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A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems
16 references·9 citing·27 second hop
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References

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  • 2003Extreme Values in Finance, Telecommunications, and the Environment

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225 cited
  • 2011An analytical Wiener path integral technique for non-stationary response determination of nonlinear oscillators181 cited
  • Cited by

    • 2019A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise21 cited
    • 2025Structural design optimization under stochastic excitations considering first-passage probability constraint based on dimension-reduced probability density evolution equation20 cited
    • 2022Efficient approach for dynamic reliability analysis based on uniform design method and Box-Cox transformation20 cited
    • 2023A new path integration method for the stochastic system under Poisson white noise excitation based on a probability mapping16 cited
    • 2022An efficient load effect combination method based on probability density evolution method13 cited
    • 2023Property of intrinsic drift coefficients in globally-evolving-based generalized density evolution equation for the first-passage reliability assessment13 cited
    • 2023Response and reliability of suspension system under stochastic and periodic track excitations by path integral method13 cited
    • 2023Path integration method based on a decoupling probability mapping for fast solving the stochastic response of dynamical systems11 cited
    • 2025Dimension-reduced Chapman-Kolmogorov equation for high-dimensional stochastic dynamical systems10 cited