STOCHASTIC SENSITIVITY ANALYSIS OF EIGENVALUES AND EIGENVECTORS

Since the formulations proposed in this paper are based on the perturb ation approach and similar to the deterministic sensitivity analysis f ormulations, the stochastic sensitivity analysis scheme can easily be adapted to fit into the existing finite element programs. Furthermore, because only the first-order deterministic sensitivity is involved an d a set of uncorrelated random variables is employed, the stochastic s ensitivity analysis proposed does not greatly increase the computation al cost compared to deterministic analysis. The numerical results show that the proposed method is acceptable when the coefficient of variat ion is not too large.