Search results for "multi-dimensional Ornstein-Uhlenbeck process"

Stochastic fracture analysis of systems with moving material

2015

This paper considers the probability of fracture in a system in which a material travels supported by rollers. The moving material is subjected to longitudinal tension for which deterministic and stochastic models are studied. In the stochastic model, the tension is described by a multi-dimensional Ornstein-Uhlenbeck process. The material is assumed to have initial cracks perpendicular to the travelling direction, and a stochastic counting process describes the occurrence of cracks in the longitudinal direction of the material. The material is modelled as isotropic and elastic, and LEFM is applied. For a general counting process, when there is no fluctuation in tension, the reliability of t…