Search results for "Mathematica"
showing 10 items of 7971 documents
BROWNIAN DYNAMICS SIMULATIONS WITHOUT GAUSSIAN RANDOM NUMBERS
1991
We point out that in a Brownian dynamics simulation it is justified to use arbitrary distribution functions of random numbers if the moments exhibit the correct limiting behavior prescribed by the Fokker-Planck equation. Our argument is supported by a simple analytical consideration and some numerical examples: We simulate the Wiener process, the Ornstein-Uhlenbeck process and the diffusion in a Φ4 potential, using both Gaussian and uniform random numbers. In these examples, the rate of convergence of the mean first exit time is found to be nearly identical for both types of random numbers.
Stochastic seismic analysis of multidegree of freedom systems
1984
Abstract A unconditionally stable step-by-step procedure is proposed to evaluate the mean square response of a linear system with several degrees of freedom, subjected to earthquake ground motion. A non-stationary modulated random process, obtained as the product of a deterministic time envelope function and a stationary noise, is used to simulate earthquake acceleration. The accuracy of the procedure and its extension to nonlinear systems are discussed. Numerical examples are given for a hysteretic system, a duffing oscillator and a linear system with several degrees of freedom.
Dynamics analysis of distributed parameter system subjected to a moving oscillator with random mass, velocity and acceleration
2002
Abstract The problem of calculating the response of a distributed parameter system excited by a moving oscillator with random mass, velocity and acceleration is investigated. The system response is a stochastic process although its characteristics are assumed to be deterministic. In this paper, the distributed parameter system is assumed as a beam with Bernoulli–Euler type analytical behaviour. By adopting the Galerkin's method, a set of approximate governing equations of motion possessing time-dependent uncertain coefficients and forcing function is obtained. The statistical characteristics of the deflection of the beam are computed by using an improved perturbation approach with respect t…
The Mean-Field Limit for Solid Particles in a Navier-Stokes Flow
2008
We propose a mathematical derivation of Brinkman's force for a cloud of particles immersed in an incompressible viscous fluid. Specifically, we consider the Stokes or steady Navier-Stokes equations in a bounded domain Omega subset of R-3 for the velocity field u of an incompressible fluid with kinematic viscosity v and density 1. Brinkman's force consists of a source term 6 pi rvj where j is the current density of the particles, and of a friction term 6 pi vpu where rho is the number density of particles. These additional terms in the motion equation for the fluid are obtained from the Stokes or steady Navier-Stokes equations set in Omega minus the disjoint union of N balls of radius epsilo…
Tools, Human Development and Mathematics
2016
This chapter raises a number of issues from pre-history and history that one mathematics educator considers ‘worthy of mention’ with regard to tools and mathematics. These issues are: tool use in the development of the human species (phylogenesis); tool use in a mathematical culture, ancient Greek mathematics that goes beyond the obvious tools; an example from ancient Indian mathematics that bears some resemblances to Jon’s experimental mathematics described in Chap. 3; the mutual support of hand, mind and artefact in expert use of an abacus; a consideration of a period (sixteenth-century Europe) where there was a rapid advance in the development of mathematical tools.
Finitary formal topologies and Stone’s representation theorem
2008
AbstractWe study the concept of finitary formal topology, a point-free version of a topological space with a basis of compact open subsets. The notion of finitary formal topology is defined from the perspective of the Basic Picture (introduced by the second author) and thus it is endowed with a binary positivity relation. As an application, we prove a constructive version of Stone’s representation theorem for distributive lattices. We work within the framework of a minimalist foundation (as proposed by Maria Emilia Maietti and the second author). Both inductive and co-inductive methods are used in most proofs.
Deformation Quantization by Moyal Star-Product and Stratonovich Chaos
2012
We make a deformation quantization by Moyal star-product on a space of functions endowed with the normalized Wick product and where Stratonovich chaos are well defined.
Set-valued and fuzzy stochastic differential equations driven by semimartingales
2013
Abstract In the paper we present set-valued and fuzzy stochastic integrals with respect to semimartingale integrators as well as their main properties. Then we study the existence of solutions to set-valued and fuzzy-set-valued stochastic differential equations driven by semimartingales. The stability of solutions is also established.
Set-valued stochastic integral equations driven by martingales
2012
Abstract We consider a notion of set-valued stochastic Lebesgue–Stieltjes trajectory integral and a notion of set-valued stochastic trajectory integral with respect to martingale. Then we use these integrals in a formulation of set-valued stochastic integral equations. The existence and uniqueness of the solution to such the equations is proven. As a generalization of set-valued case results we consider the fuzzy stochastic trajectory integrals and investigate the fuzzy stochastic integral equations driven by bounded variation processes and martingales.
The Itô Integral
2014
The Ito integral allows us to integrate stochastic processes with respect to the increments of a Brownian motion or a somewhat more general stochastic process. We develop the Ito integral first for Brownian motion and then for generalized diffusion processes (so called Ito processes). In the third section, we derive the celebrated Ito formula. This is the chain rule for the Ito integral that enables us to do explicit calculations with the Ito integral. In the fourth section, we use the Ito formula to obtain a stochastic solution of the classical Dirichlet problem. This in turn is used in the fifth section in order to show that like symmetric simple random walk, Brownian motion is recurrent …