Uncertainty Quantification And Stochastic Modeling With Matlab

Full Title: Uncertainty Quantification And Stochastic Modeling With Matlab
Author/Editor(s): Eduardo Souza de Cursi; Rubens Sampaio; Inc ebrary
ISBN: 1785480057, 9781785480058
Publisher: Elsevier Ltd
Published Place: Kidlington Oxford
Published/Copyright Year: 2015
Language: English
Number of pages: 1 online resource
Categories:
Stochastic Models
Uncertainty (Information Theory)

Content:
Front Cover ; Uncertainty Quantification and Stochastic Modeling with Matlab® ; Copyright ; Contents ; Introduction ;
Chapter 1: Elements of Probability Theory and Stochastic Processes ; 1.1. Notation ; 1.2. Numerical Characteristics of Finite Populations ; 1.3. Matlab Implementation; 1.4. Couples of Numerical Characteristics ; 1.5. Matlab Implementation ; 1.6. Hilbertian Properties of the Numerical Characteristics ; 1.7. Measure and Probability ; 1.8. Construction of Measures ; 1.9. Measures, Probability and Integrals in Infinite Dimensional Spaces ; 1.10. Random Variables
1.11. Hilbertian Properties of Random Variables 1.12. Sequences of Random Variables ; 1.13. Some Usual Distributions ; 1.14. Samples of Random Variables ; 1.15. Gaussian Samples ; 1.16. Stochastic Processes ; 1.17. Hilbertian Structure ; 1.18. Wiener Process ; 1.19. Ito Integrals ; 1.20. Ito Calculus ;
Chapter 2: Maximum Entropy and Information ; 2.1. Construction of a Stochastic Model ; 2.2. The Principle of Maximum Entropy ; 2.3. Generating Samples of Random Variables, Random Vectors and Stochastic Processes
2.4. Karhunen-Loeve Expansions and Numerical Generation of Variates from Stochastic Processes
Chapter 3: Representation of Random Variables ; 3.1. Approximations Based on Hilbertian Properties ; 3.2. Approximations Based on Statistical Properties (Moment Matching Method); 3.3. Interpolation-Based Approximations (Collocation);
Chapter 4: Linear Algebraic Equations Under Uncertainty ; 4.1. Representation of the Solution of Uncertain Linear Systems ; 4.2. Representation of Eigenvalues and Eigenvectors of Uncertain Matrices ; 4.3. Stochastic Methods for Deterministic Linear Systems

Chapter 5: Nonlinear Algebraic Equations Involving Random Parameters 5.1. Nonlinear Systems of Algebraic Equations ; 5.2. Numerical Solution of Noisy Deterministic Systems of Nonlinear Equations ;
Chapter 6: Differential Equations Under Uncertainty ; 6.1. The Case of Linear Differential Equations ; 6.2. The Case of Nonlinear Differential Equations ; 6.3. The Case of Partial Differential Equations ; 6.4. Reduction of Hamiltonian Systems ; 6.5. Local Solution of Deterministic Differential Equations by Stochastic Simulation ; 6.6. Statistics of Dynamical Systems

Chapter 7: Optimization Under Uncertainty 7.1. Representation of the Solutions in Unconstrained Optimization ; 7.2. Stochastic Methods in Deterministic Continuous Optimization ; 7.3. Population-Based Methods; 7.4. Determination of Starting Points ;
Chapter 8: Reliability-Based Optimization ; 8.1. The Model Situation ; 8.2. Reliability Index ; 8.3. FORM; 8.4. The Bi-Level or Double-Loop Method; 8.5. One-Level or Single-Loop Approach ; 8.6. Safety Factors ; Bibliography ; Index

Notes:
Includes bibliographical references and index.

Electronic Resources:
http://hdl.library.upenn.edu/1017.12/1405234

ISBNPlus ID: UPE.BJ96.26919-11-2142393
Nature: Bibliographies
Form: Nonfiction
LC Call No: QA274.2
Dewey Decimal: 519.2
Released Date: 20150820

Download BiBTeX of this book (.bib)
@book{isbnplus9781785480058,
 title={Uncertainty Quantification And Stochastic Modeling With Matlab},
 author={Eduardo Souza de Cursi and Rubens Sampaio and Inc ebrary},
 isbn={9781785480058},
 url={http://isbnplus.org/9781785480058},
 year={2015},
 publisher={Elsevier Ltd},
 address={Kidlington  Oxford}
}
Download 9781785480058.bib
Download EndNote of this book (.enw)
%0 Book
%T Uncertainty Quantification And Stochastic Modeling With Matlab
%A Eduardo Souza de Cursi
%A Rubens Sampaio
%A Inc ebrary
%@ 9781785480058
%U http://isbnplus.org/9781785480058
%D 2015
%I Elsevier Ltd
%C Kidlington  Oxford
Download 9781785480058.enw
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TY  - BOOK
T1  - Uncertainty Quantification And Stochastic Modeling With Matlab
A1  - Eduardo Souza de Cursi
A1  - Rubens Sampaio
A1  - Inc ebrary
SN  - 9781785480058
UR  - http://isbnplus.org/9781785480058
Y1  - 2015
PB  - Elsevier Ltd
CY  - Kidlington  Oxford
ER  - 
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APA Style:
Cursi, E.S.d., Sampaio, R. & ebrary, I. (2015). Uncertainty Quantification And Stochastic Modeling With Matlab. Kidlington Oxford: Elsevier Ltd.

MLA Style:
Cursi, Eduardo Souza de, Rubens Sampaio, and Inc ebrary. Uncertainty Quantification And Stochastic Modeling With Matlab. Kidlington Oxford: Elsevier Ltd, 2015. Print.

Chicago Style:
Cursi, Eduardo Souza de, Rubens Sampaio, and Inc ebrary. Uncertainty Quantification And Stochastic Modeling With Matlab. Kidlington Oxford: Elsevier Ltd, 2015.