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Second order linear differential equations with analytic uncertainties: Stochastic analysis via the computation of the probability density function
12 references·0 citing·42 second hop
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References

  • 1991Stochastic Finite Elements: A Spectral Approach5,753 cited
  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
  • 2010Spectral methods for uncertainty quantification : with applications to computational fluid dynamics572 cited
  • 2006Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures498 cited
  • 1986Probabilistic finite elements for nonlinear structural dynamics396 cited
  • 2010Time-dependent generalized polynomial chaos173 cited
  • 2010Asynchronous time integration forpolynomial chaos expansion of uncertain periodic dynamics51 cited
  • 2004The approximate solutions of some stochastic differential equations using transformations44 cited
  • 2012Stochastic Galerkin techniques for random ordinary differential equations25 cited
  • 2016Solving Random Homogeneous Linear Second-Order Differential Equations: A Full Probabilistic Description21 cited
  • 2018Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function18 cited
  • 2019Improving the Approximation of the First- and Second-Order Statistics of the Response Stochastic Process to the Random Legendre Differential Equation15 cited

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