Probabilistic solutions of some multi-degree-of-freedom nonlinear stochastic dynamical systems excited by filtered Gaussian white noise
DOI10.1016/J.CPC.2013.12.019zbMATH Open1344.65014OpenAlexW2056886049MaRDI QIDQ314073FDOQ314073
Authors: 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
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- scientific article; zbMATH DE number 4020145
high dimensionsFokker-Planck-Kolmogorov equationexponential polynomial closurenonlinear stochastic dynamical systemstate-space-split
Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Generation, random and stochastic difference and differential equations (37H10) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- The Fokker-Planck equation. Methods of solution and applications.
- Space-time approach to non-relativistic quantum mechanics
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- Methodology for the solutions of some reduced Fokker-Planck equations in high dimensions
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- The Probabilistic Solutions to Nonlinear Random Vibrations of Multi-Degree-of-Freedom Systems
- Simulation of multivariable non-linear stochastic systems
- Approximate analysis of non-linear stochastic systems
- ISDEP: integrator of stochastic differential equations for plasmas
- Singular Perturbation Analysis of the Fokker–Planck Equation: Kramers’ Underdamped Problem
- Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations
Cited In (10)
- Stochastic response of MDOF system to non-stationary random excitation
- Subspace method for analyzing large-scale nonlinear stochastic dynamic systems with polynomial type of nonlinearites
- The closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for nonlinear systems
- Transient probability density of nonlinear oscillator under parametric harmonic and external modulated stochastic excitations
- Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
- A highly-efficient method for stationary response of multi-degree-of-freedom nonlinear stochastic systems
- Probabilistic solution of a multi-degree-of-freedom Duffing system under nonzero mean Poisson impulses
- Probabilistic solution for an MDOF hysteretic degrading system to modulated non-stationary excitations
- Probabilistic solutions of a stretched beam discretized with finite difference scheme and excited by Kanai-Tajimi ground motion
- Non-stationary nonzero mean probabilistic solutions of nonlinear stochastic oscillators subjected to both additive and multiplicative excitations
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