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Stochastic processes --- Estimation theory. --- Control theory. --- Mathematical models. --- Estimation theory --- Control theory --- Mathematical models --- Stochastic processes - Mathematical models

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Dynamics --- Chaotic behavior in systems --- Stochastic processes --- Processus stochastiques --- Mathematical models --- Modèles mathématiques --- Dynamique --- Chaos --- Modèles mathématiques --- Congresses --- Dynamics - Mathematical models --- Chaotic behavior in systems - Mathematical models --- Stochastic processes - Mathematical models

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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.

Stochastic processes -- Mathematical models. --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Civil Engineering --- Dynamics. --- Stochastic processes. --- Random processes --- Dynamical systems --- Kinetics --- Engineering. --- Computer mathematics. --- Computational intelligence. --- Vibration. --- Dynamical systems. --- Vibration, Dynamical Systems, Control. --- Computational Intelligence. --- Computational Science and Engineering. --- Mathematics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Cycles --- Sound --- Intelligence, Computational --- Artificial intelligence --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Construction --- Industrial arts --- Technology --- Soft computing --- Probabilities --- Computer science. --- Informatics --- Science

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The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology.   This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and 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 selected chapters are authored by some of the most active scholars in their respective areas and represent some of the most recent developments in this field.   The book consists of 21 chapters which can be grouped into several thematic topics including dynamic analysis of stochastic systems, reliability-based design, structural control and health monitoring, model updating, system identification, wave propagation in random media, seismic fragility analysis and damage assessment.   This edited book is primarily intended for researchers and post-graduate students who are familiar with the fundamentals and wish to study or to advance the state of the art on a particular topic in the field of computational stochastic structural dynamics. Nevertheless, practicing engineers could benefit as well from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures.  .

Dynamics. --- Stochastic processes. --- Random processes --- Dynamical systems --- Kinetics --- Stochastic processes -- Mathematical models. --- Engineering. --- Computer mathematics. --- Statistics. --- Vibration. --- Dynamical systems. --- Vibration, Dynamical Systems, Control. --- Computational Science and Engineering. --- Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. --- Mathematics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Cycles --- Sound --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Construction --- Industrial arts --- Technology --- Probabilities --- Computer science. --- Informatics --- Science --- Statistics .

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This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of stochastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision problems. After the recent widespread liberalization of the energy sector in Europe and the unprecedented growth of energy prices in international commodity markets, we have witnessed a significant convergence of strategic decision problems in the energy and financial sectors. This has often resulted in common open issues and has induced a remarkable effort by the industrial and scientific communities to facilitate the adoption of advanced analytical and decision tools. The main concerns of the financial community over the last decade have suddenly penetrated the energy sector inducing a remarkable scientific and practical effort to address previously unforeseeable management problems. Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Markets Strategies aims to include in a unified framework for the first time an extensive set of contributions related to real-world applied problems in finance and energy, leading to a common methodological approach and in many cases having similar underlying economic and financial implications. Part 1 of the book presents 6 chapters related to financial applications; Part 2 presents 7 chapters on energy applications; and Part 3 presents 5 chapters devoted to specific theoretical and computational issues.

Business mathematics. --- Mathematical optimization. --- Stochastic processes -- Mathematical models. --- Stochastic processes --- Mathematical optimization --- Finance --- Power resources --- Mathematics --- Management --- Business & Economics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Management Theory --- Mathematical models --- Stochastic processes. --- Mathematical models. --- Random processes --- Business. --- Operations research. --- Decision making. --- Energy industries. --- Macroeconomics. --- Business and Management. --- Operation Research/Decision Theory. --- Energy Economics. --- Macroeconomics/Monetary Economics//Financial Economics. --- Optimization. --- Probabilities --- Operations Research/Decision Theory. --- Energy Policy, Economics and Management. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Economics --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Energy policy. --- Energy and state. --- Energy and state --- State and energy --- Industrial policy --- Energy conservation --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management decisions --- Choice (Psychology) --- Problem solving --- Government policy --- Decision making