Set-valued processes induced by parameterised stochastic differential equations with an application to Tuned Mass Dampers |
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Authors: | Bernhard Schmelzer Michael Oberguggenberger Christoph Adam |
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Affiliation: | Institute of Basic Sciences in Civil Engineering, University of Innsbruck, Technikerstrasse 13, A-6020 Innsbruck, Austria |
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Abstract: | In this paper ordinary stochastic differential equations whose coefficients depend on uncertain parameters are considered. An approach is presented how to combine both types of uncertainty (stochastic excitation and parameter uncertainty) leading to set-valued stochastic processes. The latter serve as a robust representation of solutions of the underlying stochastic differential equations. The mathematical concept is applied to a problem from earthquake engineering, where it is shown how the efficiency of Tuned Mass Dampers can be realistically assessed in the presence of uncertainty. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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