A New Perspective on the Moment Closure Method

DOI10.1115/1.2895962MaRDI QIDQ4859371zbMATH OpenOpenAlexFDO

Authors A. M. Hasofer, Mircea D. Grigoriu

Publication date 13 August 1996

Published in Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.2895962

zbMATH Keywords

asymptotic expressions for the moments of the response processnonlinear stochastic differential equationprobabilistic characteristicsrandom vibration problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(10)

• Novel bivariate moment-closure approximations
• An extension of the moment closure method
• Analysis of the accuracy of a system with phase control by the method of moment equations
• The Method of Moments for Nonlinear Schrödinger Equations: Theory and Applications
• Principles and performance of TCL-based second-moment closures
• Probabilistic solutions of a nonlinear plate excited by Gaussian white noise fully correlated in space
• Probabilistic solutions of the in-plane nonlinear random vibrations of shallow cables under filtered Gaussian white noise
• Non-stationary nonzero mean probabilistic solutions of nonlinear stochastic oscillators subjected to both additive and multiplicative excitations
• Closure method and asymptotic expansions for linear stochastic systems
• Moment closure by Monte Carlo simulation and moment sensitivity factors

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