An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise

DOI10.1093/amrx/abu008zbMath1337.60148OpenAlexW2131801914MaRDI QIDQ5245055

Cyril Feau, Laurent Mertz, Sheung Chi Phillip Yam, Alain Bensoussan

Publication date: 1 April 2015

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/amrx/abu008

zbMATH Keywords

numerical experimentswhite noisestochastic variational inequalityelasto-plastic oscillator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Small-strain, rate-independent theories of plasticity (including rigid-plastic and elasto-plastic materials) (74C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Existence of optimal solutions to problems involving randomness (49J55)

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