The Stochastic Perturbation Method for Computational Mechanics

Mechanics of Discontinua is the first book to comprehensively tackle both the theory ofthis rapidly developing topic and the applications that span a broad field of scientific and engineering disciplines, from traditional engineering to physics of particulates, nano-technology and micro-flows. Authored by a leading researcher who has been at the cutting edge of discontinua simulation developments over the last 15 years, the book is organized into four parts: introductory knowledge, solvers, methods and applications. In the first chapter a short revision of Continuum Mechanics together with tensorial calculus is introduced. Also, a short introduction to the finite element method is given. The second part of the book introduces key aspects of the subject. These include a diverse field of applications, together with fundamental theoretical and algorithmic aspects common to all methods of Mechanics of Discontinua. The third part of the book proceeds with the most important computational and simulation methods including Discrete Element Methods, the Combined Finite-Discrete Element Method, Molecular Dynamics Methods, Fracture and Fragmentation solvers and Fluid Coupling. After these the reader is introduced to applications stretching from traditional engineering and industry (such as mining, oil industry, powders) to nanotechnology, medical and science.

Introduction to Computational Contact Mechanics: A Geometrical Approach covers the fundamentals of computational contact mechanics and focuses on its practical implementation. Part one of this textbook focuses on the underlying theory and covers essential information about differential geometry and mathematical methods which are necessary to build the computational algorithm independently from other courses in mechanics. The geometrically exact theory for the computational contact mechanics is described in step-by-step manner, using examples of strict derivation from a mathematical point of view. The final goal of the theory is to construct in the independent approximation form /so-called covariant form, including application to high-order and isogeometric finite elements. The second part of a book is a practical guide for programming of contact elements and is written in such a way that makes it easy for a programmer to implement using any programming language. All programming examples are accompanied by a set of verification examples allowing the user to learn the research verification technique, essential for the computational contact analysis. Key features: Covers the fundamentals of computational contact mechanics Covers practical programming, verification and analysis of contact problems Presents the geometrically exact theory for computational contact mechanics Describes algorithms used in well-known finite element software packages Describes modeling of forces as an inverse contact algorithm Includes practical exercises Contains unique verification examples such as the generalized Euler formula for a rope on a surface, and the impact problem and verification of th? percussion center Accompanied by a website hosting software Introduction to Computational Contact Mechanics: A Geometrical Approach is an ideal textbook for graduates and senior undergraduates, and is also a useful reference for researchers and practitioners working in computational mechanics.

The subject of computational plasticity encapsulates the numerical methods used for the finite element simulation of the behaviour of a wide range of engineering materials considered to be plastic – i.e. those that undergo a permanent change of shape in response to an applied force. Computational Methods for Plasticity: Theory and Applications describes the theory of the associated numerical methods for the simulation of a wide range of plastic engineering materials; from the simplest infinitesimal plasticity theory to more complex damage mechanics and finite strain crystal plasticity models. It is split into three parts – basic concepts, small strains and large strains. Beginning with elementary theory and progressing to advanced, complex theory and computer implementation, it is suitable for use at both introductory and advanced levels. The book: Offers a self-contained text that allows the reader to learn computational plasticity theory and its implementation from one volume. Includes many numerical examples that illustrate the application of the methodologies described. Provides introductory material on related disciplines and procedures such as tensor analysis, continuum mechanics and finite elements for non-linear solid mechanics. Is accompanied by purpose-developed finite element software that illustrates many of the techniques discussed in the text, downloadable from the book’s companion website. This comprehensive text will appeal to postgraduate and graduate students of civil, mechanical, aerospace and materials engineering as well as applied mathematics and courses with computational mechanics components. It will also be of interest to research engineers, scientists and software developers working in the field of computational solid mechanics.

This new book builds on the original classic textbook entitled: An Introduction to Computational Fluid Mechanics by C. Y. Chow which was originally published in 1979. In the decades that have passed since this book was published the field of computational fluid dynamics has seen a number of changes in both the sophistication of the algorithms used but also advances in the computer hardware and software available. This new book incorporates the latest algorithms in the solution techniques and supports this by using numerous examples of applications to a broad range of industries from mechanical and aerospace disciplines to civil and the biosciences. The computer programs are developed and available in MATLAB. In addition the core text provides up-to-date solution methods for the Navier-Stokes equations, including fractional step time-advancement, and pseudo-spectral methods. The computer codes at the following website: www.wiley.com/go/biringen

This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.

Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. At the same time, pension issue is clearly a major economical and financial topic for the next decades in the context of the well-known longevity risk. Surprisingly few books are devoted to application of modern stochastic calculus to pension analysis. The aim of this book is to fill this gap and to show how recent methods of stochastic finance can be useful for to the risk management of pension funds. Methods of optimal control will be especially developed and applied to fundamental problems such as the optimal asset allocation of the fund or the cost spreading of a pension scheme. In these various problems, financial as well as demographic risks will be addressed and modelled.

Over the last fifty years, the ability to carry out analysis as a precursor to decision making in engineering design has increased dramatically. In particular, the advent of modern computing systems and the development of advanced numerical methods have made computational modelling a vital tool for producing optimized designs. This text explores how computer-aided analysis has revolutionized aerospace engineering, providing a comprehensive coverage of the latest technologies underpinning advanced computational design. Worked case studies and over 500 references to the primary research literature allow the reader to gain a full understanding of the technology, giving a valuable insight into the world’s most complex engineering systems. Key Features: Includes background information on the history of aerospace design and established optimization, geometrical and mathematical modelling techniques, setting recent engineering developments in a relevant context. Examines the latest methods such as evolutionary and response surface based optimization, adjoint and numerically differentiated sensitivity codes, uncertainty analysis, and concurrent systems integration schemes using grid-based computing. Methods are illustrated with real-world applications of structural statics, dynamics and fluid mechanics to satellite, aircraft and aero-engine design problems. Senior undergraduate and postgraduate engineering students taking courses in aerospace, vehicle and engine design will find this a valuable resource. It will also be useful for practising engineers and researchers working on computational approaches to design.

Helps you choose the right computational tools and techniques to meet your drug design goals Computational Drug Design covers all of the major computational drug design techniques in use today, focusing on the process that pharmaceutical chemists employ to design a new drug molecule. The discussions of which computational tools to use and when and how to use them are all based on typical pharmaceutical industry drug design processes. Following an introduction, the book is divided into three parts: Part One, The Drug Design Process, sets forth a variety of design processes suitable for a number of different drug development scenarios and drug targets. The author demonstrates how computational techniques are typically used during the design process, helping readers choose the best computational tools to meet their goals. Part Two, Computational Tools and Techniques, offers a series of chapters, each one dedicated to a single computational technique. Readers discover the strengths and weaknesses of each technique. Moreover, the book tabulates comparative accuracy studies, giving readers an unbiased comparison of all the available techniques. Part Three, Related Topics, addresses new, emerging, and complementary technologies, including bioinformatics, simulations at the cellular and organ level, synthesis route prediction, proteomics, and prodrug approaches. The book's accompanying CD-ROM, a special feature, offers graphics of the molecular structures and dynamic reactions discussed in the book as well as demos from computational drug design software companies. Computational Drug Design is ideal for both students and professionals in drug design, helping them choose and take full advantage of the best computational tools available. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modeling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition, and computation, rather than theory. Consequently, the text is of interest to graduate students, researchers, and practitioners interested in these areas. While the text is self-contained, an introductory course in probability theory is beneficial to prospective readers. This book evolved from the author's experience as an instructor and has been thoroughly classroom-tested. Following an introduction, the author sets forth the fundamental information and tools needed by researchers and practitioners working in the financial and insurance industries: * Overview of Probability Theory * Discrete-Time stochastic processes * Continuous-time stochastic processes * Stochastic calculus: basic topics The final two chapters, Stochastic Calculus: Advanced Topics and Applications in Insurance, are devoted to more advanced topics. Readers learn the Feynman-Kac formula, the Girsanov's theorem, and complex barrier hitting times distributions. Finally, readers discover how stochastic analysis and principles are applied in practice through two insurance examples: valuation of equity-linked annuities under a stochastic interest rate environment and calculation of reserves for universal life insurance. Throughout the text, figures and tables are used to help simplify complex theory and pro-cesses. An extensive bibliography opens up additional avenues of research to specialized topics. Ideal for upper-level undergraduate and graduate students, this text is recommended for one-semester courses in stochastic finance and calculus. It is also recommended as a study guide for professionals taking Causality Actuarial Society (CAS) and Society of Actuaries (SOA) actuarial examinations.

A presentation of the theory behind the Rayleigh-Ritz (R-R) method, as well as a discussion of the choice of admissible functions and the use of penalty methods, including recent developments such as using negative inertia and bi-penalty terms. While presenting the mathematical basis of the R-R method, the authors also give simple explanations and analogies to make it easier to understand. Examples include calculation of natural frequencies and critical loads of structures and structural components, such as beams, plates, shells and solids. MATLAB codes for some common problems are also supplied.