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Stochastic Methods Applied in Nonlinear Analysis of Marine Structures



Course format On-site
Datum 2021-01-11 - 2021-05-07

Course content

This subject is concerned with response analysis of structures subjected to stochastic loading. The theory will be demonstrated with examples relating to marine structures. The subject deals with the following topics:

  • general introduction about stochastic vector processes
  • application on response analysis of linear and nonlinear multi-degree of freedom systems
  • Monte Carlo simulation of stochastic processes. Equivalent linearization, perturbation methods, Volterra series.
  • hybrid frequency-time domain analysis of wave-induced dynamic responses
  • second-order wave load/response analysis and statistics
  • extreme value statistics of nonlinear systems
  • long-term extreme value prediction based on full long-term approach and contour line method.
  • load effects for design against ultimate collapse and fatigue
  • analysis of measured or simulated time series for load effects (filtering, choice of models, parameter estimation).


Recommended previous knowledge

TMR4235 Stochastic theory of sealoads or equivalent.

Learning outcomes

After completion of this subject the candidate should have acquired competence in the research front within selected topics of structural analysis and an ability to formulate and solve complex problems within this field.


  • After completion of this course the candidate should have a deep insight into stochastic response analysis of marine structures with nonlinear structural behaviour or nonlinear wave- and wind loads – and the assessment of the accuracy of the calculation results.


After completing this course the candidate should be able to

  • independently carry out nonlinear structural analysis by means of existing software and critically assess interpret the results of the analysis.
  • formulate research goals within this subject area.
  • carry out literature search and acquire knowledge from scientific articles.
  • carry our peer review of scientific articles within the subject area.

General competence:

After completion of this subject the candidate should have developed his ability to reason in a critical manner and utilize this ability to ensure quality control and further development of the knowledge present in the scientific literature as well as to assess where the research front lies in the relevant subject.


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