Numerical path integration of a non-homogeneous Markov process
From MaRDI portal
Publication:873416
DOI10.1016/J.IJNONLINMEC.2004.02.011zbMATH Open1348.74164OpenAlexW2037059941MaRDI QIDQ873416FDOQ873416
Authors: N. E. Zubov
Publication date: 29 March 2007
Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijnonlinmec.2004.02.011
Recommendations
- Non-stationary response of a van der Pol-Duffing oscillator under Gaussian white noise
- Study of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excitations by path integration
- A new path integration procedure based on Gauss-Legendre scheme
- Numerical path integration method based on bubble grids for nonlinear dynamical systems
- Numerical meshfree path integration method for non-linear dynamic systems
Cited In (17)
- Calculation of high-dimensional probability density functions of stochastically excited nonlinear mechanical systems
- Most probable escape paths in periodically driven nonlinear oscillators
- Numerical meshfree path integration method for non-linear dynamic systems
- Study of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excitations by path integration
- 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
- On numerical density approximations of solutions of SDEs with unbounded coefficients
- Accelerating numerical solution of stochastic differential equations with CUDA
- Transient probability density of nonlinear oscillator under parametric harmonic and external modulated stochastic excitations
- Transient response analysis of a system with nonlinear stiffness and nonlinear damping excited by Gaussian white noise based on complex fractional moments
- Path integral solution of vibratory energy harvesting systems
- Numerical path integration method based on bubble grids for nonlinear dynamical systems
- A transformed path integral approach for solution of the Fokker-Planck equation
- Computer aided solving the high-order transition probability matrix of the finite Markov chain
- Non linear systems under Poisson white noise handled by path integral solution
- Stochastic dynamics and first passage analysis of iced transmission lines via path integration method
- Transient probability in basins of noise influenced responses of mono and coupled Duffing oscillators
This page was built for publication: Numerical path integration of a non-homogeneous Markov process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q873416)