The significant advances in nonlinear stochastic dynamics and control in Hamiltonian
formulation during the past decade are reviewed. The exact stationary solutions and …

Weather forecasts produced with numerical weather prediction (NWP) models of the
atmosphere possess intrinsic uncertainty. This uncertainty is caused through both errors in …

This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

This book results from a course developed by the author and reflects both his own and
collaborative research regarding the development and implementation of uncertainty …

The purpose of this book is to present various results and techniques from the theory of
stochastic processes and in particular diffusion processes that are useful in the study of …

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its
main applications in finance, biology and engineering. In finance, the stochastic calculus is …

Page 1 Structural Reliability Maurice Lemaire in collaboration with Alaa Chateauneuf and
Jean-Claude Mitteau LSTE WILEY Page 2 Contents Foreword Preface Chapter 1. Introduction …

This book is a substantially revised and expanded edition reflecting major developments in
stochastic numerics since the 1st edition [314] was published in 2004. The new topics …

Random uncertainties in finite element models in linear structural dynamics are usually
modeled by using parametric models. This means that:(1) the uncertain local parameters …

We present a new method for isothermal rigid body simulations using the quaternion
representation and Langevin dynamics. It can be combined with the traditional Langevin or …