Probabilistic analysis is increasing in popularity and importance within engineering and the applied sciences. However, the stochastic perturbation technique is a fairly recent development and therefore remains as yet unknown to many students, researchers and engineers. Fields in which the methodology can be applied are widespread, including various branches of engineering, heat transfer and statistical mechanics, reliability assessment and also financial investments or economical prognosis in analytical and computational contexts.
Stochastic Perturbation Method in Applied Sciences and Engineering is devoted to the theoretical aspects and computational implementation of the generalized stochastic perturbation technique. It is based on any order Taylor expansions of random variables and enables for determination of up to fourth order probabilistic moments and characteristics of the physical system response.
Key features:
Stochastic Perturbation Method in Applied Sciences and Engineering is a comprehensive reference for researchers and engineers, and is an ideal introduction to the subject for postgraduate and graduate students.
1. Mathematical considerations 14
2. The Stochastic Finite Element Method (SFEM) 73
3. The Stochastic Boundary Element Method (SBEM) 152
4. The Stochastic Finite Difference Method (SFDM) 186
5. Homogenization problem 230
6. Concluding remarks? 284
7. References 289
8. Index 300