MR8503 - Stochastic Methods Applied in Nonlinear Analysis of Marine Structures


Examination arrangement

Examination arrangement: Oral examination
Grade: Passed/Failed

Evaluation Weighting Duration Grade deviation Examination aids
Oral examination 100/100

Course content

This subject is concerned with response analysis of structures subjected to stochastic loading. The theory will be demonstrated with examples relating to marine structures. The subject deals with the following topics:
- general introduction about stochastic vector processes
- application on response analysis of linear and nonlinear multi-degree of freedom systems
- Monte Carlo simulation of stochastic processes. Equivalent linearization, perturbation methods, Volterra series.
- hybrid frequency-time domain analysis of wave-induced dynamic responses
- second-order wave load/response analysis and statistics
- extreme value statistics of nonlinear systems
- long-term extreme value prediction based on full long-term approach and contour line method.
- load effects for design against ultimate collapse and fatigue
- analysis of measured or simulated time series for load effects (filtering, choice of models, parameter estimation).

Learning outcome

After completion of this subject the candidate should have acquired competence in the research front within selected topics of structural analysis and an ability to formulate and solve complex problems within this field.

After completion of this course the candidate should have a deep insight into stochastic response analysis of marine structures with nonlinear structural behaviour or nonlinear wave- and wind loads – and the assessment of the accuracy of the calculation results.

After completing this course the candidate should be able to
- independently carry out nonlinear structural analysis by means of
existing software and critically assess interpret the results of the
- formulate research goals within this subject area.
- carry out literature search and acquire knowledge from scientific
- carry our peer review of scientific articles within the subject area.

General competence:
After completion of this subject the candidate should have developed his ability to reason in a critical manner and utilize this ability to ensure quality control and further development of the knowledge present in the scientific literature as well as to assess where the research front lies in the relevant subject.

Learning methods and activities

Lectures. Mandatory exercises. Minimum three students must register if the course is to be taught. If there are few students, the examination form may be changed from a written to an oral exam. To pass the course a score of at least 70 percent is required.

Course materials

M.K. Ochi: Applied Probability and Stochastic Processes, John Wiley & Sons, New York, 1990.
J.B. Roberts and P.D. Spanos: Random Vibration and Statistical Linearization, Wiley, Chichester, UK, 1990.
T. Moan: Time Domain Analysis of Stochastic Response of Marine Structure, Department of Marine Technology, NTNU, Lecture Notes, December 2006. A.Næss and T.Moan: Stochastic Dynamics of Marine Structures, Cambridge University Press, 2013.
Relevant papers.

Credit reductions

Course code Reduction From To
MR8210 7.5 01.09.2014
More on the course



Version: 1
Credits:  10.5 SP
Study level: Doctoral degree level


Term no.: 1
Teaching semester:  SPRING 2021

Language of instruction: English

Location: Trondheim

Subject area(s)
  • Technological subjects
Contact information
Course coordinator: Lecturer(s):

Department with academic responsibility
Department of Marine Technology


Examination arrangement: Oral examination

Term Status code Evaluation Weighting Examination aids Date Time Digital exam Room *
Autumn ORD Oral examination 100/100
Room Building Number of candidates
Spring ORD Oral examination 100/100
Room Building Number of candidates
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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