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.

This self-contained volume explains the general method of statistical linearization and its use in solving random vibration problems. Numerous examples show advanced undergraduate and graduate students many practical applications. 1990 edition.

This systematic treatment examines linear and nonlinear dynamical systems subject to parametric random vibrations. It formulates stochastic stability theorems and analytical techniques for determining random response of nonlinear systems. 1985 edition.

Introduction to Random Vibrations presents a brief review of probability theory, a concise treatment of random variables and random processes, and a comprehensive exposition of the theory of random vibrations.

The topic of Random Vibrations is the behavior of structural and mechanical systems when they are subjected to unpredictable, or random, vibrations. These vibrations may arise from natural phenomena such as earthquakes or wind, or from human-controlled causes such as the stresses placed on aircraft at takeoff and landing. Study and mastery of this topic enables engineers to design and maintain structures capable of withstanding random vibrations, thereby protecting human life. Random Vibrations will lead readers in a user-friendly fashion to a thorough understanding of vibrations of linear and nonlinear systems that undergo stochastic-random-excitation. Provides over 150 worked out example problems and, along with over 225 exercises, illustrates concepts with true-to-life engineering design problems Offers intuitive explanations of concepts within a context of mathematical rigor and relatively advanced analysis techniques. Essential for self-study by practicing engineers, and for instruction in the classroom.

With the aim of stating the fundamental principles and relationships of structural and mechanical vibrations, this guide focuses on the determination of response levels for dynamical systems excited by forces that can be modeled as stochastic processes. It concentrates material in the beginning of the text, with introductions to the fundamentals of stochastic modeling and vibration problems to acquaint students with applications. There are discussions on progressive topics which are the subject of ongoing research, including state-space analysis, nonlinear dynamics, and fatigue damage; the time history implications of bandwidth, with situations varying from narrowband to white noise; time domain integration techniques which provide viable alternatives to the calculus of residues; and an emphasis on time domain interpretations throughout. It includes a number of worked examples to illustrate the modelling of physical problems as well as the proper application of theoretical solutions.

Annotation This text synthesizes a wealth of useful information for analyzing random vibrations and structures into one coherent body of knowledge. It takes a practical yet progressive look at two major fields related to random analysis: linear and geometrically nonlinear structures, and the behavior of random structures under random loads. System harmonics and oscillations, random functions, and the theory of random vibration are covered extensively throughout the text, which includes innovative methods for calculating the probability of failure for dynamic systems. Simplified examples demonstrate applications for daily use and present new approaches to failure analysis. The author evaluates the use of random process methods for the stochastic analysis of crack growth in detail, providing a better description of failures resulting from crack propagation. For young engineers, the book touches on finite element programs such as ANSYS and the probabilistic analysis program PROBAN, facilitating solutions to more complex problems. It also illustrates how to write a FORTRAN program to build a numerical procedure suitable for the design needs.

This book is a result of many years of author’s research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress processes are also presented. Classical feedback control, active damping, covariance control, optimal control, sliding control of stochastic systems, feedback control of stochastic time-delayed systems, and probability density tracking control are studied. Many control results are new in the literature and included in this book for the first time. The book serves as a reference to the engineers who design and maintain structures subject to harsh random excitations including earthquakes, sea waves, wind gusts, and aerodynamic forces, and would like to reduce the damages of structural systems due to random excitations. · Comprehensive review of probability theory, and stochastic processes· Random vibrations· Structural reliability and fatigue, Non-Gaussian fatigue· Monte Carlo methods· Stochastic calculus and engineering applications· Stochastic feedback controls and optimal controls· Stochastic sliding mode controls· Feedback control of stochastic time-delayed systems· Probability density tracking control