Book description
Probabilistic analysis is increasing in popularity and importance
within engineering and the applied sciences. However, the stochastic
perturbation technique is a fairly recent development and therefore
remains as yet unknown to many students, researchers and engineers.
Fields in which the methodology can be applied are widespread, including
various branches of engineering, heat transfer and statistical
mechanics, reliability assessment and also financial investments or
economical prognosis in analytical and computational contexts.
Stochastic Perturbation Method in Applied Sciences and
Engineering is devoted to the theoretical aspects and
computational implementation of the generalized stochastic
perturbation technique. It is based on any order Taylor expansions of
random variables and enables for determination of up to fourth order
probabilistic moments and characteristics of the physical system response.
Key features:
- Provides a grounding in the basic elements of statistics and
probability and reliability engineering
- Describes the Stochastic Finite, Boundary Element and Finite
Difference Methods, formulated according to the perturbation method
- Demonstrates dual computational implementation of the perturbation
method with the use of Direct Differentiation Method and the
Response Function Method
- Accompanied by a website (www. wiley. com/go/kaminski) with
supporting stochastic numerical software
- Covers the computational implementation of the homogenization
method for periodic composites with random and stochastic material properties
- Features case studies, numerical examples and practical applications
Stochastic Perturbation Method in Applied Sciences and
Engineering is a comprehensive reference for researchers and
engineers, and is an ideal introduction to the subject for
postgraduate and graduate students.