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Machine generated contents note: Introduction 3 1. Mathematical considerations 14 1.1. Stochastic perturbation technique basis 14 1.2. Least squares technique description 34 1.3. Time series analysis 47 2. The Stochastic Finite Element Method (SFEM) 73 2.1. Governing equations and variational formulation 73 2.1.1. Linear potential problems 73 2.1.2. Linear elastostatics 75 2.1.3. Nonlinear elasticity problems 78 2.1.4. Variational equations of elastodynamics 79 2.1.5. Transient analysis of the heat transfer 80 2.1.6. Thermo-piezoelectricity governing equations 82 2.1.7. Navier-Stokes equations 86 2.2. Stochastic Finite Element Method equations 89 2.2.1. Linear potential problems 89 2.2.2. Linear elastostatics 91 2.2.3. Nonlinear elasticity problems 94 2.2.4. SFEM in elastodynamics 98 2.2.5. Transient analysis of the heat transfer 101 2.2.6. Coupled thermo-piezoelectrostatics SFEM equations 105 2.2.7. Navier-Stokes perturbation-based equations 107 2.3. Computational illustrations 109 2.3.1. Linear potential problems 109 2.3.1.1. 1D fluid flow with random viscosity 109 2.3.1.2. 2D potential problem by the response function 114 2.3.2. Linear elasticity 118 2.3.2.1. Simple extended bar with random stiffness 118 2.3.2.2. Elastic stability analysis of the steel telecommunication tower 123 2.3.3. Nonlinear elasticity problems 129 2.3.4. Stochastic vibrations of the elastic structures 133 2.3.4.1. Forced vibrations with random parameters for a simple 2 d.o.f. system 133 2.3.4.2. Eigenvibrations of the steel telecommunication tower with random stiffness 138 2.3.5. Transient analysis of the heat transfer 140 2.3.5.1. Heat conduction in the statistically homogeneous rod 140 2.3.5.2. Transient heat transfer analysis by the RFM 145 3. The Stochastic Boundary Element Method (SBEM) 152 3.1. Deterministic formulation of the Boundary Element Method 151 3.2. Stochastic generalized perturbation approach to the BEM 156 3.3. The Response Function Method into the SBEM equations 158 3.4. Computational experiments 162 4. The Stochastic Finite Difference Method (SFDM) 186 4.1. Analysis of the unidirectional problems with Finite Differences 186 4.1.1. Elasticity problems 186 4.1.2. Determination of the critical moment for the thin-walled elastic structures 199 4.1.3. Introduction to the elastodynamics using difference calculus 204 4.1.4. Parabolic differential equations 210 4.2. Analysis of the boundary value problems on 2D grids 214 4.2.1. Poisson equation 214 4.2.2. Deflection of elastic plates in Cartesian coordinates 219 4.2.3. Vibration analysis of the elastic plates 227 5. Homogenization problem 230 5.1. Composite material model 232 5.2. Statement of the problem and basic equations 237 5.3. Computational implementation 244 5.4. Numerical experiments 246 6. Concluding remarks 284 7. References 289 8. Index 300 .