Semi-Plenary Lecture 1

Room: Audimax
Time: Tuesday, 29. September 2026, 10:20 - 11:00
Chair: Matthias Faes

Ioannis A Kougioumtzoglou

Associate Professor
Department of Civil Engineering & Engineering Mechanics
Columbia University, USA

Path integrals in stochastic engineering dynamics

Advances in computational power, signal processing, experimental techniques, and emerging technologies have enabled increasingly detailed mathematical models of dynamical systems across scales. Despite this progress, stochastic engineering dynamics continues to face persistent challenges related to high dimensionality, complex nonlinear and hysteretic behavior, and non-white, non-Gaussian excitation modeling. Existing solution methods typically fall into two categories: highly accurate approaches whose computational cost grows prohibitively with system dimensionality, and efficient methods that can treat large systems but are limited to low-order response statistics. Bridging this gap remains a central challenge in the field. This talk presents the Wiener Path Integral (WPI) framework as a promising solution paradigm [1]. By representing response transition probability densities as functional integrals over admissible paths, the WPI approach offers a fundamentally different formulation of stochastic dynamics problems. The resulting reduction of stochastic differential equations to deterministic optimization problems enables high accuracy with substantially reduced computational cost, opening new avenues for uncertainty quantification and stochastic mechanics.

[1] Kougioumtzoglou I. A., Psaros A. F., Spanos P. D., 2024. Path Integrals in Stochastic Engineering Dynamics, Springer, ISBN 978-3-031-57862-5, https://doi.org/10.1007/978-3-031-57863-2.

Short Bio

Dr. Kougioumtzoglou is an Associate Professor (with tenure) in the Department of Civil Engineering & Engineering Mechanics at Columbia University, USA. He is an awardee of the Junior Research Prize from the European Association of Structural Dynamics (EASD) for outstanding research in nonlinear stochastic dynamics. Dr. Kougioumtzoglou is a recipient of the prestigious CAREER award from the National Science Foundation (NSF), and of the Walter L. Huber Civil Engineering Research Prize from the American Society of Civil Engineers (ASCE) for seminal contributions to the field of stochastic engineering dynamics. He has published more than 95 peer-reviewed journal papers, and a book on “Path Integrals in Stochastic Engineering Dynamics” (Springer).