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