Course content

Transformation of random variables. Monte Carlo simulation. Probability distributions for response. Parameter-estimation. Extreme-value statistics. Stochastic processes. Auto- and cross-correlation functions. Spectra and cross-spectra. Differentiation of stochastic processes. Excitation-response of stochastic processes. Response-statistics.

Learning outcome

To demonstrate detailed knowledge of the basic principles and methods which are used to describe stochastic processes with the emphasis on the applications to sealoads and motions of marine systems. To show detailed knowledge of statistical methods and of the basis for description of stochastic processes. This includes detailed knowledge of the topics given in the academic content. To be able to make simple calculations of stochastic loads on and responses of marine structures. To document mastering of the concepts and terminology which are used in statistical methods and for description of stochastic processes and how this is applied in marine technology.

Learning methods and activities

Lectures and exercises. 75% of the exercises are mandatory and have to be approved in order to take the exam. Examination papers will be given in English only. Students are free to choose Norwegian or English for written assessments.

Compulsory assignments

• Obligatory exercises

Recommended previous knowledge

TMA4240/45 Statistics, TMR4247 Marine Technology - Hydrodynamics, TMR4182 Marine Dynamics or equivalent.

Course materials

D.E. Newland: An introduction to random vibrations, spectral and wavelet analysis, 3rd edition, 1993. B.J. Leira: Lecture notes, D. Myrhaug: Lecture notes.

Credit reductions