Numerical Methods for Extreme Responses of Dynamical Systems: Finite Dimensional Models - Hardcover

Grigoriu, Mircea D.

Hardcover

ISBN 10: 3031750225 ISBN 13: 9783031750229

Publisher: Springer, 2025

Synopsis

This book constructs input finite dimensional (FD) models that are amendable for numerical calculations and provides accurate representations for responses of dynamical systems to these inputs, i.e., numerical solutions of stochastic equations. It establishes conditions under which numerical solutions of these equations deliver accurate estimates of extreme responses of dynamical systems that are needed to, for example, predict extreme weather events and design reliable aircrafts. It is intended to serve a broad audience including graduate students, researchers, engineers, scientists and applied mathematicians interested in the formulation and solutions of complex stochastic problems.

About this title

About the Author

Dr. Mircea Dan Grigoriu is a Professor in the School of Civil and Environmental Engineering & Center for Applied Mathematics at Cornell University, Ithaca, NY.

From the Back Cover

This book constructs input finite dimensional (FD) models that are amendable for numerical calculations and provides accurate representations for responses of dynamical systems to these inputs, i.e., numerical solutions of stochastic equations. It establishes conditions under which numerical solutions of these equations deliver accurate estimates of extreme responses of dynamical systems that are needed to, for example, predict extreme weather events and design reliable aircrafts. It is intended to serve a broad audience including graduate students, researchers, engineers, scientists and applied mathematicians interested in the formulation and solutions of complex stochastic problems.

• Includes algorithms for constructing FD models for a broad range of inputs and generating realizations of these models;
• Uses data-based estimates of extremes of outputs of stochastic equations based on high/low fidelity numerical solutions;
• Gives practical criteria for the convergence of numerical estimates of extreme system responses.

Edition details

• Publisher: Springer
• Publication date: 2025
• Language: English
• ISBN 10: 3031750225
• ISBN 13: 9783031750229
• Binding: Hardcover
• Number of pages: 322