Probabilistic solutions of some multi-degree-of-freedom nonlinear stochastic dynamical systems excited by filtered Gaussian white noise

DOI10.1016/j.cpc.2013.12.019zbMath1344.65014OpenAlexW2056886049MaRDI QIDQ314073

Guo-Kang Er

Publication date: 12 September 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2013.12.019

zbMATH Keywords

Fokker-Planck-Kolmogorov equationhigh dimensionsexponential polynomial closurenonlinear stochastic dynamical systemstate-space-split

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)

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