A proposed technique of SFEM on solving ordinary random differential equation

被引：19

作者：

El-Tawil, M ^{[1
]}

El-Tahan, W

Hussein, A

机构：

[1] Cairo Univ, Fac Engn, Dept Engn Math & Phys, Giza 12211, Egypt

[2] Cairo Univ, Fac Engn, Dept Struct Engn, Giza 12211, Egypt

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2005年 / 161卷 / 01期

关键词：

stochastic differential equations; FEM; SFEM; random variable transformation (RVT); stochastic beam equation;

D O I：

10.1016/j.amc.2003.11.034

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The stochastic finite element (SFEM) is a new method to solve random differential equation using the known deterministic finite element technique (FEM) adapted to stochastic techniques for solving stochastic differential equations. In this paper, a proposed technique of FEM and random variable transformation (RVT) is used to solve a differential equation with random excitation. The technique shows high accuracy when solving a case study compared with the exact solution. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：35 / 47

页数：13

共 14 条

[1]

Adomian G., 1994, SOLVING FRONTIER PRO

[2]

Bellomo N., 1987, NONLINEAR STOCHASTIC

[3]

Bouleau N, 1994, NUMERICAL METHODS ST

[4]

ELTAWIL M, IN PRESS INT J DIFFE

[5] Stochastic beam equations under random dynamic loads [J].

Galal, OH ;

El-Tawil, MA ;

Mahmoud, AA .

INTERNATIONAL JOURNAL OF SOLIDS AND STRUCTURES, 2002, 39 (04) :1031-1040

[6]

GAWAD EFA, 1993, APPL MATH MODEL, V17, P329

[7]

Ghanem R, 1991, STOCHASTIC FINITE EL, DOI DOI 10.1007/978-1-4612-3094-6_4

[8]

GIHMAN I, 1972, ONE DIMENSIONAL STOC

[9] APPLICATION OF WIENER-HERMITE EXPANSION TO NONSTATIONARY RANDOM VIBRATION OF A DUFFING OSCILLATOR [J].

JAHEDI, A ;

AHMADI, G .

JOURNAL OF APPLIED MECHANICS-TRANSACTIONS OF THE ASME, 1983, 50 (02) :436-442

[10]

Lin Y.K., 1995, PROBABILISTIC STRUCT

← 1 2 →