Sixty years of stochastic linearization technique
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11012_2016_Article_399.pdf
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Author(s)
Elishakoff, Isaac
Crandall, Stephen H
Date Issued
March 2016
Journal
Meccanica
Publisher
Springer Netherlands
Citation
Elishakoff, Isaac, and Stephen H. Crandall. “Sixty Years of Stochastic Linearization Technique.” Meccanica (March 1, 2016).
Version
Author's final manuscript
Abstract
Stochastic linearization technique is a versatile method of solving nonlinear stochastic boundary value problems. It allows obtaining estimates of the response of the system when exact solution is unavailable; in contrast to the perturbation technique, its realization does not demand smallness of the parameter; on the other hand, unlike the Monte Carlo simulation it does not involve extensive computational cost. Although its accuracy may be not very high, this is remedied by the fact that the stochastic excitation itself need not be known quite precisely. Although it was advanced about six decades ago, during which several hundreds of papers were written, its foundations, as exposed in many monographs, appear to be still attracting investigators in stochastic dynamics. This study considers the methodological and pedagogical aspects of its exposition.
MIT Department
Massachusetts Institute of Technology. Department of Mechanical Engineering
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Creative Commons Attribution-Noncommercial-Share Alike
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DOI of Published Version
https://doi.org/10.1007/s11012-016-0399-x
