کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
511649 865885 2010 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A joint diagonalisation approach for linear stochastic systems
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نرم افزارهای علوم کامپیوتر
پیش نمایش صفحه اول مقاله
A joint diagonalisation approach for linear stochastic systems
چکیده انگلیسی

In stochastic finite element problems the solution of a system of coupled linear random algebraic equations is needed. This problem in turn requires the calculation of the inverse of a random matrix. Over the past four decades several approximate analytical methods and simulation methods have been proposed for the solution of this problem in the context of probabilistic structural mechanics. In this paper we present a new solution method for stochastic linear equations. The proposed method is based on Neumann expansion and the recently developed joint diagonalisation solution strategy. Unlike the classical Neumann expansion, here only the inversion of a diagonal matrix is needed. Numerical examples are given to illustrate the use of the expressions derived in the paper.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers & Structures - Volume 88, Issues 19–20, October 2010, Pages 1137–1148
نویسندگان
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