Probabilistic Properties of Deterministic Systems

Probabilistic Properties of Deterministic Systems
Author: Andrzej Lasota
Publisher: Cambridge University Press
Total Pages: 376
Release: 2008-11-27
Genre: Mathematics
ISBN: 9780521090964

This book shows how densities arise in simple deterministic systems. There has been explosive growth in interest in physical, biological and economic systems that can be profitably studied using densities. Due to the inaccessibility of the mathematical literature there has been little diffusion of the applicable mathematics into the study of these 'chaotic' systems. This book will help to bridge that gap. The authors give a unified treatment of a variety of mathematical systems generating densities, ranging from one-dimensional discrete time transformations through continuous time systems described by integro-partial differential equations. They have drawn examples from many scientific fields to illustrate the utility of the techniques presented. The book assumes a knowledge of advanced calculus and differential equations, but basic concepts from measure theory, ergodic theory, the geometry of manifolds, partial differential equations, probability theory and Markov processes, and stochastic integrals and differential equations are introduced as needed.

Statistical Properties of Deterministic Systems

Statistical Properties of Deterministic Systems
Author: Jiu Ding
Publisher: Springer Science & Business Media
Total Pages: 248
Release: 2010-06-28
Genre: Mathematics
ISBN: 3540853677

Part of Tsinghua University Texts, "Statistical Properties of Deterministic Systems" discusses the fundamental theory and computational methods of the statistical properties of deterministic discrete dynamical systems. After introducing some basic results from ergodic theory, two problems related to the dynamical system are studied: first the existence of absolute continuous invariant measures, and then their computation. They correspond to the functional analysis and numerical analysis of the Frobenius-Perron operator associated with the dynamical system. The book can be used as a text for graduate students in applied mathematics and in computational mathematics; it can also serve as a reference book for researchers in the physical sciences, life sciences, and engineering. Dr. Jiu Ding is a professor at the Department of Mathematics of the University of Southern Mississippi; Dr. Aihui Zhou is a professor at the Academy of Mathematics and Systems Science of the Chinese Academy of Sciences.

Chaos, Fractals, and Noise

Chaos, Fractals, and Noise
Author: Andrzej Lasota
Publisher: Springer Science & Business Media
Total Pages: 481
Release: 2013-11-27
Genre: Mathematics
ISBN: 146124286X

The first edition of this book was originally published in 1985 under the ti tle "Probabilistic Properties of Deterministic Systems. " In the intervening years, interest in so-called "chaotic" systems has continued unabated but with a more thoughtful and sober eye toward applications, as befits a ma turing field. This interest in the serious usage of the concepts and techniques of nonlinear dynamics by applied scientists has probably been spurred more by the availability of inexpensive computers than by any other factor. Thus, computer experiments have been prominent, suggesting the wealth of phe nomena that may be resident in nonlinear systems. In particular, they allow one to observe the interdependence between the deterministic and probabilistic properties of these systems such as the existence of invariant measures and densities, statistical stability and periodicity, the influence of stochastic perturbations, the formation of attractors, and many others. The aim of the book, and especially of this second edition, is to present recent theoretical methods which allow one to study these effects. We have taken the opportunity in this second edition to not only correct the errors of the first edition, but also to add substantially new material in five sections and a new chapter.

Stochastic Hybrid Systems

Stochastic Hybrid Systems
Author: Christos G. Cassandras
Publisher: CRC Press
Total Pages: 301
Release: 2018-10-03
Genre: Technology & Engineering
ISBN: 1420008544

Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.

Handbook of Probabilistic Models

Handbook of Probabilistic Models
Author: Pijush Samui
Publisher: Butterworth-Heinemann
Total Pages: 592
Release: 2019-10-05
Genre: Computers
ISBN: 0128165464

Handbook of Probabilistic Models carefully examines the application of advanced probabilistic models in conventional engineering fields. In this comprehensive handbook, practitioners, researchers and scientists will find detailed explanations of technical concepts, applications of the proposed methods, and the respective scientific approaches needed to solve the problem. This book provides an interdisciplinary approach that creates advanced probabilistic models for engineering fields, ranging from conventional fields of mechanical engineering and civil engineering, to electronics, electrical, earth sciences, climate, agriculture, water resource, mathematical sciences and computer sciences. Specific topics covered include minimax probability machine regression, stochastic finite element method, relevance vector machine, logistic regression, Monte Carlo simulations, random matrix, Gaussian process regression, Kalman filter, stochastic optimization, maximum likelihood, Bayesian inference, Bayesian update, kriging, copula-statistical models, and more. - Explains the application of advanced probabilistic models encompassing multidisciplinary research - Applies probabilistic modeling to emerging areas in engineering - Provides an interdisciplinary approach to probabilistic models and their applications, thus solving a wide range of practical problems

Foundations of Software Technology and Theoretical Computer Science

Foundations of Software Technology and Theoretical Computer Science
Author: P.S. Thiagarajan
Publisher: Springer
Total Pages: 523
Release: 1995-12-04
Genre: Computers
ISBN: 9783540606925

This book constitutes the refereed proceedings of the 15th International Conference on Foundations of Software Technology and Theoretical Computer Science, FSTTCS '95, held in Bangalore, India in December 1995. The volume presents 31 full revised research papers selected from a total of 106 submissions together with full papers of four invited talks. Among the topics covered are algorithms, software technology, functional programming theory, distributed algorithms, term rewriting and constraint logic programming, complexity theory, process algebras, computational geometry, and temporal logics and verification theory.

Deterministic Nonlinear Systems

Deterministic Nonlinear Systems
Author: Vadim S. Anishchenko
Publisher: Springer
Total Pages: 300
Release: 2014-06-16
Genre: Science
ISBN: 3319068717

This text is a short yet complete course on nonlinear dynamics of deterministic systems. Conceived as a modular set of 15 concise lectures it reflects the many years of teaching experience by the authors. The lectures treat in turn the fundamental aspects of the theory of dynamical systems, aspects of stability and bifurcations, the theory of deterministic chaos and attractor dimensions, as well as the elements of the theory of Poincare recurrences.Particular attention is paid to the analysis of the generation of periodic, quasiperiodic and chaotic self-sustained oscillations and to the issue of synchronization in such systems. This book is aimed at graduate students and non-specialist researchers with a background in physics, applied mathematics and engineering wishing to enter this exciting field of research.

Stochastic Programming

Stochastic Programming
Author: V.V. Kolbin
Publisher: Springer Science & Business Media
Total Pages: 218
Release: 1977-06-30
Genre: Computers
ISBN: 9789027707505

This book is devoted to the problems of stochastic (or probabilistic) programming. The author took as his basis the specialized lectures which he delivered to the graduates from the economic cybernetics department of Leningrad University beginning in 1967. Since 1971 the author has delivered a specialized course on Stochastic Programming to the gradu ates from the faculty of applied mathematics/management processes at Leningrad University. The present monograph consists of seven chapters. In Chapter I, which is of an introductory character, consideration is given to the problems of uncertainty and probability, used for modelling complicated systems. Fundamental indications for the classification of stochastic pro gramming problems are given. Chapter II is devoted to the analysis of various models of chance-constrained stochastic programming problems. Examples of technological and applied economic problems of management with chance-constraints are given. In Chapter III two-stage stochastic programming problems are investigated, various models are given, and these models are qualitatively analyzed. In the conclusion of the chapter consideration is given to: the transport problem with random data, the problem of the determination of production volume, and the problem of planning the flights of aircraft as two-stage stochastic programming problems. Multi-stage stochastic programming problems are investigated in Chapter IV. The dependencies between prior and posterior decision rules and decision distributions are given. Dual problems are investigated.

Statistical Challenges in Modern Astronomy II

Statistical Challenges in Modern Astronomy II
Author: G. Jogesh Babu
Publisher: Springer Science & Business Media
Total Pages: 463
Release: 2012-12-06
Genre: Science
ISBN: 146121968X

Modern astronomical research faces a vast range of statistical issues which have spawned a revival in methodological activity among astronomers. The Statistical Challenges in Modern Astronomy II conference brought astronomers and statisticians together to discuss methodological issues of common interest. Time series analysis, image analysis, Bayesian methods, Poisson processes, nonlinear regression, maximum likelihood, multivariate classification, and wavelet and multiscale analyses were all important themes. Many problems were introduced at the conference in the context of large-scale astronomical projects including LIGO, AXAF, XTE, Hipparcos, and digitised sky surveys. As such, this volume will be of interest to researchers and advanced students in both fields - astronomers seeking exposure to recent developments in statistics, and statisticians interested in confronting new problems.

Nonlinear Synthesis

Nonlinear Synthesis
Author: C.I. Byrnes
Publisher: Springer Science & Business Media
Total Pages: 315
Release: 2013-03-09
Genre: Science
ISBN: 1475721358

In its broadest sense, nonlinear synthesis involves in fact the synthesis of sometimes so phisticated or complex control strategies with the aim of prescribing, or at least influencing, the evolution of complex nonlinear systems. Nonlinear synthesis requires the development of methodologies for modeling complex systems, for the analysis of nonlinear models, and for the systematic design of control schemes or feedback laws which can achieve a wide variety of prescribed objectives. The modeling, analysis and control of complex systems in the face of uncertainty form on of the major components of the current research program in the Department of Systems and Decision Sciences (SDS) at the International Institute for Applied Systems Analysis (IIASA). In June 1989, a IIASA workshop on Nonlinear Synthesis, sponsored by SDS, was held in Sopron, Hungary. We are proud to present this volume as the proceedings of this workshop, a workshop attened by prominent researchers in nonlinear systems from both the East and the West. Since the promotion and encouragement of scientific cooperation between researchers in the East and in the West is one of the goals at IIASA, we feel the Sopron Conference on Nonlinear Synthesis was very successful. Moreover, we were especially pleased by the impressive new advances presented at the workshop which, in this volume, are now part of the conference record.