Application of the λ-Neumann Monte Carlo Methodology for Uncertainty Quantification in the Bending Problem of a Timoshenko Beam Supported on a Stochastic Winkler Foundation

Abstract This paper proposes the application of the λ-Neumann Monte Carlo method to estimate the statistical moments of the solution to the bending problem of a Timoshenko beam resting on a stochastic Winkler foundation. Uncertainty is modeled in the beam and foundation stiffness coefficients, via parameterized stochastic processes. The methodology proposed in this work differs from the usual approach, as it is developed based on theoretical results regarding the existence and uniqueness of the realizations. The consistency of the numerical approximations is ensured through rigorous analysis of the well-posedness of the underlying stochastic boundary value problem. This theoretical result guides the choice of approximation spaces via the Galerkin method, leading to realizations consistent with this result. Consequently, statistically consistent estimators of the expected value and variance of the transverse and angular displacement stochastic processes are obtained. The Monte Carlo simulation method is used to evaluate the performance of the proposed methodology, in two practical examples.

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Publication Details

Journal
International Journal of Applied and Computational Mathematics
Published
2026-05-22
DOI
https://doi.org/10.1007/s40819-026-02115-9
Primary Topic
Probabilistic and Robust Engineering Design
Type
article
Field-Weighted Citation Impact
0.00

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article

Application of the λ-Neumann Monte Carlo Methodology for Uncertainty Quantification in the Bending Problem of a Timoshenko Beam Supported on a Stochastic Winkler Foundation

Cláudio R. Avila da S., Roberto Squarcio
International Journal of Applied and Computational Mathematics
Probabilistic and Robust Engineering Design
article

Application of the λ-Neumann Monte Carlo Methodology for Uncertainty Quantification in the Bending Problem of a Timoshenko Beam Supported on a Stochastic Winkler Foundation

Cláudio R. Avila da S., Roberto Squarcio
article en

Abstract

Abstract This paper proposes the application of the λ-Neumann Monte Carlo method to estimate the statistical moments of the solution to the bending problem of a Timoshenko beam resting on a stochastic Winkler foundation. Uncertainty is modeled in the beam and foundation stiffness coefficients, via parameterized stochastic processes. The methodology proposed in this work differs from the usual approach, as it is developed based on theoretical results regarding the existence and uniqueness of the realizations. The consistency of the numerical approximations is ensured through rigorous analysis of the well-posedness of the underlying stochastic boundary value problem. This theoretical result guides the choice of approximation spaces via the Galerkin method, leading to realizations consistent with this result. Consequently, statistically consistent estimators of the expected value and variance of the transverse and angular displacement stochastic processes are obtained. The Monte Carlo simulation method is used to evaluate the performance of the proposed methodology, in two practical examples.

International Journal of Applied and Computational MathematicsVol. 12(3)
Universidade Tecnológica Federal do Paraná (BR)
Conselho Nacional de Desenvolvimento Científico e Tecnológico, Universidade Tecnológica Federal do Paraná
Openalex Percentile: Top 5%
Probabilistic and Robust Engineering Design
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