scientific article; zbMATH DE number 1959553

MaRDI QIDQ4416804zbMATH OpenFDO

Authors A. Naess, Christian Skaug

Publication date 5 August 2003

zbMATH Keywords

discretizationRunge-Kutta-Maruyama approximation

Mathematics Subject Classification ID

Computational methods for problems pertaining to mechanics of particles and systems (70-08) Forced motions for nonlinear problems in mechanics (70K40) Random vibrations in mechanics of particles and systems (70L05)

Recommendations

• scientific article; zbMATH DE number 1507392
• Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach
• Path integral solutions of the governing equation of SDEs excited by Lévy white noise
• Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion)
• Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises

Cited in

(8)

• Local averaged path integration method approach for nonlinear dynamic systems
• First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method
• Path integral solutions of the governing equation of SDEs excited by Lévy white noise
• Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach
• scientific article; zbMATH DE number 1507392 (Why is no real title available?)
• The stochastic bifurcation of the vibro-impact system on the impact surface via a new path integration method
• Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion)
• Path integral approach via Laplace's method of integration for nonstationary response of nonlinear systems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4416804)