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A hierarchy of upper bounds on the response of stochastic systems with large variation of their properties: random field case
Authors:G Deodatis  L Graham-Brady  R Micaletti
Affiliation:

a Department of Civil Engineering and Engineering Mechanics, Columbia University, 500 West 120th Street, New York, NY 10027-6699, USA

b Department of Civil Engineering, Johns Hopkins University, Baltimore, MD, USA

c Consultant, New York, NY, USA

Abstract:This paper is the second of a two-part series that constitutes an effort to establish spectral- and probability-distribution-free upper bounds on various probabilistic indicators of the response of stochastic systems. The concept of the generalized variability response function is introduced and used with the aid of associated fields to extend the upper bounds established in the first paper for the special case of material property variations modeled by random variables to more general problems involving random fields. Specifically, a hierarchy of spectral- and probability-distribution-free upper bounds on the mean, variance, and exceedance values of the response of stochastic systems is established when only the coefficient of variation and lower limit of the stochastic material properties are known. Furthermore, a hierarchy of probability-distribution-free upper bounds on these quantities is established when the spectral density function describing the stochastic material properties is known in addition to the coefficient of variation and the lower limit.
Keywords:Stochastic finite element methods  Variability response functions  Stochastic simulation
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