A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems

DOI10.1016/J.APNUM.2022.09.001MaRDI QIDQ2085694zbMATH OpenOpenAlexFDO

Authors H. de la Cruz

Publication date 18 October 2022

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2022.09.001

zbMATH Keywords

computer simulationMonte Carlo methodsmulti-point distributed random variablesrandom vibration systemsstochastic differential equationsweak approximation methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(2)

• A Monte Carlo simulation method for non-random vibration analysis
• An explicit Euler scheme for generalized n-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises

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