Path Integrals in Stochastic Engineering Dynamics

This book organizes and explains, in a systematic and pedagogically effective manner, recent advances in path integral solution techniques with applications in stochastic engineering dynamics. It fills a gap in the literature by introducing to the engineering mechanics community, for the first time...

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Autors principals: Kougioumtzoglou, Ioannis A. (Autor), Psaros, Apostolos F. (Autor), Spanos, Pol D. (Autor)
Autor corporatiu: SpringerLink (Online service)
Format: Electrònic eBook
Idioma:anglès
Publicat: Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Edició:1st ed. 2024.
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Accés en línia:https://doi.org/10.1007/978-3-031-57863-2
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Taula de continguts:
  • Introduction
  • Wiener path integral formalism
  • Linear systems under Gaussian white noise excitation: exact closed form solutions
  • Nonlinear systems under Gaussian white noise excitation
  • Nonlinear systems under non-white, non-Gaussian and non-stationary excitation
  • Nonlinear systems with singular diffusion matrices: a broad perspective including hysteresis modeling
  • High-dimensional nonlinear systems: circumventing the curse of dimensionality via a reduced-order formulation
  • Efficient numerical implementation strategies via sparse representations and compressive sampling
  • An enhanced quadratic Wiener path integral approximation with applications to nonlinear system reliability assessment
  • Epilogue.