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Dimension-reduced Chapman-Kolmogorov equation for high-dimensional stochastic dynamical systems
16 references·1 citing·36 second hop
Dimension-reduced Chapman-Kolmogorov equation for high-dimensional stochastic dynamical systems (2025)Dimension-reduced Chapman-Kolmogorov equa…Refined probabilistic response and seismic reliability evaluation of high-rise reinforced concrete structures via physically driven dimension-reduced probability density evolution equation (2023)Refined probabilistic respons…Stochastic response determination of multi-dimensional nonlinear systems endowed with fractional derivative elements by the GE-GDEE (2022)Stochastic response determina…Reliability of dynamical systems with combined Gaussian and Poisson white noise via path integral method (2022)Reliability of dynamical syst…Determination of monopile offshore structure response to stochastic wave loads via analog filter approximation and GV-GDEE procedure (2022)Determination of monopile off…A unified formalism of the GE-GDEE for generic continuous responses and first-passage reliability analysis of multi-dimensional nonlinear systems subjected to non-white-noise excitations (2022)A unified formalism of the GE…First-passage reliability of high-dimensional nonlinear systems under additive excitation by the ensemble-evolving-based generalized density evolution equation (2021)First-passage reliability of …Nonstationary solutions of nonlinear dynamical systems excited by Gaussian white noise (2018)Nonstationary solutions of no…Dimension-reduced FPK equation for additive white-noise excited nonlinear structures (2018)Dimension-reduced FPK equatio…Path integral solution for nonlinear systems under parametric Poissonian white noise input (2015)Path integral solution for no…An analytical Wiener path integral technique for non-stationary response determination of nonlinear oscillators (2011)An analytical Wiener path int…The principle of preservation of probability and the generalized density evolution equation (2006)The principle of preservation…Efficient path integration methods for nonlinear dynamic systems (2000)Efficient path integration me…On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems (1993)On the numerical solution of …Dynamic response of non-linear systems to poisson-distributed random impulses (1992)Dynamic response of non-linea…The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation (1990)The Generalized Cell Mapping …Stochastic averaging: An approximate method of solving random vibration problems (1986)Stochastic averaging: An appr…An exponential-spectral mapping method for solving probability density evolution equations of stochastic dynamical systems (2025)An exponential-spectral mappi…Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)Probability density evolution method: Background, significance and recent developments (2015)Numerical solution of stochastic differential equations (2016)Direct probability integral method for stochastic response analysis of static and dynamic structural systems (2019)Stochastic Differential Equations: Theory and Applications. 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References

  • 1986Stochastic averaging: An approximate method of solving random vibration problems577 cited
  • 2006The principle of preservation of probability and the generalized density evolution equation517 cited
  • 1993On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems289 cited
  • 2000Efficient path integration methods for nonlinear dynamic systems250 cited
  • 1990The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation199 cited
  • 2011An analytical Wiener path integral technique for non-stationary response determination of nonlinear oscillators181 cited
  • 2022A unified formalism of the GE-GDEE for generic continuous responses and first-passage reliability analysis of multi-dimensional nonlinear systems subjected to non-white-noise excitations88 cited
  • 1992Dynamic response of non-linear systems to poisson-distributed random impulses58 cited
  • 2021First-passage reliability of high-dimensional nonlinear systems under additive excitation by the ensemble-evolving-based generalized density evolution equation57 cited
  • 2018Dimension-reduced FPK equation for additive white-noise excited nonlinear structures56 cited
  • 2023Refined probabilistic response and seismic reliability evaluation of high-rise reinforced concrete structures via physically driven dimension-reduced probability density evolution equation49 cited
  • 2015Path integral solution for nonlinear systems under parametric Poissonian white noise input44 cited

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2022
Stochastic response determination of multi-dimensional nonlinear systems endowed with fractional derivative elements by the GE-GDEE
36 cited
  • 2022Reliability of dynamical systems with combined Gaussian and Poisson white noise via path integral method35 cited
  • 2022Determination of monopile offshore structure response to stochastic wave loads via analog filter approximation and GV-GDEE procedure30 cited
  • 2018Nonstationary solutions of nonlinear dynamical systems excited by Gaussian white noise30 cited
  • Cited by

    • 2025An exponential-spectral mapping method for solving probability density evolution equations of stochastic dynamical systems9 cited