Path Integrals in Stochastic Engineering Dynamics

Author:   Ioannis A. Kougioumtzoglou ,  Apostolos F. Psaros ,  Pol D. Spanos
Publisher:   Springer International Publishing AG
ISBN:  

9783031578625


Pages:   228
Publication Date:   06 June 2024
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Path Integrals in Stochastic Engineering Dynamics


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Author:   Ioannis A. Kougioumtzoglou ,  Apostolos F. Psaros ,  Pol D. Spanos
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
ISBN:  

9783031578625


ISBN 10:   3031578627
Pages:   228
Publication Date:   06 June 2024
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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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Author Information

Dr. Ioannis A. Kougioumtzoglou is an Associate Professor, Department of Civil Engineering and Engineering Mechanics, Columbia University, NY; Dr. Apostolos F. Psaros is a Post-Doctoral Researcher, Department of Civil Engineering and Engineering Mechanics, Columbia University, NY; and Dr. Pol D. Spanos is the L. B. Ryon Professor in Mechanical and Civil Engineering, Rice University, Texas, USA

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