An Overview of the Probability Density Evolution Method in Stochastic Mechanics

An Overview of the Probability Density Evolution Method in Stochastic MechanicsJianbing Chen
Ph.D., Associate Professor, School of Civil Engineering, Tongji University
Visiting Scholar, USC.AbstractStochastic mechanics has gained increasing interests. In the past decades, extensive investigations have been made in the discipline, leading to a variety of approaches. The presentation will deal with a newly developed probability density evolution method, which starts from revisiting the principle of preservation of probability. Based on the random event description (Lagrange description), a partial differential equation governing evolution of the one- or any arbitrary- dimensional joint probability density function could be set up. This equation could be conveniently numerically solved through combining the deterministic dynamic analysis and the finite difference method. The probability density evolution method could be applied to static/dynamic stochastic response analysis of linear/nonlinear structures, dynamic reliability evaluation and system reliability evaluation. Some key problems need further investigations are discussed.

Location: Kaprielian Hall (KAP) - 415

Audiences: Everyone Is Invited

Contact: Evangeline Reyes