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

Vasileios Fragkoulis
Wissenschaftliche Mitarbeiterinnen und Mitarbeiter
Adresse
Callinstraße 34
30167 Hannover
Gebäude
Raum
119
Vasileios Fragkoulis
Wissenschaftliche Mitarbeiterinnen und Mitarbeiter
Adresse
Callinstraße 34
30167 Hannover
Gebäude
Raum
119