Abstract: A linear stochastic differential equation of order N excited by an external random force and whose coefficients are white noise random processes is studied. The external force may be either ...

Abstract: A linear stochastic differential equation of order N with colored noise random coefficients and random input is studied. An approximate expression for the autocorrelation of the response is ...

Abstract: This review examines the field of structural analysis where finite element methods (FEMs) are used in a probabilistic setting. The finite element method is widely used, and its application in ...