Response statistics of linear stochastic systems: A simultaneous diagonalisation approach
Li, C. F. and Adhikari, S.
50th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics
& Materials Conference, Palm Springs, California, USA, May 2009.
In stochastic finite element problems the solution of a system of
coupled linear random algebraic equations is needed. This problem in
turn requires the calculation of the inverse of a random matrix.
Over the past four decades several approximate analytical methods
and simulation methods have been proposed for the solution of this
problem in the context of probabilistic structural mechanics. In
this paper we present a new solution method for stochastic linear
equations. The proposed method is based on Neumann expansion and the
recently developed joint diagonalisation solution strategy.
Numerical examples are given to illustrate the use of the
expressions derived in the paper.
BiBTeX Entry
@INPROCEEDINGS{cp62,
AUTHOR={C. F. Li and S. Adhikari},
TITLE={Response statistics of linear stochastic systems: A simultaneous diagonalisation approach},
BOOKTITLE={Proceedings of the 50th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics \& Materials Conference},
YEAR={2009},
Address={Palm Springs, California, USA},
Month={May}
}
by Sondipon Adhikari