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A critical evaluation of closure methods via two simple dynamic systems
5 references·1 citing·17 second hop
A critical evaluation of closure methods via two simple dynamic systems (2008)A critical evaluation of closure methods …Stochastic Differential Equations—An Introduction With Applications (2006)Stochastic Differential Equat…Stochastic Calculus: Applications in Science and Engineering (2002)Stochastic Calculus: Applicat…A New Perspective on the Moment Closure Method (1995)A New Perspective on the Mome…Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Differential Equat…Probabilistic Theory of Structural Dynamics (1976)Probabilistic Theory of Struc…A copula-based Gaussian mixture closure method for stochastic response of nonlinear dynamic systems (2019)A copula-based Gaussian mixtu…Stochastic Differential Equations: Theory and Applications. (1976)A solution method for linear and geometrically nonlinear MDOF systems with random properties subject to random excitation (1998)A moment-equation-copula-closure method for nonlinear vibrational systems subjected to correlated noise (2016)Random vibration and statistical linearization (1990)An Introduction to Copulas (1999)Dependence Modeling with Copulas (2014)Probabilistic engineering mechanics (1993)Stochastic Finite Elements (2009)A simple and efficient methodology to approximate a general non-Gaussian stationary stochastic process by a translation process (2011)Random field finite elements (1986)Nonlinear Vibration Models for Extremes and Fatigue (1988)A nonparametric model of random uncertainties for reduced matrix models in structural dynamics (2000)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (2004)An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (2009)
this work references cited by second hop

References

  • 1987Stochastic Differential Equations: An Introduction with Applications.3,963 cited
  • 2006Stochastic Differential Equations—An Introduction With Applications1,648 cited
  • 1976Probabilistic Theory of Structural Dynamics1,398 cited
  • 2002Stochastic Calculus: Applications in Science and Engineering345 cited
  • 1995A New Perspective on the Moment Closure Method25 cited

Cited by

  • 2019A copula-based Gaussian mixture closure method for stochastic response of nonlinear dynamic systems10 cited

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