Spectral Distribution Free Bounds on the Response Variability of Stochastic Systems

by George Deodatis, Princeton Univ, United States,
Masanobu Shinozuka, Princeton Univ, United States,

Abstract: A methodology to analytically and numerically evaluate the spectral distribution-free upper bounds of the response variability of stochastic systems is developed. The structural systems examined consist of statically determinate and indeterminate beams subjected to static loads. The analytical evaluation of these bounds is achieved by introducing the 'variability response function' of the stochastic system. This is a function with many similarities to the frequency response function used in random vibration analysis. The numerical evaluation of the bounds is carried out by means of the 'fast Monte Carlo simulation' technique. In essence, the 'fast Monte Carlo simulation' technique is a method to estimate numerically the 'variability response function' whose analytical evaluation is particularly cumbersome even for very simple stochastic systems.

Subject Headings: Stochastic processes | System analysis | Numerical models | Beams | Vibration | Numerical analysis | Monte Carlo method | Europe | Monaco | Monte Carlo

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