The Non-uniform Riemann Approach to Stochastic Integration

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【簡介】 This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach. Sample Chapter(s) Preface Chapter 1: Introduction Contents: Introduction The Itô Integral Differentiation and Differential Variational Approach to Stochastic Integration The Multiple Itô–Wiener Integral Fubini's Theorem and Hu–Meyer's Theorem Readership: Students at Masters Level doing stochastic integration theory, Non-mathematics specialist reading financial mathematics, Graduate Research students. 【目錄】

NON-EQUILIBRIUM THERMODYNAMICS FOR ENGINEERING APP

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This book presents the theory of non-equilibrium thermodynamics in a pedagogical and practical way that targets engineering applications. In it, tools to take advantage of the second as well as the first law of thermodynamics are provided. The book starts by explaining how the entropy production is the cornerstone of non-equilibrium thermodynamics - the basis to describe coupled transport phenomena, which are highly relevant for several renewable energy technologies. The book also uses entropy production as the foundation for a systematic methodology to analyze and improve energy efficiency, and shows how entropy production can be used to test the consistency of transport models. The link between transport theory and energy efficiency is also shown, and the relationship to exergy analysis is demonstrated. The theory is applied using examples from practical cases like evaporation, heat exchange, reactor optimization, distillation and more. Non-Equilibrium Thermodynamics for Engineering Applications may be used as a textbook for undergraduate and graduate university curricula containing thermodynamics or energy conversion issues at large, chemical and mechanical engineering, applied chemistry and applied physics.