stochastic Hydrology And Its Use In Water Resources Systems Simulation And Optimization
Author: NATO Advanced Study Institute on Stochastic Hydrology and its Use in Water Resources Systems Simulation and Optimization
Publisher: Springer Science & Business Media
Release Date: 1993
Pages: 483
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

Stochastic hydrology is an essential base of water resources systems analysis, due to the inherent randomness of the input, and consequently of the results. These results have to be incorporated in a decision-making process regarding the planning and management of water systems. It is through this application that stochastic hydrology finds its true meaning, otherwise it becomes merely an academic exercise.A set of well known specialists from both stochastic hydrology and water resources systems present a synthesis of the actual knowledge currently used in real-world planning and management.The book is intended for both practitioners and researchers who are willing to apply advanced approaches for incorporating hydrological randomness and uncertainty into the simulation and optimization of water resources systems.

Handbook Of Research On Discrete Event Simulation Environments  Technologies And Applications
Author: Abu-Taieh, Evon M. O.
Publisher: IGI Global
Release Date: 2009-10-31
Pages: 610
ISBN:
Available Language: English, Spanish, And French
EBOOK SYNOPSIS:

"This book provides a comprehensive overview of theory and practice in simulation systems focusing on major breakthroughs within the technological arena, with particular concentration on the accelerating principles, concepts and applications"--Provided by publisher.