The tale of stochastic linearization technique: Over half a century of progress

Author Type

Faculty

Co-Author Type 1

Outside Researcher

Co-Author Type 2

Outside Researcher

Co-Author Type 3

Outside Researcher

College

Engineering and Computer Science

Department

Ocean and Mechanical Engineering

Document Type

Article

Publication/Event/Conference Title

CISM International Centre for Mechanical Sciences Courses and Lectures

Publication Status

Version of Record

Abstract

Developments in stochastic linearization since its inception in 1953 are summarized in this review paper along with the new, statistical orthogonality based derivation of the method. The developments that are described in this review mostly took place after extensive accounts on the classical version of the stochastic linearization technique, such as the monographs by Roberts and Spanos (1990), and by Socha (2008), and the review articles by Socha (2005) and Crandall (2006), have been published the recent decade. This essay is an updated version of our previous reviews (1995, 2000) along with the new derivation of the formulas of the classical stochastic linearization technique.

First Page

115

Last Page

189

DOI

10.1007/978-3-7091-1306-6_3

Publication Date

1-1-2012

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