Stochastic Processes and Random Vibrations

Beginning with the basics of probability and an overview of stochastic process, this book goes on to explore their engineering applications: random vibration and system analysis. It addresses extreme conditions such as distribution of large vibration peaks, probabilities of exceeding certain limits, and fatigue. Includes numerous tested examples: earthquake risk analysis, distribution of extreme wind speeds, analysis of structural reliability, earthquake response of tall multi-storey structure and wind loading of tall towers.Dieses Buch führt in die fundamentale Theorie stochastischer Prozesse ein und zeigt ihre Nutzung zur Beschreibung komplexer Systeme auf. Anwendung findet dies bei der Untersuchung beispielsweise von Erdbeben und Stürmen und ihrer Wechselwirkung mit großen Gebäuden und anderen baulichen Strukturen. Fundamentals of Probability Calculus with Applications.

The Basic Theory of Stochastic Processes.

Random Excitation and Response of Simple Linear Systems.

Random Excursions and Failure Probabilities.

Random Excitation and Response of Multiple and Continuous Systems.

Some Fundamental Stochastic Processes.

Fourier Analysis and Data Processing.

Earthquake Hazard and Seismic Risk Analysis.

References.

Index. Aus dem Inhalt:
Fundamentals of Probability Calculus with Applications;
The Basic Theory of Stochastic Processes;
Random Excitation and Response of Simple Linear Systems;
Random Excursions and Failure Probabilities;
Random Excitation and Response of Multiple and Continuous Systems;
Some Fundamental Stochastic Processes;
Fourier Analysis and Data Processing;
Earthquake Hazard and Seismic Risk Analysis.

Júlíus Sólnes is the author of Stochastic Processes and Random Vibrations: Theory and Practice, published by Wiley.

Stochastic Processes and Random Vibrations Theory and Practice Júlíus Sólnes University of Iceland, Reykjavík, Iceland This book covers the fundamental theory of stochastic processes for analysing mechanical and structural systems subject to random excitation, and also for treating random signals of a general nature with special emphasis on earthquakes and turbulent winds. Starting with basic probability calculus and the fundamental theory of stochastic processes, the author progresses onto engineering applications: systems analysis and treatment of random signals. The random excitation and response of simple mechanical systems and complex structural systems is discussed in some detail. Extreme conditions such as distribution of large vibration peaks, random excursions above certain limits and mechanical failure due to fatigue are then addressed. The text also offers a discussion of some well-known stochastic models and an introduction to signal processing and digital filters. Numerous worked examples are included: distribution of extreme wind speeds, analysis of structural reliability, earthquake response of a tall multi-storey structure, wind loading of tall towers, generation of random earthquake signals and earthquake risk analysis.