Linear Dynamical Systems

Professor Mircea Dan Grigoriu is Professor of Engineering in the Department of Civil Engineering and member of the Field of Applied Mathematics at Cornell University, Ithaca, NY. He received a doctoral degree from MIT after earning degrees in civil engineering and mathematics from the Institute of Civil Engineering and the University of Bucharest, Romania. His research interests are in random vibration, stochastic calculus, numerical methods for solving stochastic problems, probabilistic models for microstructures, wind/earthquake engineering, climate models, and Monte Carlo simulation. He is the author of over 200 papers in referred journals and four books on Random Vibration of Mechanical and Structural Systems (with T.T. Soong), Prentice Hall, 1992, Applied Non-Gaussian Processes, Prentice Hall, 1995, Stochastic Calculus. Applications in Science and Engineering, Birkhüaser, 2002, and Stochastic Systems. Uncertainty Quantification and Propagation, Springer, 2012.

• Chapter 1. Introduction.- Chapter 2. Single degree of freedom (SDOF) systems.- Chapter 3. Eigenvalue problem.- Chapter 4. Multi-degree of freedom (MDOF) systems.- Chapter 5. Continuous systems.