Jie Li & Jianbing Chen 
Stochastic Dynamics of Structures [PDF ebook] 

In Stochastic Dynamics of Structures, Li and Chen present a
unified view of the theory and techniques for stochastic dynamics
analysis, prediction of reliability, and system control of
structures within the innovative theoretical framework of physical
stochastic systems. The authors outline the fundamental concepts of
random variables, stochastic process and random field, and
orthogonal expansion of random functions. Readers will gain insight
into core concepts such as stochastic process models for typical
dynamic excitations of structures, stochastic finite element, and
random vibration analysis. Li and Chen also cover advanced topics,
including the theory of and elaborate numerical methods for
probability density evolution analysis of stochastic dynamical
systems, reliability-based design, and performance control of
structures.

Stochastic Dynamics of Structures presents techniques for
researchers and graduate students in a wide variety of engineering
fields: civil engineering, mechanical engineering, aerospace and
aeronautics, marine and offshore engineering, ship engineering, and
applied mechanics. Practicing engineers will benefit from the
concise review of random vibration theory and the new methods
introduced in the later chapters.

‘The book is a valuable contribution to the continuing
development of the field of stochastic structural dynamics,
including the recent discoveries and developments by the authors of
the probability density evolution method (PDEM) and its
applications to the assessment of the dynamic reliability and
control of complex structures through the equivalent extreme-value
distribution.’

–A. H-S. Ang, NAE, Hon. Mem. ASCE, Research Professor,
University of California, Irvine, USA

‘The authors have made a concerted effort to present a
responsible and even holistic account of modern stochastic
dynamics. Beyond the traditional concepts, they also discuss
theoretical tools of recent currency such as the Karhunen-Loeve
expansion, evolutionary power spectra, etc. The theoretical
developments are properly supplemented by examples from earthquake,
wind, and ocean engineering. The book is integrated by also
comprising several useful appendices, and an exhaustive list of
references; it will be an indispensable tool for students,
researchers, and practitioners endeavoring in its thematic
field.’

–Pol Spanos, NAE, Ryon Chair in Engineering, Rice
University, Houston, USA

Table of Content

Foreword.

Preface.

1 Introduction.

1.1 Motivations and Historical Clues.

1.2 Contents of the Book.

2 Stochastic Processes and Random Fields.

2.1 Random Variables.

2.2 Stochastic Processes.

2.3 Random Fields.

2.4 Orthogonal Decomposition of Random Functions.

3 Stochastic Models of Dynamic Excitations.

3.1 General Expression of Stochastic Excitations.

3.2 Seismic Ground Motions.

3.3 Fluctuating Wind Speed in the Boundary Layer.

3.4 Wind Wave and Ocean Wave Spectrum.

3.5 Orthogonal Decomposition of Random Excitations.

4 Stochastic Structural Analysis.

4.1 Introductory Remarks.

4.2 Fundamentals of Deterministic Structural Analysis.

4.3 Random Simulation Method.

4.4 Perturbation Approach.

4.5 Orthogonal Expansion Theory.

5 Random Vibration Analysis.

5.1 Introduction.

5.2 Moment Functions of the Responses.

5.3 Power Spectral Density Analysis.

5.4 Pseudo-Excitation Method.

5.5 Statistical Linearization.

5.6 Fokker?Planck?Kolmogorov Equation.

6 Probability Density Evolution Analysis: Theory.

6.1 Introduction.

6.2 The Principle of Preservation of Probability.

6.3 Markovian Systems and State Space Description: Liouville and
Fokker?Planck?Kolmogorov Equations.

6.4 Dostupov?Pugachev Equation.

6.5 The Generalized Density Evolution Equation.

6.6 Solution of the Generalized Density Evolution Equation.

7 Probability Density Evolution Analysis: Numerical
Methods.

7.1 Numerical Solution of First-Order Partial Differential
Equation.

7.2 Representative Point Sets and Assigned Probabilities.

7.3 Strategy for Generating Basic Point Sets.

7.4 Density-Related Transformation.

7.5 Stochastic Response Analysis of Nonlinear MDOF
Structures.

8 Dynamic Reliability of Structures.

8.1 Fundamentals of Structural Reliability Analysis.

8.2 Dynamic Reliability Analysis: First-Passage Probability
Based on Excursion Assumption.

8.3 Dynamic Reliability Analysis: Generalized Density Evolution
Equation-Based Approach.

8.4 Structural System Reliability.

9 Optimal Control of Stochastic Systems.

9.1 Introduction.

9.2 Optimal Control of Deterministic Systems.

9.3 Stochastic Optimal Control.

9.4 Reliability-Based Control of Structural Systems.

Appendix A: Dirac Delta Function.

A.1 Definition.

A.2 Integration and Differentiation.

A.3 Common Physical Backgrounds.

Appendix B: Orthogonal Polynomials.

B.1 Basic Concepts.

B.2 Common Orthogonal Polynomials.

Appendix C: Relationship between Power Spectral Density and
Random Fourier Spectrum.

C.1 Spectra via Sample Fourier Transform.

C.2 Spectra via One-sided Finite Fourier Transform.

Appendix D: Orthonormal Base Vectors.

Appendix E: Probability in a Hyperball.

E.1 The Case s is Even.

E.2 The Case s is Odd.

E.3 Monotonic Features of F(r, s).

Appendix F: Spectral Moments.

Appendix G: Generator Vectors in the Number Theoretical
Method.

References and Bibliography.

Index.

About the author

Jie Li is a Professor of Civil Engineering at Tongji University, specializing in the area of earthquake engineering and stochastic mechanics. He has worked on uncertainty quantification, response analysis, and reliability evaluation of structural systems involving randomness — integrating both for system parameters and excitations — for more than 15 years. He has authored six monographs and published over 200 papers in peer reviewed journals. Li holds executive positions in China’s major architectural, vibration engineering, and disaster prevention societies and laboratories. He is the Editor-in-Chief of the Journal of Tongji University (Natural Science Series) and is on the editorial board of over 10 international and Chinese journals, including the International Journal of Nonlinear Mechanics and Earthquake Engineering and Engineering Vibrations. He has received a variety of national and provincial-level awards for Advancement in Science and Technology. Li holds a Ph.D. in Civil Engineering from Tongji University.

Jianbing Chen is an Associate Professor of Civil Engineering at Tongji University and serves at the State Key Laboratory in Disaster Reduction in Civil Engineering. He specializes in earthquake engineering and stochastic mechanics. Awards include the MOE’s National Science Award, National Excellent Doctoral Thesis, Shanghai City’s Excellent Young Teacher Award, and acceptance into the MOE’s Excellent Scholars Program. He holds a B.S. from Northeastern University and a Ph.D. from Tongji University, both in Civil Engineering.