Stochastic sensitivity analysis of eigenvalues and eigenvectors

Since the formulations proposed in this paper are based on the perturbation approach and similar to the deterministic sensitivity analysis formulations, 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 and a set of uncorrelated random variables is employed, the stochastic sensitivity analysis proposed does not greatly increase the computational cost compared to deterministic analysis. The numerical results show that the proposed method is acceptable when the coefficient of variation is not too large.