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    General Framework: Stochastic Non-Linear System: Probability Space: Random Parameters

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    pearl301010
    The document presents a general framework for analyzing stochastic non-linear systems. It involves defining a stochastic non-linear system, a probability space, and random parameters. The objective is to provide statistical data for the solution by integrating over the probability space to determine the expected value of quantities of interest.

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    General Framework: Stochastic Non-Linear System: Probability Space: Random Parameters

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    pearl301010
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    The document presents a general framework for analyzing stochastic non-linear systems. It involves defining a stochastic non-linear system, a probability space, and random parameters. The objective is to provide statistical data for the solution by integrating over the probability space to determine the expected value of quantities of interest.

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    The document presents a general framework for analyzing stochastic non-linear systems. It involves defining a stochastic non-linear system, a probability space, and random parameters. The objective is to provide statistical data for the solution by integrating over the probability space to determine the expected value of quantities of interest.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    12 views1 page

    General Framework: Stochastic Non-Linear System: Probability Space: Random Parameters

    Uploaded by

    pearl301010
    The document presents a general framework for analyzing stochastic non-linear systems. It involves defining a stochastic non-linear system, a probability space, and random parameters. The objective is to provide statistical data for the solution by integrating over the probability space to determine the expected value of quantities of interest.

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    © All Rights Reserved
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    General framework

    ‣ Stochastic non-linear system: F (u, !) = 0


    ‣ Probability space: (⌦, F, P )

    ‣ Random parameters: ! = (!1 , !2 , . . . , !M )

    ‣ Objective: provide statistical data for the solution of the problem.

    ‣ Integration (to determine the expected value of a quantity of interest):

    E[ (u( ))] = (u( ))dP ( )

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