ENME E6220

STOCHASTIC ENGINEERING MECHANICS

Columbia University in the City of New York · UGRD · Fall 2026

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Random process theory: stationary and ergodic processes, correlation functions and power spectra, non-stationary, non-white and non-Gaussian processes. Uncertainty quantification and simulation of environmental excitations and material/media properties, even when subject to limited/incomplete data: joint time-frequency analysis, sparse representations and compressive sampling concepts and tools. Stochastic dynamics and reliability assessment of diverse engineering systems: complex nonlinear/hysteretic behaviors and/or fractional derivative modeling. Emphasis on solution methodologies based on Monte Carlo simulation, statistical linearization, and Wiener path integral. Examples from civil, marine, mechanical and aerospace engineering

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Class #columbia_in_city_new_york-ENMEE6220Fall 2026UGRD3.00 credits
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