Elements of Stochastic Dynamics

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 aims to meet the growing need to understand and master the subject by introducing fundamentals to researchers who want to explore stochastic dynamics in their fields and serving as a textbook for graduate students in various areas involving stochastic uncertainties. All topics within are presented from an application approach, and may thus be more appealing to users without a background in pure Mathematics. The book describes the basic concepts and theories of random variables and stochastic processes in detail; provides various solution procedures for systems subjected to stochastic excitations; introduces stochastic stability and bifurcation; and explores failures of stochastic systems. The book also incorporates some latest research results in modeling stochastic processes; in reducing the system degrees of freedom; and in solving nonlinear problems. The book also provides numerical simulation procedures of widely-used random variables and stochastic processes.
A large number of exercise problems are included in the book to aid the understanding of the concepts and theories, and may be used for as course homework.
Contents:IntroductionRandom VariablesStochastic ProcessesMarkov and Related Stochastic ProcessesResponses of Linear Systems to Stochastic ExcitationsExact Stationary Solutions of Nonlinear Stochastic SystemsApproximate Solutions of Nonlinear Stochastic SystemsStability and Bifurcation of Stochastically Excited SystemsFirst-Passage Problem of Stochastically Excited SystemsReadership: Students & Professionals; graduate students in various areas involving stochastic uncertainties and researchers who want to explore stochastic dynamics in their fields.Stochastic Dynamics;Stochastic Processes;Nonlinear Systems;Stochastic Stability;Stochastic Bifurcation;First-Passage