Probability Density Evolution Method: a new approach in Stochastic Mechanics

Speaker:Dr. Jianbing Chen
Associate Professor, School of Civil Engineering, Tongji University, P. R. China
Visiting Scholar, Department of Civil and Environmental Engineering, USC, USAAbstract: Stochastic mechanics has gained increasing interests in the past decades. Meanwhile, great efforts have been devoted to the discipline, coming up with many valuable contributions leading to some approaches validated in some important aspects. 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 (Lagrangian description), a partial differential equation governing evolution of the one- or any arbitrary- dimensional joint probability density function could be set up. Numerically solving this equation combining the deterministic dynamic analysis and the finite difference method will then yield the instantaneous probability density function of any arbitrary response quantities of interest. 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, etc. Some key problems needing further investigations are discussed.

Location: Kaprielian Hall (KAP) - rielian Hall, Room 203

Audiences: Everyone Is Invited

Contact: Evangeline Reyes