Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in fields such as physics, chemistry, biology, ecology, economy, finance, and many branches of engineering including Mechanical, Ocean, Civil, Bio, and Earthquake Engineering.
Elements of Stochastic Dynamics incorporates some of the field's most recent research results including (i) modeling of stochastic processes, infinite and bounded, Gaussian and non-Gaussian, narrow- and broad-banded, (ii) solution procedures of nonlinear stochastic systems, (iii) stochastic Hamiltonian systems which represent general dynamic systems, (iv) stochastic ecosystems.
The book serves as an introductory book for researchers in various areas who have been doing research on deterministic dynamical systems and want to introduce stochastic elements into their research. It can also provide researchers already in this field with some advanced knowledge and solution procedures on specific topics such as nonlinear systems, stochastic stability, stochastic bifurcation, first-passage failure, etc.
This textbook supplies a large number of exercise problems, as well as a separate solutions manual for instructors who wish to adopt it for their courses. In this book, basic concepts and theories of random variable and stochastic processes are given in detail. Various simulation procedures are also provided. Only some preliminary knowledge of probability is needed; students studying it are not required to take an in-depth mathematics course in advance.
This book retails for US$135 / £112, and is available through direct order, as well as on major online catalogues such as Amazon and Barnes and Noble. To know more about the book or to request for an inspection copy, visit http://www.
About the authors:
Guo-Qiang Cai is currently a Professor in the Department of Ocean and Mechanical Engineering at Florida Atlantic University, USA. He is a member of the American Society of Mechanical Engineering; a member of the subcommittee on Stochastic Dynamics in IASSAR (International Association for Structural Safety and Reliability); and an editorial board member of the International Journal of Nonlinear Mechanics, Probabilistic Engineering Mechanics, and Advances in Theoretical and Applied Mechanics. He also reviews submissions for numerous other scientific journals. His current research interests include: Structural dynamics--analytical and numerical methods; Linear and nonlinear stochastic systems--response, stability and bifurcation; Stochastic ecosystems; Earthquake engineering; and Reliability analysis.
Weiqiu Zhu is currently a Professor and director of Institute of Applied Mechanics in the Department of Mechanics, at Zhejiang University, China. He is a member of Chinese Academy of Sciences; a member of the International Association of Structural Safety and Reliability; a member of the committee on Stochastic Methods in Structural Engineering; and an editorial board member of the following journals: International journal of Nonlinear Mechanics; Probabilistic Engineering Mechanics; Advances in Structural Engineering; International Journal of Computational Methods; Science China; Technological Sciences; Journal of Zhejiang University Sciences; Acta Mechanica Sinica (Chinese Journal of Mechanics); Acta Mechanica Solida Sinica (Chinese Journal of Solid Mechanics); Dynamics and Control (in Chinese); and Advances in Mechanics (in Chinese). His current research interests are Nonlinear stochastic dynamics and Control.
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