Path Integrals in Stochastic Engineering Dynamics

Path Integrals in Stochastic Engineering Dynamics

Kougioumtzoglou, Ioannis A.; Psaros, Apostolos F.; Spanos, Pol D.

Springer International Publishing AG

07/2024

228

Dura

9783031578625

Pré-lançamento - envio 15 a 20 dias após a sua edição

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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.
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Wiener path integral;stochastic engineering dynamics;stochastic mechanics;uncertainty quantification;theoretical physics