Advanced Stochastic Analysis

Studienabschnitt	Masterstudium
Kompetenzbereich	Übergreifende Inhalte
Umfang	6 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