Stochastic dynamics

by Søren R. K. Nielsen

Other authorsZili Zhang (Author)
Paper Book, 2017

Status

Available

Call number

003.76

Library's review

Indeholder "1. Introduction", "2. Stochastic Variables", " 2.1 Introduction to stochastic variables", " 2.2 Combined stochastic variables", " 2.3 Expectations", " 2.4 Conditional distributions", "3. Stochastic Processes", " 3.1 Introduction to stochastic processes", " 3.2 Homogeneous processes", "
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3.3 Stochastic integration", " 3.4 Stochastic differentiation", " 3.5 Stochastic differential equations", " 3.6 Ergodic sampling and ergodic processes", "4. Stochastic Vibration Theory for Linear Systems", " 4.1 Single-degree-of-freedom systems", " 4.2 Multi-degree-of-freedom systems", " 4.3 Continuous systems", "5. Reliability Theory of Dynamically Excited Structures", " 5.1 First-passage failure problem", " 5.2 Calculation of out-crossing frequency", " 5.3 Approximations to probability of failure", "6. Monte Carlo Simulation Technique", " 6.1 Equivalent white noise processes", " 6.2 Simulation methods based on stochastic finite difference equations", " 6.3 Almost periodic processes", " 6.4 Simulation of the first-passage time probability density function", "Appendices", "Index".

Monte Carlo simulering anvendt på fysiske systemer.
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Publication

Aarhus University Press, 2017.

Description

In chapter 1, the basic assumptions of the random vibration theory are emphasized. In chapters 2 and 3, pertinent results of stochastic variables and stochastic processes have been indicated. Chapter 4 deals with the stochastic response analysis of single degrees-of-freedom, multi-degrees-of-freedom and continuous linear structural systems. In principle, an introductory course on linear structural dynamics is presupposes. However, in order to make this textbook self-contained, short reviews of the most important results of linear deterministic vibration theory have been included in the start of the relevant sub-sections. Chapter 5 outlines the reliability theory for dynamically excited building structures, i.e., reliability theory for narrowbanded response processes. Finally, Chapter 6 gives an introduction to Monte Carlo simulation methods, which become increasingly important and useful as the computers become more and more powerful.… (more)

Language

Original language

English

Physical description

215 p.; 23.9 cm

ISBN

9788771842326

Local notes

Omslag: Nethe Ellinge Nielsen, Trefold
Omslaget viser titel og forfattere på en grøn baggrund med nogle kurver i rødt og sort
Indskannet omslag - N650U - 150 dpi

Pages

215

Library's rating

Rating

(1 rating; 4)

DDC/MDS

003.76
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