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.
Introduction.-, Primer of probability theory.- , Random vectors and
processes.- , Convergence of random elements.- , Extremes of random processes
by finite dimensional (FD) models.- , Extremes of solutions of stochastic
differential equations by finite dimensional (FD) models.
Dr. Mircea Dan Grigoriu is a Professor in the School of Civil and Environmental Engineering & Center for Applied Mathematics at Cornell University, Ithaca, NY.
