This book provides a comprehensive treatment of the development and present state of the theory of sensitivity of dynamic systems. It is intended as a textbook and reference for researchers and scientists in electrical engineering, control and information theory as well as for mathematicians. The extensive and structured bibliography provides an overview of the literature in the field and points out directions for further research.
This book deals with fundamental problems, concepts, and methods of multiparameter stability theory with applications in mechanics. It presents recent achievements and knowledge of bifurcation theory, sensitivity analysis of stability characteristics, general aspects of nonconservative stability problems, analysis of singularities of boundaries for the stability domains, stability analysis of multiparameter linear periodic systems, and optimization of structures under stability constraints. Systems with finite degrees of freedom and with continuous models are both considered. The book combines mathematical foundation with interesting classical and modern mechanical problems.A number of mechanical problems illustrating how bifurcations and singularities change the behavior of systems and lead to new physical phenomena are discussed. Among these problems, the authors consider systems of rotating bodies, tubes conveying fluid, elastic columns under the action of periodic and follower forces, optimization problems for conservative systems, etc. The methods presented are constructive and easy to implement in computer programs.This book is addressed to graduate students, academics, researchers, and practitioners in aerospace, naval, civil, and mechanical engineering. No special background is needed; just a basic knowledge of mathematics and mechanics.
Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.
Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.
Circuit simulation has become an essential tool in circuit design and without it's aid, analogue and mixed-signal IC design would be impossible. However the applicability and limitations of circuit simulators have not been generally well understood and this book now provides a clear and easy to follow explanation of their function. The material covered includes the algorithms used in circuit simulation and the numerical techniques needed for linear and non-linear DC analysis, transient analysis and AC analysis. The book goes on to explain the numeric methods to include sensitivity and tolerance analysis and optimisation of component values for circuit design. The final part deals with logic simulation and mixed-signal simulation algorithms. There are comprehensive and detailed descriptions of the numerical methods and the material is presented in a way that provides for the needs of both experienced engineers who wish to extend their knowledge of current tools and techniques, and of advanced students and researchers who wish to develop new simulators.
Stability of structures is one of the most important and interesting fields in mechanics. This book is dedicated to fundamental concepts, problems and methods of structural stability along with qualitative understanding of instability phenomena. The methods presented are constructive and easy to implement in computer programs. Recent exciting experiments on dynamic stability of non-conservative systems are described and shown by many photographs.