Editorial |
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IX | |
About the Book Series Editor |
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XI | |
Foreword |
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XIII | |
Preface |
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XV | |
About the Author |
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XVII | |
1 Introduction |
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1 | |
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1 | |
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1.2 Introductory examples |
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2 | |
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1.2.1 Outline of analysis |
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2 | |
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2 | |
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5 | |
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7 | |
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1.2.5 Structural analysis |
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9 | |
2 Preliminaries in probability theory and statistics |
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13 | |
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13 | |
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16 | |
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16 | |
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2.2.2 Some types of distributions |
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19 | |
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2.2.3 Conditional distribution |
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25 | |
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2.2.4 Functions of random variables |
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26 | |
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28 | |
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2.2.6 Joint probability density function models |
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30 | |
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2.2.7 Marginal and conditional distribution |
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35 | |
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36 | |
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36 | |
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2.3.2 Confidence intervals |
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40 | |
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41 | |
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2.3.4 Correlation statistics |
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44 | |
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45 | |
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48 | |
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2.4 Simulation techniques |
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50 | |
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50 | |
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2.4.2 Crude Monte Carlo simulation |
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50 | |
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2.4.3 Latin Hypercube sampling |
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51 | |
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2.4.4 Quasirandom sequences |
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54 | |
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2.4.5 Transformation of random samples |
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56 | |
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2.4.6 Simulation of correlated variables |
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56 | |
3 Regression and response surfaces |
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59 | |
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59 | |
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62 | |
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3.3 Response surface models |
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67 | |
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67 | |
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3.3.2 Linear models and regression |
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68 | |
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3.3.3 First- and second-order polynomials |
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69 | |
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3.3.4 Weighted interpolation |
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70 | |
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3.3.5 Moving least squares regression |
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71 | |
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3.3.6 Radial basis functions |
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72 | |
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3.4 Design of experiments |
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76 | |
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76 | |
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77 | |
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78 | |
4 Mechanical vibrations due to random excitations |
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81 | |
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81 | |
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83 | |
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85 | |
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4.3 Single-degree-of-freedom system response |
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87 | |
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4.3.1 Mean and variance of response |
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87 | |
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4.3.2 White noise approximation |
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92 | |
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4.4 Multi-degree-of-freedom response |
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95 | |
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4.4.1 Equations of motion |
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95 | |
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4.4.2 Covariance analysis |
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96 | |
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4.4.3 First passage probability |
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104 | |
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4.5 Monte-Carlo simulation |
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107 | |
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107 | |
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4.5.2 Central difference method |
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107 | |
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109 | |
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110 | |
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4.5.5 Digital simulation of white noise |
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112 | |
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4.6 Fokker-Planck equation |
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118 | |
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4.7 Statistical linearization |
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120 | |
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120 | |
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4.8 Dynamic stability analysis |
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125 | |
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125 | |
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4.8.2 Nonlinear stability analysis |
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127 | |
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4.8.3 Linear stability analysis |
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129 | |
5 Response analysis of spatially random structures |
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137 | |
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5.1 Representation of random fields |
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137 | |
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137 | |
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5.1.2 Properties of the auto-covariance function |
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139 | |
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5.1.3 Spectral decomposition |
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141 | |
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5.1.4 Conditional random fields |
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142 | |
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5.1.5 Local averages of random fields |
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146 | |
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5.2 Geometrical imperfections |
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148 | |
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5.3 Stochastic finite element formulation |
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150 | |
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5.3.1 Elasticity (Plane stress) |
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150 | |
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5.3.2 Principle of virtual work |
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152 | |
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5.3.3 Finite element formulation |
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153 | |
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5.3.4 Structural response |
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156 | |
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5.3.5 Stochastic stiffness matrix |
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157 | |
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5.3.6 Integration point method |
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162 | |
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5.3.7 Static response – perturbation method |
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163 | |
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5.3.8 Monte Carlo simulation |
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166 | |
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5.3.9 Natural frequencies of a structure with randomly distributed elastic modulus |
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168 | |
6 Computation of failure probabilities |
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171 | |
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6.1 Structural reliability |
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171 | |
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171 | |
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6.1.2 First order – second moment concept |
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172 | |
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6.1.3 FORM – first order reliability method |
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174 | |
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6.2 Monte Carlo simulation |
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179 | |
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6.2.1 Definitions and basics |
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179 | |
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6.2.2 Importance sampling (weighted simulation) |
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179 | |
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6.2.3 Directional sampling |
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187 | |
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6.2.4 Asymptotic sampling |
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190 | |
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6.3 Application of response surface techniques to structural reliability |
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195 | |
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195 | |
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6.3.2 Structural examples |
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200 | |
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6.4 First passage failure |
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210 | |
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6.4.1 Problem formulation |
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210 | |
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6.4.2 Extension to non-linear problems |
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213 | |
Concluding remarks |
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219 | |
Notations |
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221 | |
Bibliography |
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223 | |
Subject Index |
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229 | |
Structures and Infrastructures Series |
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231 | |