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Nondeterministic Mechanics pp 115–189Cite as

The Tale of Stochastic Linearization Technique: Over Half a Century of Progress

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Part of the book series: CISM Courses and Lectures ((CISM,volume 539))

Abstract

Developments in stochastic linearization since its inception in 1953 are summarized in this review paper along with the new, statistical orthogonality based derivation of the method. The developments that are described in this review mostly took place after extensive accounts on the classical version of the stochastic linearization technique, such as the monographs by Roberts and Spanos (1990), and by Socha (2008), and the review articles by Socha (2005) and Crandall (2006), have been published the recent decade. This essay is an updated version of our previous reviews (1995, 2000) along with the new derivation of the formulas of the classical stochastic linearization technique.

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Authors and Affiliations

  1. Department of Ocean and Mechanical Engineering, Florida Atlantic University, Boca Raton, FL, 33431-0991, USA

    Isaac Elishakoff

  2. Electricite de France, 79/81 rue Pierre Sémard, 92320, Châtillon, France

    Lova Andriamasy

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  1. Isaac Elishakoff
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  2. Lova Andriamasy
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Editors and Affiliations

  1. Florida Atlantic University, Boca Raton, USA

    Isaac Elishakoff

  2. Université Paris-Est, Marne-La-Vallée, France

    Christian Soize

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Elishakoff, I., Andriamasy, L. (2012). The Tale of Stochastic Linearization Technique: Over Half a Century of Progress. In: Elishakoff, I., Soize, C. (eds) Nondeterministic Mechanics. CISM Courses and Lectures, vol 539. Springer, Vienna. https://doi.org/10.1007/978-3-7091-1306-6_3

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