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Please use this identifier to cite or link to this item: http://repository.iitr.ac.in/handle/123456789/15549
Title: An efficient computational solution scheme of the random eigenvalue problems
Authors: Chowdhury, Rajib
Adhikari S.
Published in: Proceedings of Collection of Technical Papers - AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference
Abstract: This paper presents a practical solution for probabilistic characterization of real valued eigenvalues of positive semi-definite random matrices. The present method is founded on the concept of high dimensional model representation (HDMR) technique. The method involves HDMR that facilitates lower dimensional approximation of the eigenvalues, response surface generation of HDMR component functions, and efficient Monte Carlo simulation for probability density functions. HDMR is a general set of quantitative model assessment and analysis tools for capturing the high-dimensional relationships between sets of input and output model variables. It is a very efficient formulation of the system response, if higher-order variable correlations are weak, allowing the physical model to be captured by the first few lower-order terms. Results of two numerical examples indicate that the proposed method provides accurate and computationally efficiency. Compared with commonly-used perturbation and recently-developed asymptotic methods, no derivatives of eigenvalues are required in the present method. Copyright ¬© 2009 by the American Institute of Aeronautics and Astronautics, Inc.
Citation: Proceedings of Collection of Technical Papers - AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference, (2009). Palm Springs, CA
URI: http://repository.iitr.ac.in/handle/123456789/15549
Issue Date: 2009
Keywords: Analysis tools
Asymptotic method
Computational solutions
Efficient formulation
Eigenvalue problem
Eigenvalues
High dimensional model representation techniques
High-dimensional
Higher order
Input and outputs
Model variables
Monte Carlo Simulation
Numerical example
Physical model
Practical solutions
Quantitative models
Random matrices
Response surface
System response
Combinatorial optimization
Computer simulation
Eigenvalues and eigenfunctions
Probability density function
Structural dynamics
Monte Carlo methods
ISBN: 9.78156E+12
ISSN: 2734508
Author Scopus IDs: 10046255200
24436440900
Author Affiliations: Chowdhury, R., Department of Aerospace Engineering, School of Engineering, Swansea University, Swansea, SA2 8PP, United Kingdom
Adhikari, S., Department of Aerospace Engineering, School of Engineering, Swansea University, Swansea, SA2 8PP, United Kingdom
Corresponding Author: Chowdhury, R.; Department of Aerospace Engineering, School of Engineering, Swansea University, Swansea, SA2 8PP, United Kingdom; email: R.Chowdhury@Swansea.ac.uk
Appears in Collections:Conference Publications [CE]

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