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Path Integrals in Stochastic Engineering Dynamics

This book organizes and explains, in a systematic and pedagogically effective manner, recent advances in path integral solution techniques with applications in stochastic engineering dynamics. It fills a gap in the literature by introducing to the engineering mechanics community, for the first time...

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Bibliographic Details
Main Authors: Kougioumtzoglou, Ioannis A., Psaros, Apostolos F. (Author), Spanos, Pol D. (Author)
Format: eBook
Language:English
Published: Cham Springer Nature Switzerland 2024, 2024
Edition:1st ed. 2024
Subjects:
Engineering Mathematics
Stochastic Analysis
Mathematical Analysis
Applied Dynamical Systems
Nonlinear Theories
Integral Transforms And Operational Calculus
Mathematical Physics
Engineering / Data Processing
Theoretical, Mathematical And Computational Physics
Mathematical And Computational Engineering Applications
Dynamics
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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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