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


Abstract:
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.