Simulation of a random differential equation

DOI10.2514/3.20288MaRDI QIDQ3813020zbMATH OpenOpenAlexWikidataFDO

Authors M. L. Rehak, Haym Benaroya

Publication date 1988

Published in Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.20288

zbMATH Keywords

Adomian-like iterative approximationMonte Carlo simulations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic analysis (60H99) Monte Carlo methods (65C05)

Cited in

(5)

• Joint statistics of natural frequencies of stochastic dynamic systems
• Dynamic stiffness matrix for axially vibrating stochastic rods using Stratonovich's averaging principle
• Random differential equations in scientific computing
• scientific article; zbMATH DE number 447080 (Why is no real title available?)
• Random numbers from a delay equation

This page was built for publication: Simulation of a random differential equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3813020)