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Path Integral Methods for the Probabilistic Analysis of Nonlinear Systems Under a White-Noise Process
16 references·7 citing·30 second hop
Path Integral Methods for the Probabilistic Analysis of Nonlinear Systems Under a White-Noise Process (2020)Path Integral Methods for the Probabilist…Direct probability integral method for stochastic response analysis of static and dynamic structural systems (2019)Direct probability integral m…Stochastic Differential Equations (2014)Stochastic Differential Equat…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…The probability density evolution method for dynamic response analysis of non‐linear stochastic structures (2005)The probability density evolu…Probability density evolution method for dynamic response analysis of structures with uncertain parameters (2004)Probability density evolution…Efficient path integration methods for nonlinear dynamic systems (2000)Efficient path integration me…A state-of-the-art report on computational stochastic mechanics (1997)A state-of-the-art report on …Applied non-Gaussian processes : examples, theory, simulation, linear random vibration, and MATLAB solutions (1995)Applied non-Gaussian processe…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…Cumulant-neglect closure for non-linear oscillators under random parametric and external excitations (1984)Cumulant-neglect closure for …Probabilistic Theory of Structural Dynamics (1976)Probabilistic Theory of Struc…First-crossing probabilities of the linear oscillator (1970)First-crossing probabilities …On stochastic differential equations (1951)On stochastic differential eq…On a Formula Concerning Stochastic Differentials (1951)On a Formula Concerning Stoch…Stochastic dynamics of mechanical systems with impacts via the Step Matrix multiplication based Path Integration method (2024)Stochastic dynamics of mechan…Response and reliability of suspension system under stochastic and periodic track excitations by path integral method (2023)Response and reliability of s…A Wiener path integral technique for determining the stochastic response of nonlinear oscillators with fractional derivative elements: A constrained variational formulation with free boundaries (2023)A Wiener path integral techni…Systematic matrix formulation for efficient computational path integration (2022)Systematic matrix formulation…Stochastic dynamic analysis of nonlinear MDOF systems under combined Gaussian and Poisson noise excitation based on DPIM (2022)Stochastic dynamic analysis o…Response Statistics of Single-Degree-of-Freedom Systems with Lévy Noise by Improved Path Integral Method (2022)Response Statistics of Single…A Wiener Path Integral Formalism for Treating Nonlinear Systems with Non-Markovian Response Processes (2022)A Wiener Path Integral Formal…Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems (1993)Probability density evolution method: Background, significance and recent developments (2015)Numerical solution of stochastic differential equations (2016)The stochastic finite-element method (1980)Neumann Expansion for Stochastic Finite Element Analysis (1988)The extreme value distribution and dynamic reliability analysis of nonlinear structures with uncertain parameters (2006)The Number Theoretical Method in Response Analysis of Nonlinear Stochastic Structures (2006)Advances of the probability density evolution method for nonlinear stochastic systems (2011)Stochastic Differential Equations and Diffusion Processes (1983)Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data (1988)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Functional Itô calculus and stochastic integral representation of martingales (2013)On stationary solutions of a stochastic differential equation (1964)Diffusion processes with continuous coefficients, I (1969)Itô’s stochastic calculus: Its surprising power for applications (2010)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)Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations (2004)Stochastic Dynamics of Marine Structures (2012)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Entropy search for information-efficient global optimization (2012)A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics (2004)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)Probabilistic engineering mechanics (1993)Computational stochastic mechanics – recent advances (2001)Simulation of second-order processes using Karhunen–Loeve expansion (2002)
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References

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  • 2011

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An analytical Wiener path integral technique for non-stationary response determination of nonlinear oscillators
181 cited
  • 1970First-crossing probabilities of the linear oscillator168 cited
  • Cited by

    • 2023A Wiener path integral technique for determining the stochastic response of nonlinear oscillators with fractional derivative elements: A constrained variational formulation with free boundaries24 cited
    • 2022Stochastic dynamic analysis of nonlinear MDOF systems under combined Gaussian and Poisson noise excitation based on DPIM19 cited
    • 2022A Wiener Path Integral Formalism for Treating Nonlinear Systems with Non-Markovian Response Processes16 cited
    • 2022Response Statistics of Single-Degree-of-Freedom Systems with Lévy Noise by Improved Path Integral Method14 cited
    • 2023Response and reliability of suspension system under stochastic and periodic track excitations by path integral method13 cited
    • 2024Stochastic dynamics of mechanical systems with impacts via the Step Matrix multiplication based Path Integration method12 cited
    • 2022Systematic matrix formulation for efficient computational path integration12 cited