Probabilistic Models for Dynamical Systems

Introduction Applications Units Organization of the Text Quotes Problems Events and Probability Sets Probability Summary Quotes Problems Random Variable Models Probability Distribution Function Probability Density Function Probability Mass Function Mathematical Expectation Mean Value Useful Continuous Probability Density Functions Discrete Density Functions Moment-Generating Function Two Random Variables Summary Quotes Problems Functions of Random Variables Exact Functions of One Variable Functions of Two or More Random Variables Approximate Analysis Monte Carlo Methods Summary Quotes Problems Random Processes Basic Random Process Descriptors Ensemble Averaging Stationarity Correlations of Derivatives Fourier Series and Fourier Transforms Harmonic Processes Power Spectra Narrow- and Broad-Band Processes Interpretations of Correlations and Spectra Spectrum of Derivative Fourier Representation of a Stationary Process Summary Quotes Problems Single Degree-of-Freedom Vibration Motivating Examples Newton's Second Law Free Vibration With No Damping Harmonic Forced Vibration With No Damping Free Vibration with Viscous Damping Forced Harmonic Vibration Impulse Excitation Arbitrary Loading Frequency Response Function SDOF: The Response to Random Loads Response to Two Random Loads Summary Quotes Problems Multi Degree-of-Freedom Vibration Deterministic Vibration Response to Random Loads Periodic Structures Inverse Vibration Random Eigenvalues Summary Quotes Problems Continuous System Vibration Deterministic Continuous Systems The Eigenvalue Problem Deterministic Vibration Random Vibration of Continuous Systems Beams with Complex Loading Summary Quotes Problems Reliability Introduction First Excursion Failure Other Failure Laws Fatigue Life Prediction Summary Quotes Problems Nonlinear and Stochastic Dynamic Models The Phase Plane Statistical Equivalent Linearization Perturbation Methods The Mathieu Equation The van der Pol Equation Markov Process-Based Models Summary Quotes Problems Non-stationary Models Envelope Function Model Non-stationary Generalizations Priestley's Model Oscillator Response Multi Degree-of-Freedom Oscillator Response Nonstationary and Nonlinear Oscillator Summary Quotes Problems Monte Carlo Methods Introduction Random Number Generation Joint Random Numbers Error Estimates Applications Summary Quotes Problems Fluid-Induced Vibration Ocean Currents and Waves Fluid Forces in General Examples Available Numerical Codes Summary Quotes Probabilistic Models in Controls and Mechatronic Systems Concepts of Deterministic Systems Concepts of Stochastic Systems Filtering of Random Signals White Noise Filters Stochastic System Models The Kalman Filter Additional Issues Summary Quotes Index