The paper considers the computation of second-order moment functions of
the solution of large-scale systems of linear random ODEs. Such systems arise from the semi-discretization of PDEs describing continuous
vibration systems with random excitation.
Since standard methods fail because of enormous computational problems
model reduction techniques are applied. We find approximations of
the desired moment functions of the large-scale system by
computing them for a suitable low-dimensional system. Numerical results
concerning axial vibrations of thin beams are
presented.
Keywords:
random vibration, stationary stochastic process, semi-discretization of PDEs, model reduction