The Stochastic Perturbation Method for Computational Mechanics
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: * Provides a grounding in
the basic elements of statistics and probability and reliability engineering * Describes
the Stochastic Finite, Boundary Element and Finite Difference Methods, formulated
according to the perturbation method * Demonstrates dual computational implementation of
the perturbation method with the use of Direct Differentiation Method and the Response
Function Method * Accompanied by a website (www.wiley.com/go/kaminski) with supporting
stochastic numerical software * Covers the computational implementation of the
homogenization method for periodic composites with random and stochastic material
properties * Features case studies, numerical examples and practical applications
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.
Introduction 3
1. Mathematical considerations 14 1.1. Stochastic perturbation technique basis 14 1.2.
Least squares technique description 34 1.3. Time series analysis 47
2. The Stochastic Finite Element Method (SFEM) 73 2.1. Governing equations and
variational formulation 73 2.1.1. Linear potential problems 73 2.1.2. Linear elastostatics
75 2.1.3. Nonlinear elasticity problems 78 2.1.4. Variational equations of elastodynamics
79 2.1.5. Transient analysis of the heat transfer 80 2.1.6. Thermo-piezoelectricity
governing equations 82 2.1.7. Navier-Stokes equations 86 2.2. Stochastic Finite Element
Method equations 89 2.2.1. Linear potential problems 89 2.2.2. Linear elastostatics 91
2.2.3. Nonlinear elasticity problems 94 2.2.4. SFEM in elastodynamics 98 2.2.5. Transient
analysis of the heat transfer 101 2.2.6. Coupled thermo-piezoelectrostatics SFEM equations
105 2.2.7. Navier-Stokes perturbation-based equations 107 2.3. Computational illustrations
109 2.3.1. Linear potential problems 109 2.3.1.1. 1D fluid flow with random viscosity 109
2.3.1.2. 2D potential problem by the response function 114 2.3.2. Linear elasticity 118
2.3.2.1. Simple extended bar with random stiffness 118 2.3.2.2. Elastic stability analysis
of the steel telecommunication tower 123 2.3.3. Nonlinear elasticity problems 129 2.3.4.
Stochastic vibrations of the elastic structures 133 2.3.4.1. Forced vibrations with random
parameters for a simple 2 d.o.f. system 133 2.3.4.2. Eigenvibrations of the steel
telecommunication tower with random stiffness 138 2.3.5. Transient analysis of the heat
transfer 140 2.3.5.1. Heat conduction in the statistically homogeneous rod 140 2.3.5.2.
Transient heat transfer analysis by the RFM 145
3. The Stochastic Boundary Element Method (SBEM) 152 3.1. Deterministic formulation of
the Boundary Element Method 151 3.2. Stochastic generalized perturbation approach to the
BEM 156 3.3. The Response Function Method into the SBEM equations 158 3.4. Computational
experiments 162
4. The Stochastic Finite Difference Method (SFDM) 186 4.1. Analysis of the
unidirectional problems with Finite Differences 186 4.1.1. Elasticity problems 186 4.1.2.
Determination of the critical moment for the thin-walled elastic structures 199 4.1.3.
Introduction to the elastodynamics using difference calculus 204 4.1.4. Parabolic
differential equations 210 4.2. Analysis of the boundary value problems on 2D grids 214
4.2.1. Poisson equation 214 4.2.2. Deflection of elastic plates in Cartesian coordinates
219 4.2.3. Vibration analysis of the elastic plates 227
5. Homogenization problem 230 5.1. Composite material model 232 5.2. Statement of the
problem and basic equations 237 5.3. Computational implementation 244 5.4. Numerical
experiments 246 6. Concluding remarks 284 7. References 289 8. Index 300
348 pages, Hardcover