Local averaged path integration method approach for nonlinear dynamic systems

DOI10.1016/J.AMC.2018.09.061MaRDI QIDQ2008361zbMATH OpenOpenAlexFDO

Authors Zhicong Ren, Wei Xu, Yan Qiao

Publication date 25 November 2019

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

Full work available at URL https://doi.org/10.1016/j.amc.2018.09.061

zbMATH Keywords

evolution of the PDFfurther space subdivision degreeGLPILAPIspace subdivision degreetime step

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random vibrations in mechanics of particles and systems (70L05)

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Cites work

• A Cell Mapping Method for Nonlinear Deterministic and Stochastic Systems—Part I: The Method of Analysis
• A Cell Mapping Method for Nonlinear Deterministic and Stochastic Systems—Part II: Examples of Application
• A new path integration procedure based on Gauss-Legendre scheme
• A path integration algorithm for stochastic structural dynamic systems
• An exact solution to a certain nonlinear random vibration problem
• Cumulant neglect closure for nonlinear oscillators under random parametric and external excitations
• Fast and accurate pricing of discretely monitored barrier options by numerical path integration
• Fluctuations and Irreversible Process. II. Systems with Kinetic Energy
• scientific article; zbMATH DE number 1959553 (Why is no real title available?)
• Numerical meshfree path integration method for non-linear dynamic systems
• Numerical path integration method based on bubble grids for nonlinear dynamical systems
• Numerical path integration of a non-homogeneous Markov process
• Path integration of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excita\-tions
• Study of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excitations by path integration
• The path integral approach to financial modeling and options pricing

Cited in

(6)

• A new path integration procedure based on Gauss-Legendre scheme
• An improved path integration method for nonlinear systems under Poisson white noise excitation
• Numerical path integration method based on bubble grids for nonlinear dynamical systems
• Transient probability in basins of noise influenced responses of mono and coupled Duffing oscillators
• The stochastic bifurcation of the vibro-impact system on the impact surface via a new path integration method
• Path integral approach via Laplace's method of integration for nonstationary response of nonlinear systems

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