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A closed form approximation and error quantification for the response transition probability density function of a class of stochastic differential equations
14 references·1 citing·31 second hop
A closed form approximation and error quantification for the response transition probability density function of a class of stochastic differential equations (2017)A closed form approximation and error qua…A Wiener Path Integral Solution Treatment and Effective Material Properties of a Class of One-Dimensional Stochastic Mechanics Problems (2017)A Wiener Path Integral Soluti…Statistical Linearization of Nonlinear Structural Systems with Singular Matrices (2016)Statistical Linearization of …An Efficient Wiener Path Integral Technique Formulation for Stochastic Response Determination of Nonlinear MDOF Systems (2015)An Efficient Wiener Path Inte…Stochastic response determination of nonlinear oscillators with fractional derivatives elements via the Wiener path integral (2014)Stochastic response determina…An analytical Wiener path integral technique for non-stationary response determination of nonlinear oscillators (2011)An analytical Wiener path int…Stochastic Dynamics of Structures (2009)Stochastic Dynamics of Struct…Stochastic Differential Equations—An Introduction With Applications (2006)Stochastic Differential Equat…Stochastic Calculus: Applications in Science and Engineering (2002)Stochastic Calculus: Applicat…Response statistics of nonlinear, compliant offshore structures by the path integral solution method (1993)Response statistics of nonlin…Random vibration and statistical linearization (1990)Random vibration and statisti…Structural Response Variability II (1988)Structural Response Variabili…Structural Response Variability (1987)Structural Response Variabili…Stochastic averaging: An approximate method of solving random vibration problems (1986)Stochastic averaging: An appr…Probabilistic Theory of Structural Dynamics (1976)Probabilistic Theory of Struc…An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators (2019)An approximate technique for …Random Vibration of Mechanical and Structural Systems (1992)Simulation and the Monte Carlo Method (2007)Stochastic dynamic response and reliability assessment of controlled structures with fractional derivative model of viscoelastic dampers (2015)Galerkin Scheme-Based Determination of Survival Probability of Oscillators With Fractional Derivative Elements (2016)Stochastic Differential Equations: Theory and Applications. (1976)Stochastic Differential Equations: An Introduction with Applications. (1987)Response and First-Passage Statistics of Nonlinear Oscillators via a Numerical Path Integral Approach (2012)Nonstationary Stochastic Response Determination of Nonlinear Systems: A Wiener Path Integral Formalism (2014)Digital simulation of random processes and its applications (1972)Method for Random Vibration of Hysteretic Systems (1976)A new path integration procedure based on Gauss-Legendre scheme (1997)Equivalent linearization and Monte Carlo simulation in stochastic dynamics (2003)Monte Carlo solution of structural dynamics (1972)Basic Analysis of Structural Safety (1983)Weighted integral method in stochastic finite element analysis (1990)Nonprobabilistic, convex-theoretic modeling of scatter in material properties (1994)Spectral Polynomial Chaos Solutions of the Stochastic Advection Equation (2002)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)The dynamics of speculative behaviour (1992)Advances of the probability density evolution method for nonlinear stochastic systems (2011)A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters (2015)Random function based spectral representation of stationary and non-stationary stochastic processes (2016)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)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)Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations (2004)
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References

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  • 2019An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators11 cited