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University of Illinois at Urbana-Champaign

Contributions to the Computational Analysis of Multi-Dimensional Stochastic Dynamical Systems

Abstract

dc:description

Classical covariance control theory is extended to the case of nonlinear systems using the method of statistical linearization. The design procedure is applied to several nonlinear systems of civil engineering interest including hysteretic oscillators. The idea of covariance control is then generalized to the problem of response moment specification where higher order response moments are prescribed with the hope of having more authority over response extremes. The algorithm is then demonstrated by application to a Duffing oscillator.

Degree

thesis:*
Name thesis:degree_name
Ph.D.
Level thesis:degree_level
Dissertation
Discipline thesis:degree_discipline
Aerospace Engineering
Grantor
University of Illinois at Urbana-Champaign
Year dc:date
2015

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Wojtkiewicz, Steven F., Jr
Contributors dc:contributor
  • Bergman, Lawrence A.

Subjects

dc:subject × 1

Rights

Language dc:language
eng

Identifiers

dc:identifier.*
Identifier
(MiAaPQ)AAI9971221
OAI identifier oai:identifier
oai:www.ideals.illinois.edu:2142/85135

Chain of custody

source
Harvested from
University of Illinois - Urbana-Champaign
Base URL
www.ideals.illinois.edu/oai-pmh
Last updated
2026-07-22
Source record
OAI-PMH GetRecord
citation

Wojtkiewicz, Steven F., Jr. Contributions to the Computational Analysis of Multi-Dimensional Stochastic Dynamical Systems. Dissertation thesis, University of Illinois at Urbana-Champaign, 2015. http://hdl.handle.net/2142/85135