Advanced Stochastic Analysis

StudienabschnittMasterstudium
Kompetenzbereich Übergreifende Inhalte  
Umfang6 LP

 

Description

This is an advanced stochastic analysis course aimed at masters students studying engineering with a strong background in mathematics. The course content will be delivered primarily with examples from civil engineering, and with a particular focus on earthquake processes. However, the techniques learned are easily transferred to a wide array of different disciplines.

The following topics will be covered in detail:

  • Random process theory: Ergodic, stationary and non-stationary processes, correlation functions & power spectra
  • Linear random vibration theory, and response analysis of nonlinear structures to random loading: Statistical linearization, Simulation of various types of random processes, Stochastic structural dynamics, Structural reliability
  • Monte Carlo simulation

ANSPRECHPARTNER

Dr.-Ing. Marco Behrendt
Research Staff
Address
Callinstraße 34
30167 Hannover
Building
Room
122
Dr.-Ing. Marco Behrendt
Research Staff
Address
Callinstraße 34
30167 Hannover
Building
Room
122