A proposed technique of SFEM on solving ordinary random differential equation

DOI10.1016/j.amc.2003.11.034zbMath1060.65006OpenAlexW2074981406WikidataQ115361935 ScholiaQ115361935MaRDI QIDQ1763217

Xianqiang Yang

Publication date: 22 February 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2003.11.034

zbMATH Keywords

numerical examplesrandom differential equationsstochastic finite elementStochastic differential equationsRandom variable transformationStochastic beam equation

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• On the numerical solution of differential equations by the finite element method. I: An introduction to the finite element method (The Ritz models)
• On the existence and uniqueness of solutions generated by equivalent linearization
• Solving frontier problems of physics: the decomposition method
• Stochastic beam equations under random dynamic loads
• General stochastic oscillatory systems
• Application of Wiener-Hermite Expansion to Nonstationary Random Vibration of a Duffing Oscillator
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