Calculation of high-dimensional probability density functions of stochastically excited nonlinear mechanical systems
DOI10.1007/s11071-011-0131-2zbMath1246.65016OpenAlexW2079709833MaRDI QIDQ437373
Utz von Wagner, Volker Mehrmann, Wolfram Martens
Publication date: 17 July 2012
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-011-0131-2
Galerkin methodnonlinear systemsFokker-Planck equationnumerical examplesMonte Carlo simulationsstochastic systemsmultiple degree-of-freedom systems
Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)
Related Items (2)
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