Time-Domain Response of Damped Stochastic Multiple-Degree-of-Freedom Systems

Characterizing the time-domain response of a random multiple-degree-of-freedom dynamical system is challenging and often requires Monte Carlo simulation (MCS). Differential equations must therefore be solved for each sample, which is time-consuming. This is why polynomial chaos expansion (PCE) has been proposed as an alternative to MCS. However, it turns out that PCE is not adapted to simulate a random dynamical system for long-time integration....