Abstract
Differential equations are developed for the mean and covariance functions of the solution of one-dimensional boundary-value problems with white noise input. The equations represent an extension of the classical mean and covariance equations used in random vibration to analyze the response of linear systems subjected to white noise input. The differences between the classical and the proposed mean and covariance equations are caused by the incomplete specification of the state vector at the left end of the domain of integration and the dependence of the state vector at boundaries on the input. A statically determined and a statically indetermined beam subjected to white noise are used to illustrate the proposed method.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
