Stochastic variational inequalities and their applications in engineering
Laurent Mertz, CIMS

Stochastic variational inequalities (SVI) are useful to model nonlinear phenomena with memory such as permanent (also called plastic) deformations of a certain type a mechanical structure under random forcing. A major advantage of SVIs is to allow us to work in a markovian framework for problems originally formulated with memory. In this presentation, I will show two cycle properties of a SVI arising in random mechanics and their applications to risk analysis of failure of a simple mechanical structure.