Principal Investigator Themistoklis Sapsis
Dynamical systems subjected to correlated noise is in most engineering applications the rule rather than the exception (in contrast to white-noise). While for white-noise excitation the input spectrum is essentially flat and there are probabilistic tools to analyze the response, correlated noise is characterized in most cases by broadband spectra with non-uniform distribution of energy across harmonics and for this case the determination of the response statistics is not straightforward.
An important class of engineering systems modeled as dynamical systems under correlated noise is ships and ocean structures subjected to water waves, e.g. ship rolling motion. The random character of the environment that these systems operate in makes it essential to characterize their dynamics in a probabilistic framework (i.e. determine statistics for their motion rather than individual trajectories).