StudiumLehrveranstaltungenMasterstudium
Advanced Stochastic Analysis

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. Ioannis P. Mitseas
Wiss. Mitarbeiterinnen/Mitarbeiter
Adresse
Callinstraße 34
30167 Hannover
Gebäude
Raum
122
Adresse
Callinstraße 34
30167 Hannover
Gebäude
Raum
122
Vasileios Fragkoulis, PhD
Wiss. Mitarbeiterinnen/Mitarbeiter
Adresse
Callinstraße 34
30167 Hannover
Gebäude
Raum
119
Vasileios Fragkoulis, PhD
Wiss. Mitarbeiterinnen/Mitarbeiter
Adresse
Callinstraße 34
30167 Hannover
Gebäude
Raum
119