Simulation of multivariable non-linear stochastic systems

DOI10.1002/NME.1620140104MaRDI QIDQ3859045zbMATH OpenOpenAlexFDO

Authors

Publication date 1979

Published in International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nme.1620140104

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites work

• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• The digital simulation of stochastic differential equations
• Well-behaved Itô equations with simulations that always misbehave

Cited in

(4)

• Methodology for the solutions of some reduced Fokker-Planck equations in high dimensions
• Probabilistic solutions of some multi-degree-of-freedom nonlinear stochastic dynamical systems excited by filtered Gaussian white noise
• Probabilistic solutions of a nonlinear plate excited by Gaussian white noise fully correlated in space
• Probabilistic solutions of the in-plane nonlinear random vibrations of shallow cables under filtered Gaussian white noise

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