Stochastic Differential Equations In Science And Engineering (With Cd-rom)


Book Description

Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications.




Big Data in Omics and Imaging


Book Description

Big Data in Omics and Imaging: Integrated Analysis and Causal Inference addresses the recent development of integrated genomic, epigenomic and imaging data analysis and causal inference in big data era. Despite significant progress in dissecting the genetic architecture of complex diseases by genome-wide association studies (GWAS), genome-wide expression studies (GWES), and epigenome-wide association studies (EWAS), the overall contribution of the new identified genetic variants is small and a large fraction of genetic variants is still hidden. Understanding the etiology and causal chain of mechanism underlying complex diseases remains elusive. It is time to bring big data, machine learning and causal revolution to developing a new generation of genetic analysis for shifting the current paradigm of genetic analysis from shallow association analysis to deep causal inference and from genetic analysis alone to integrated omics and imaging data analysis for unraveling the mechanism of complex diseases. FEATURES Provides a natural extension and companion volume to Big Data in Omic and Imaging: Association Analysis, but can be read independently. Introduce causal inference theory to genomic, epigenomic and imaging data analysis Develop novel statistics for genome-wide causation studies and epigenome-wide causation studies. Bridge the gap between the traditional association analysis and modern causation analysis Use combinatorial optimization methods and various causal models as a general framework for inferring multilevel omic and image causal networks Present statistical methods and computational algorithms for searching causal paths from genetic variant to disease Develop causal machine learning methods integrating causal inference and machine learning Develop statistics for testing significant difference in directed edge, path, and graphs, and for assessing causal relationships between two networks The book is designed for graduate students and researchers in genomics, epigenomics, medical image, bioinformatics, and data science. Topics covered are: mathematical formulation of causal inference, information geometry for causal inference, topology group and Haar measure, additive noise models, distance correlation, multivariate causal inference and causal networks, dynamic causal networks, multivariate and functional structural equation models, mixed structural equation models, causal inference with confounders, integer programming, deep learning and differential equations for wearable computing, genetic analysis of function-valued traits, RNA-seq data analysis, causal networks for genetic methylation analysis, gene expression and methylation deconvolution, cell –specific causal networks, deep learning for image segmentation and image analysis, imaging and genomic data analysis, integrated multilevel causal genomic, epigenomic and imaging data analysis.




Stochastic Differential Equations for Science and Engineering


Book Description

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises. Features: Contains numerous exercises, examples, and applications Suitable for science and engineering students at Master’s or PhD level Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examples GitHub repository available at: https://github.com/Uffe-H-Thygesen/SDEbook and https://github.com/Uffe-H-Thygesen/SDEtools




Mathematical Reviews


Book Description




Mathematical Modelling in Engineering & Human Behaviour 2018


Book Description

This book includes papers in cross-disciplinary applications of mathematical modelling: from medicine to linguistics, social problems, and more. Based on cutting-edge research, each chapter is focused on a different problem of modelling human behaviour or engineering problems at different levels. The reader would find this book to be a useful reference in identifying problems of interest in social, medicine and engineering sciences, and in developing mathematical models that could be used to successfully predict behaviours and obtain practical information for specialised practitioners. This book is a must-read for anyone interested in the new developments of applied mathematics in connection with epidemics, medical modelling, social issues, random differential equations and numerical methods.




Software Reliability Modeling


Book Description

Software reliability is one of the most important characteristics of software product quality. Its measurement and management technologies during the software product life cycle are essential to produce and maintain quality/reliable software systems. Part 1 of this book introduces several aspects of software reliability modeling and its applications. Hazard rate and nonhomogeneous Poisson process (NHPP) models are investigated particularly for quantitative software reliability assessment. Further, imperfect debugging and software availability models are discussed with reference to incorporating practical factors of dynamic software behavior. Three software management problems are presented as application technologies of software reliability models: the optimal software release problem, the statistical testing-progress control, and the optimal testing-effort allocation problem. Part 2 of the book describes several recent developments in software reliability modeling and their applications as quantitative techniques for software quality/reliability measurement and assessment. The discussion includes a quality engineering analysis of human factors affecting software reliability during the design review phase, which is the upper stream of software development, as well as software reliability growth models based on stochastic differential equations and discrete calculus during the testing phase, which is the lower stream. The final part of the book provides an illustration of quality-oriented software management analysis by applying the multivariate analysis method and the existing software reliability growth models to actual process monitoring data.




Applied Stochastic Differential Equations


Book Description

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.




Intelligent Automation and Systems Engineering


Book Description

Intelligent systems are required to facilitate the use of information provided by the internet and other computer based technologies. This book describes the state-of-the-art in Intelligent Automation and Systems Engineering. Topics covered include Intelligent decision making, Automation, Robotics, Expert systems, Fuzzy systems, Knowledge-based systems, Knowledge extraction, Large database management, Data analysis tools, Computational biology, Optimization algorithms, Experimental designs, Complex system identification, Computational modeling, Systems simulation, Decision modeling, and industrial applications.




Stochastic Global Optimization: Techniques And Applications In Chemical Engineering (With Cd-rom)


Book Description

Optimization has played a key role in the design, planning and operation of chemical and related processes, for several decades. Global optimization has been receiving considerable attention in the past two decades. Of the two types of techniques for global optimization, stochastic global optimization is applicable to any type of problems having non-differentiable functions, discrete variables and/or continuous variables. It, thus, shows significant promise and potential for process optimization.So far, there are no books focusing on stochastic global optimization and its applications in chemical engineering. Stochastic Global Optimization — a monograph with contributions by leading researchers in the area — bridges the gap in this subject, with the aim of highlighting and popularizing stochastic global optimization techniques for chemical engineering applications. The book, with 19 chapters in all, is broadly categorized into two sections that extensively cover the techniques and the chemical engineering applications.




Stochastic Reliability and Maintenance Modeling


Book Description

In honor of the work of Professor Shunji Osaki, Stochastic Reliability and Maintenance Modeling provides a comprehensive study of the legacy of and ongoing research in stochastic reliability and maintenance modeling. Including associated application areas such as dependable computing, performance evaluation, software engineering, communication engineering, distinguished researchers review and build on the contributions over the last four decades by Professor Shunji Osaki. Fundamental yet significant research results are presented and discussed clearly alongside new ideas and topics on stochastic reliability and maintenance modeling to inspire future research. Across 15 chapters readers gain the knowledge and understanding to apply reliability and maintenance theory to computer and communication systems. Stochastic Reliability and Maintenance Modeling is ideal for graduate students and researchers in reliability engineering, and workers, managers and engineers engaged in computer, maintenance and management works.