A path integration algorithm for stochastic structural dynamic systems

DOI10.1016/J.AMC.2013.12.009zbMATH Open1364.65017OpenAlexW1989484748MaRDI QIDQ529936FDOQ529936

Authors: Yingguang Wang 

Publication date: 9 June 2017

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.12.009

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zbMATH Keywords

numerical methodGaussian white noisestochastic processprobability densityNewton-Cotes scheme

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Title not available (Why is that?)
• The Fokker-Planck equation. Methods of solution and applications
• A new path integration procedure based on Gauss-Legendre scheme
• Nonlinear analysis of slow drift extreme responses of a compliant offshore structure
• A Cell Mapping Method for Nonlinear Deterministic and Stochastic Systems—Part I: The Method of Analysis
• A Cell Mapping Method for Nonlinear Deterministic and Stochastic Systems—Part II: Examples of Application

Cited In (6)

• A new stochastic simulation algorithm for updating robust reliability of linear structural dynamic systems subjected to future Gaussian excitations
• Local averaged path integration method approach for nonlinear dynamic systems
• Non-stationary response of variable-mass Duffing oscillator with mass disturbance modeled as Gaussian white noise
• Path integral solution of vibratory energy harvesting systems
• On improved predictions for structural equilibrium path evaluations
• Stochastic dynamics and first passage analysis of iced transmission lines via path integration method

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