Computational Stochastic Mechanics

The scope of this book encompasses the computational aspect of the application of the stochastic technique for the analysis of engineering mechanics problems. It is particularly timely in that traditionally deterministic engineering mechanics fields are increasingly being analyzed using computational stochastic techniques. In arranging the 29 invited chapters, the editors have invited two classes of contribution: those reporting cutting-edge research in fields where the computational stochastic techniques have reached a level of considerable sophistication and those of an exploratory and pioneering nature from areas which are generally new to the stochastic approach. This mix of contributions produces a balance between providing a state-of-the-art reference work, as well as a forum for the exchange of new ideas on the subject. A wide range of subject is considered from the computational stochastic viewpoint including: structure dynamics and reliability, fatigue and fracture mechanics, water waves, soil dynamics, earthquake and wind engineering, geoacoustics, composite materials, shape design and identification, reliability design of dam-reservoir systems, groundwater flow and contaminant transport. Due to its wide scope, the book will be of interest to scientists and engineers in several disciplines: civil, mechanical, ocean and aerospace engineers as well as applied mathematicians and computer scientists.

Table of Contents:
Part 1 Theory and computational methodology: fundamentals of stochastic mechanics, M. Grigoriu; basic mathematics and statistical theory for finite Fourier coefficients of Gaussian vector random functions; multidimensional simulation of Gaussian vector random functions in frequency domain, L. Borgman and R.C. Faucette; generalized cell mapping for stochastic dynamical systems, C.S. Hsu; the van Kampen expansion for the Fokker-Planck equation of a Duffing oscillator, E. Weinstein and H. Benaroya; noise perturbations of nonlinear dynamical systems, R. Valery Roy; simulation of random processes and fields by ARMA models - a review, M.P. Mignolet; some recent developments in stochastic linearization technique, I. Elishakoff and G. Falsone; deterministic and stochastic chaos, M. Frey and E. Simiu; stochastic and chaotic dynamics, F. Bontempi and F. Casciati; fuzzy uncertainty in computational stochastic mechanics, B.M. Ayyub; the local properties of transient stochastic data by the phase-time method, N.E. Huang et al; probabilistic solutions of Poisson's equation, M.N.O. Sadiku; stochastic indirect boundary element method, O. Lafe and A.H.-D Cheng. Part 2 Engineering application: the response of extended-span structures to turbulent wind, R.H. Scanlan; stochastic bridge loading and reliability, F. Moses and M. Ghosn; fatigue/fracture reliability and maintainability process for structural systems, C.J. Kung and P.H. Wirsching; Monte Carlo simulations for strength and stress-rupture of seven-fiber graphite/epoxy microcomposites, P. Schwartz et al; wave propagation in periodic structures with imperfections, S.S. Mester and H. Benaroya; nonlocal representations of subsurface flow and transport by conditional moments, S.P. Nauman et al; groundwater flow and contaminant transport in aquifers subject to large parameter uncertainty, S.E. Serrano; upscaling of conductivity of heterogeneous formations - theory and applications, N. Indelman; nonlinear random water wave, S.-L.J. Hu; applications of Kalman filter to inverse problems, K. Mizumura; stochastic boundary elements to analysis, shape design sensitivity and identification problems, T. Burczynski; acoustic and seismic wave propagation in random media, G.D. Manolis; probabilistic boundary element method in soil dynamics, M.M. Ettouney et al; reliability methods for propulsion structures, S. Mahadevan and T.A. Cruse; integrated earthquake reliability design of concrete arch dam-reservoir systems, C.Y. Yang and A.H.-D. Cheng; index.