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Stochastic geometry for wireless networks / / Martin Haenggi, University of Notre Dame, Indiana [[electronic resource]]
Stochastic geometry for wireless networks / / Martin Haenggi, University of Notre Dame, Indiana [[electronic resource]]
Autore Haenggi Martin
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2013
Descrizione fisica 1 online resource (xv, 284 pages) : digital, PDF file(s)
Disciplina 621.39/80151922
Soggetto topico Wireless communication systems - Mathematics
Stochastic models
ISBN 1-316-08953-3
1-139-79385-3
1-139-77948-6
1-139-78346-7
1-139-78247-9
1-139-77644-4
1-139-04381-1
1-283-71462-0
1-139-77796-3
Classificazione TEC061000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: Part I. Point Process Theory: 1. Introduction; 2. Description of point processes; 3. Point process models; 4. Sums and products over point processes; 5. Interference and outage in wireless networks; 6. Moment measures of point processes; 7. Marked point processes; 8. Conditioning and Palm theory; Part II. Percolation, Connectivity and Coverage: 9. Introduction; 10. Bond and site percolation; 11. Random geometric graphs and continuum percolation; 12. Connectivity; 13. Coverage; Appendix: introduction to R.
Record Nr. UNINA-9910829177503321
Haenggi Martin  
Cambridge : , : Cambridge University Press, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic methods for pension funds [[electronic resource] /] / Pierre Devolder, Jacques Janssen, Raimondo Manca
Stochastic methods for pension funds [[electronic resource] /] / Pierre Devolder, Jacques Janssen, Raimondo Manca
Autore Devolder Pierre
Pubbl/distr/stampa London, : ISTE Ltd.
Descrizione fisica 1 online resource (476 p.)
Disciplina 332.67/2540151923
332.672540151923
Altri autori (Persone) JanssenJacques <1939->
MancaRaimondo
Collana Applied stochastic methods series
Soggetto topico Pension trusts - Management
Pension trusts - Mathematics
Financial risk management - Mathematical models
Stochastic models
Soggetto genere / forma Electronic books.
ISBN 1-118-56203-8
1-299-31580-1
1-118-56593-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Stochastic Methods for Pension Funds; Title Page; Copyright Page; Table of Contents; Preface; Chapter 1. Introduction: Pensions in Perspective; 1.1. Pension issues; 1.1.1. The challenge; 1.1.2. Some figures; 1.2. Pension scheme; 1.2.1. Definition; 1.2.2. The four dimensions of a pension scheme; 1.3. Pension and risks; 1.3.1. Demographic risks; 1.3.2. Financial risks; 1.3.3. Impact of the risks on various kinds of pension schemes; 1.3.4. The time horizon of a pension scheme; 1.4. The multi-pillar philosophy; Chapter 2. Classical Actuarial Theory of Pension Funding
2.1. General equilibrium equation of a pension scheme2.1.1. Principles; 2.1.2. The retrospective reserve; 2.1.3. The prospective reserve; 2.1.4. Equilibrated pension funding; 2.1.5. Decomposition of the reserve; 2.1.6. Classification of the methods; 2.2. General principles of funding mechanisms for DB Schemes; 2.3. Particular funding methods; 2.3.1. Unit credit cost methods; 2.3.2. Level premium methods; 2.3.3. Aggregate cost methods; Chapter 3. Deterministic and Stochastic Optimal Control; 3.1. Introduction; 3.2. Deterministic optimal control
3.2.1. Formulation of the optimal control problem3.3. Necessary conditions for optimality; 3.3.1. Bellman function; 3.3.2. Bellman optimality equation; 3.3.3. Hamilton-Jacobi equation; 3.3.4. The synthesis function; 3.3.5. Other types of optimal controls; 3.3.6. Example: the classical quadratic/linear control problem; 3.4. The maximum principle; 3.4.1. The maximum principle from the dynamic programming approach; 3.5. Extension to the one-dimensional stochastic optimal control; 3.5.1. Formulation of the one-dimensional stochastic optimal control problem
3.5.2. Necessary conditions for one-dimensional stochastic optimality3.5.3. Extension to the multi-dimensional stochastic optimal control; 3.5.4. Dynamic programming principle; 3.5.5. The Hamilton-Jacobi-Bellman equation; 3.6. Examples; 3.6.1. Merton portfolio allocation problem; Chapter 4. Defined Contribution and Defined Benefit Pension Plans; 4.1. Introduction; 4.2. The defined benefit method; 4.3. The defined contribution method; 4.3.1. The model; 4.3.2. The capitalization system; 4.4. The notional defined contribution (NDC) method; 4.4.1. Historical preliminaries
4.4.2. The Dini reform transformation coefficients4.4.3. Theoretical preliminaries; 4.4.4. The construction of a unitary pension present value; 4.4.5. Numerical example and results comparison; 4.5. Conclusions; Chapter 5. Fair and Market Values and Interest Rate Stochastic Models; 5.1. Fair value; 5.2. Market value of financial flows; 5.3. Yield curve; 5.4. Yield to maturity for a financial investment and for a bond; 5.5. Dynamic deterministic continuous time model for an instantaneous interest rate; 5.5.1. Instantaneous interest rate; 5.5.2. Particular cases
5.5.3. Yield curve associated with an instantaneous interest rate
Record Nr. UNINA-9910139239203321
Devolder Pierre  
London, : ISTE Ltd.
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic methods for pension funds [[electronic resource] /] / Pierre Devolder, Jacques Janssen, Raimondo Manca
Stochastic methods for pension funds [[electronic resource] /] / Pierre Devolder, Jacques Janssen, Raimondo Manca
Autore Devolder Pierre
Pubbl/distr/stampa London, : ISTE Ltd.
Descrizione fisica 1 online resource (476 p.)
Disciplina 332.67/2540151923
332.672540151923
Altri autori (Persone) JanssenJacques <1939->
MancaRaimondo
Collana Applied stochastic methods series
Soggetto topico Pension trusts - Management
Pension trusts - Mathematics
Financial risk management - Mathematical models
Stochastic models
ISBN 1-118-56203-8
1-299-31580-1
1-118-56593-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Stochastic Methods for Pension Funds; Title Page; Copyright Page; Table of Contents; Preface; Chapter 1. Introduction: Pensions in Perspective; 1.1. Pension issues; 1.1.1. The challenge; 1.1.2. Some figures; 1.2. Pension scheme; 1.2.1. Definition; 1.2.2. The four dimensions of a pension scheme; 1.3. Pension and risks; 1.3.1. Demographic risks; 1.3.2. Financial risks; 1.3.3. Impact of the risks on various kinds of pension schemes; 1.3.4. The time horizon of a pension scheme; 1.4. The multi-pillar philosophy; Chapter 2. Classical Actuarial Theory of Pension Funding
2.1. General equilibrium equation of a pension scheme2.1.1. Principles; 2.1.2. The retrospective reserve; 2.1.3. The prospective reserve; 2.1.4. Equilibrated pension funding; 2.1.5. Decomposition of the reserve; 2.1.6. Classification of the methods; 2.2. General principles of funding mechanisms for DB Schemes; 2.3. Particular funding methods; 2.3.1. Unit credit cost methods; 2.3.2. Level premium methods; 2.3.3. Aggregate cost methods; Chapter 3. Deterministic and Stochastic Optimal Control; 3.1. Introduction; 3.2. Deterministic optimal control
3.2.1. Formulation of the optimal control problem3.3. Necessary conditions for optimality; 3.3.1. Bellman function; 3.3.2. Bellman optimality equation; 3.3.3. Hamilton-Jacobi equation; 3.3.4. The synthesis function; 3.3.5. Other types of optimal controls; 3.3.6. Example: the classical quadratic/linear control problem; 3.4. The maximum principle; 3.4.1. The maximum principle from the dynamic programming approach; 3.5. Extension to the one-dimensional stochastic optimal control; 3.5.1. Formulation of the one-dimensional stochastic optimal control problem
3.5.2. Necessary conditions for one-dimensional stochastic optimality3.5.3. Extension to the multi-dimensional stochastic optimal control; 3.5.4. Dynamic programming principle; 3.5.5. The Hamilton-Jacobi-Bellman equation; 3.6. Examples; 3.6.1. Merton portfolio allocation problem; Chapter 4. Defined Contribution and Defined Benefit Pension Plans; 4.1. Introduction; 4.2. The defined benefit method; 4.3. The defined contribution method; 4.3.1. The model; 4.3.2. The capitalization system; 4.4. The notional defined contribution (NDC) method; 4.4.1. Historical preliminaries
4.4.2. The Dini reform transformation coefficients4.4.3. Theoretical preliminaries; 4.4.4. The construction of a unitary pension present value; 4.4.5. Numerical example and results comparison; 4.5. Conclusions; Chapter 5. Fair and Market Values and Interest Rate Stochastic Models; 5.1. Fair value; 5.2. Market value of financial flows; 5.3. Yield curve; 5.4. Yield to maturity for a financial investment and for a bond; 5.5. Dynamic deterministic continuous time model for an instantaneous interest rate; 5.5.1. Instantaneous interest rate; 5.5.2. Particular cases
5.5.3. Yield curve associated with an instantaneous interest rate
Record Nr. UNINA-9910830121303321
Devolder Pierre  
London, : ISTE Ltd.
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic methods for pension funds [[electronic resource] /] / Pierre Devolder, Jacques Janssen, Raimondo Manca
Stochastic methods for pension funds [[electronic resource] /] / Pierre Devolder, Jacques Janssen, Raimondo Manca
Autore Devolder Pierre
Pubbl/distr/stampa London, : ISTE Ltd.
Descrizione fisica 1 online resource (476 p.)
Disciplina 332.67/2540151923
332.672540151923
Altri autori (Persone) JanssenJacques <1939->
MancaRaimondo
Collana Applied stochastic methods series
Soggetto topico Pension trusts - Management
Pension trusts - Mathematics
Financial risk management - Mathematical models
Stochastic models
ISBN 1-118-56203-8
1-299-31580-1
1-118-56593-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Stochastic Methods for Pension Funds; Title Page; Copyright Page; Table of Contents; Preface; Chapter 1. Introduction: Pensions in Perspective; 1.1. Pension issues; 1.1.1. The challenge; 1.1.2. Some figures; 1.2. Pension scheme; 1.2.1. Definition; 1.2.2. The four dimensions of a pension scheme; 1.3. Pension and risks; 1.3.1. Demographic risks; 1.3.2. Financial risks; 1.3.3. Impact of the risks on various kinds of pension schemes; 1.3.4. The time horizon of a pension scheme; 1.4. The multi-pillar philosophy; Chapter 2. Classical Actuarial Theory of Pension Funding
2.1. General equilibrium equation of a pension scheme2.1.1. Principles; 2.1.2. The retrospective reserve; 2.1.3. The prospective reserve; 2.1.4. Equilibrated pension funding; 2.1.5. Decomposition of the reserve; 2.1.6. Classification of the methods; 2.2. General principles of funding mechanisms for DB Schemes; 2.3. Particular funding methods; 2.3.1. Unit credit cost methods; 2.3.2. Level premium methods; 2.3.3. Aggregate cost methods; Chapter 3. Deterministic and Stochastic Optimal Control; 3.1. Introduction; 3.2. Deterministic optimal control
3.2.1. Formulation of the optimal control problem3.3. Necessary conditions for optimality; 3.3.1. Bellman function; 3.3.2. Bellman optimality equation; 3.3.3. Hamilton-Jacobi equation; 3.3.4. The synthesis function; 3.3.5. Other types of optimal controls; 3.3.6. Example: the classical quadratic/linear control problem; 3.4. The maximum principle; 3.4.1. The maximum principle from the dynamic programming approach; 3.5. Extension to the one-dimensional stochastic optimal control; 3.5.1. Formulation of the one-dimensional stochastic optimal control problem
3.5.2. Necessary conditions for one-dimensional stochastic optimality3.5.3. Extension to the multi-dimensional stochastic optimal control; 3.5.4. Dynamic programming principle; 3.5.5. The Hamilton-Jacobi-Bellman equation; 3.6. Examples; 3.6.1. Merton portfolio allocation problem; Chapter 4. Defined Contribution and Defined Benefit Pension Plans; 4.1. Introduction; 4.2. The defined benefit method; 4.3. The defined contribution method; 4.3.1. The model; 4.3.2. The capitalization system; 4.4. The notional defined contribution (NDC) method; 4.4.1. Historical preliminaries
4.4.2. The Dini reform transformation coefficients4.4.3. Theoretical preliminaries; 4.4.4. The construction of a unitary pension present value; 4.4.5. Numerical example and results comparison; 4.5. Conclusions; Chapter 5. Fair and Market Values and Interest Rate Stochastic Models; 5.1. Fair value; 5.2. Market value of financial flows; 5.3. Yield curve; 5.4. Yield to maturity for a financial investment and for a bond; 5.5. Dynamic deterministic continuous time model for an instantaneous interest rate; 5.5.1. Instantaneous interest rate; 5.5.2. Particular cases
5.5.3. Yield curve associated with an instantaneous interest rate
Record Nr. UNINA-9910840631403321
Devolder Pierre  
London, : ISTE Ltd.
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic model for simulating Souris River basin precipitation, evapotranspiration, and natural streamflow / / by Kelsey A. Kolars, Aldo V. Vecchia, and Karen R. Ryberg ; prepared in cooperation with the North Dakota State Water Commission
Stochastic model for simulating Souris River basin precipitation, evapotranspiration, and natural streamflow / / by Kelsey A. Kolars, Aldo V. Vecchia, and Karen R. Ryberg ; prepared in cooperation with the North Dakota State Water Commission
Autore Kolars Kelsey A.
Pubbl/distr/stampa Reston, Virginia : , : U.S. Department of the Interior, U.S. Geological Survey, , 2016
Descrizione fisica 1 online resource (viii, 55 pages) : color illustrations
Collana Scientific investigations report
Soggetto topico Precipitation (Meteorology) - Souris River - Mathematical models - Simulation methods
Evapotranspiration - Souris River - Mathematical models - Simulation methods
Stream measurements - Souris River - Mathematical models - Simulation methods
Stochastic models
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910707347103321
Kolars Kelsey A.  
Reston, Virginia : , : U.S. Department of the Interior, U.S. Geological Survey, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic model predictive control for demand response in a home energy management system : preprint / / Kaitlyn Garifi [and three others]
Stochastic model predictive control for demand response in a home energy management system : preprint / / Kaitlyn Garifi [and three others]
Autore Garifi Kaitlyn
Pubbl/distr/stampa Golden, CO : , : National Renewable Energy Laboratory, , 2018
Descrizione fisica 1 online resource (5 pages) : color illustrations
Collana Conference paper
Soggetto topico Dwellings - Energy consumption - United States
Stochastic models
Dwellings - Energy consumption
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Stochastic model predictive control for demand response in a home energy management system
Record Nr. UNINA-9910711730603321
Garifi Kaitlyn  
Golden, CO : , : National Renewable Energy Laboratory, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic modeling for reliability : shocks, burn-in and heterogeneous populations / / Maxim Finkelstein, Ji Hwan Cha
Stochastic modeling for reliability : shocks, burn-in and heterogeneous populations / / Maxim Finkelstein, Ji Hwan Cha
Autore Finkelstein Maxim
Edizione [1st ed. 2013.]
Pubbl/distr/stampa London : , : Springer, , [2013]
Descrizione fisica 1 online resource (xiv, 388 pages) : illustrations
Disciplina 003.76
620.004520151922
Collana Springer Series in Reliability Engineering
Soggetto topico Reliability (Engineering) - Statistical methods
Reliability (Engineering) - Mathematical models
Stochastic models
ISBN 1-4471-5028-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1.Introduction -- 2.Basic Stochastics for Reliability Analysis -- 3.Shocks and Degradation -- 4.Advanced Theory for Poisson Shock Models -- 5.Heterogeneous Populations -- 6.The basics of Burn-in -- 7.Burn-in for Repairable Systems -- 8.Burn-in for Heterogeneous Populations -- 9.Shocks as Burn-in -- 10.Stochastic Models for Environmental Stress Screening.
Record Nr. UNINA-9910437774203321
Finkelstein Maxim  
London : , : Springer, , [2013]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic modelling in process technology [[electronic resource] /] / Herold G. Dehling, Timo Gottschalk, Alex C. Hoffman
Stochastic modelling in process technology [[electronic resource] /] / Herold G. Dehling, Timo Gottschalk, Alex C. Hoffman
Autore Dehling Herold
Pubbl/distr/stampa Amsterdam ; ; London, : Elsevier, 2007
Descrizione fisica 1 online resource (291 p.)
Disciplina 670.15118
Altri autori (Persone) GottschalkTimo
HoffmannAlex C
Collana Mathematics in science and engineering
Soggetto topico Manufacturing processes - Mathematical models
Stochastic models
Soggetto genere / forma Electronic books.
ISBN 1-281-11981-4
9786611119812
0-08-054897-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Table of Contents; Preface; Chapter 1 Modeling in Process Technology; 1.1 Deterministic Modeling; 1.2 Stochastic modeling-an Example; Chapter 2 Principles of Stochastic Process modeling; 2.1 Stochastic Process Generalities; 2.2 Markov Processes; 2.3 Markov Chains; 2.4 Long-Term Behavior of Markov Chains; 2.5 Diffusion processes; 2.6 First Exit Times and RTD Curves; Chapter 3 Batch Fluidized Beds; 3.1 Flow Regimes; 3.2 Bubbling Beds; 3.3 Slugging Fluidized Beds; 3.4 Stochastic Model Incorporating Interfering Particles; Chapter 4 Continuous Systems and RTD; 4.1 Theory of Danckwerts
4.2 Subsequent Work4.3 Danckwerts' Law Revisited; 4.4 RTD for Complex Systems; Chapter 5 RTD in Continuous Fluidized Beds; 5.1 Types of beds considered here; 5.2 Bubbling bed; 5.3 Fluidized Bed Riser; Chapter 6 Mixing and Reactions; 6.1 Network-of-Zones Modeling; 6.2 Modeling of Chemical Reactions; Chapter 7 Particle Size Manipulation; 7.1 Physical Phenomena; 7.2 Principles of PBM; 7.3 PBM for High-Shear Granulation; 7.4 Analysis of a Grinding Process; Chapter 8 Multiphase Systems; 8.1 Multiphase System for Bubbling Bed; 8.2 Gulf Streaming in Fluidized beds
8.3 Extension of the Model to include Gulf Streaming8.4 Quantification of the Model Parameters; 8.5 Model Validation with Data; 8.6 Review of Too et al.; 8.7 Danckwerts' law for a Multiphase Systems; 8.8 The abstract Multiphase System; Chapter 9 Diffusion Limits; 9.1 Fokker-Planck equation; 9.2 Limit Process; Appendix A Equations for RTD in CSTR and DPF; A.1 Ideally Mixed Vessels (CSTRs) in Series; A.2 Plug Flow with Axial Dispersion; Bibliography; Index; Mathematics in Science and Engineering
Record Nr. UNINA-9910457271103321
Dehling Herold  
Amsterdam ; ; London, : Elsevier, 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic modelling in process technology [[electronic resource] /] / Herold G. Dehling, Timo Gottschalk, Alex C. Hoffman
Stochastic modelling in process technology [[electronic resource] /] / Herold G. Dehling, Timo Gottschalk, Alex C. Hoffman
Autore Dehling Herold
Pubbl/distr/stampa Amsterdam ; ; London, : Elsevier, 2007
Descrizione fisica 1 online resource (291 p.)
Disciplina 670.15118
Altri autori (Persone) GottschalkTimo
HoffmannAlex C
Collana Mathematics in science and engineering
Soggetto topico Manufacturing processes - Mathematical models
Stochastic models
ISBN 1-281-11981-4
9786611119812
0-08-054897-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Table of Contents; Preface; Chapter 1 Modeling in Process Technology; 1.1 Deterministic Modeling; 1.2 Stochastic modeling-an Example; Chapter 2 Principles of Stochastic Process modeling; 2.1 Stochastic Process Generalities; 2.2 Markov Processes; 2.3 Markov Chains; 2.4 Long-Term Behavior of Markov Chains; 2.5 Diffusion processes; 2.6 First Exit Times and RTD Curves; Chapter 3 Batch Fluidized Beds; 3.1 Flow Regimes; 3.2 Bubbling Beds; 3.3 Slugging Fluidized Beds; 3.4 Stochastic Model Incorporating Interfering Particles; Chapter 4 Continuous Systems and RTD; 4.1 Theory of Danckwerts
4.2 Subsequent Work4.3 Danckwerts' Law Revisited; 4.4 RTD for Complex Systems; Chapter 5 RTD in Continuous Fluidized Beds; 5.1 Types of beds considered here; 5.2 Bubbling bed; 5.3 Fluidized Bed Riser; Chapter 6 Mixing and Reactions; 6.1 Network-of-Zones Modeling; 6.2 Modeling of Chemical Reactions; Chapter 7 Particle Size Manipulation; 7.1 Physical Phenomena; 7.2 Principles of PBM; 7.3 PBM for High-Shear Granulation; 7.4 Analysis of a Grinding Process; Chapter 8 Multiphase Systems; 8.1 Multiphase System for Bubbling Bed; 8.2 Gulf Streaming in Fluidized beds
8.3 Extension of the Model to include Gulf Streaming8.4 Quantification of the Model Parameters; 8.5 Model Validation with Data; 8.6 Review of Too et al.; 8.7 Danckwerts' law for a Multiphase Systems; 8.8 The abstract Multiphase System; Chapter 9 Diffusion Limits; 9.1 Fokker-Planck equation; 9.2 Limit Process; Appendix A Equations for RTD in CSTR and DPF; A.1 Ideally Mixed Vessels (CSTRs) in Series; A.2 Plug Flow with Axial Dispersion; Bibliography; Index; Mathematics in Science and Engineering
Record Nr. UNINA-9910784595303321
Dehling Herold  
Amsterdam ; ; London, : Elsevier, 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic modelling in process technology [[electronic resource] /] / Herold G. Dehling, Timo Gottschalk, Alex C. Hoffman
Stochastic modelling in process technology [[electronic resource] /] / Herold G. Dehling, Timo Gottschalk, Alex C. Hoffman
Autore Dehling Herold
Pubbl/distr/stampa Amsterdam ; ; London, : Elsevier, 2007
Descrizione fisica 1 online resource (291 p.)
Disciplina 670.15118
Altri autori (Persone) GottschalkTimo
HoffmannAlex C
Collana Mathematics in science and engineering
Soggetto topico Manufacturing processes - Mathematical models
Stochastic models
ISBN 1-281-11981-4
9786611119812
0-08-054897-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Table of Contents; Preface; Chapter 1 Modeling in Process Technology; 1.1 Deterministic Modeling; 1.2 Stochastic modeling-an Example; Chapter 2 Principles of Stochastic Process modeling; 2.1 Stochastic Process Generalities; 2.2 Markov Processes; 2.3 Markov Chains; 2.4 Long-Term Behavior of Markov Chains; 2.5 Diffusion processes; 2.6 First Exit Times and RTD Curves; Chapter 3 Batch Fluidized Beds; 3.1 Flow Regimes; 3.2 Bubbling Beds; 3.3 Slugging Fluidized Beds; 3.4 Stochastic Model Incorporating Interfering Particles; Chapter 4 Continuous Systems and RTD; 4.1 Theory of Danckwerts
4.2 Subsequent Work4.3 Danckwerts' Law Revisited; 4.4 RTD for Complex Systems; Chapter 5 RTD in Continuous Fluidized Beds; 5.1 Types of beds considered here; 5.2 Bubbling bed; 5.3 Fluidized Bed Riser; Chapter 6 Mixing and Reactions; 6.1 Network-of-Zones Modeling; 6.2 Modeling of Chemical Reactions; Chapter 7 Particle Size Manipulation; 7.1 Physical Phenomena; 7.2 Principles of PBM; 7.3 PBM for High-Shear Granulation; 7.4 Analysis of a Grinding Process; Chapter 8 Multiphase Systems; 8.1 Multiphase System for Bubbling Bed; 8.2 Gulf Streaming in Fluidized beds
8.3 Extension of the Model to include Gulf Streaming8.4 Quantification of the Model Parameters; 8.5 Model Validation with Data; 8.6 Review of Too et al.; 8.7 Danckwerts' law for a Multiphase Systems; 8.8 The abstract Multiphase System; Chapter 9 Diffusion Limits; 9.1 Fokker-Planck equation; 9.2 Limit Process; Appendix A Equations for RTD in CSTR and DPF; A.1 Ideally Mixed Vessels (CSTRs) in Series; A.2 Plug Flow with Axial Dispersion; Bibliography; Index; Mathematics in Science and Engineering
Record Nr. UNINA-9910822195703321
Dehling Herold  
Amsterdam ; ; London, : Elsevier, 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui