The following pages link to (Q2778405):
Displaying 50 items.
- A flexible uncertainty quantification method for linearly coupled multi-physics systems (Q347905) (← links)
- Parametric models for samples of random functions (Q350126) (← links)
- Optimal determination of frequencies in the spectral representation of stochastic processes (Q352810) (← links)
- Stochastic stability of a viscoelastic column axially loaded by a white noise force (Q366647) (← links)
- Conditional Monte Carlo method for dynamic systems with random properties (Q437879) (← links)
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations (Q525276) (← links)
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes (Q598158) (← links)
- Probabilistic models for stochastic elliptic partial differential equations (Q602939) (← links)
- On closure methods in nonlinear stochastic dynamics (Q613152) (← links)
- Stochastic elastic-plastic finite elements (Q646317) (← links)
- Stochastic mixed multiscale finite element methods and their applications in random porous media (Q658894) (← links)
- Dependence of polynomial chaos on random types of forces of KdV equations (Q693397) (← links)
- Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls (Q784100) (← links)
- Reliability function determination of nonlinear oscillators under evolutionary stochastic excitation via a Galerkin projection technique (Q785296) (← links)
- Reduced order models for random functions. Application to stochastic problems (Q838251) (← links)
- Informative windowed forecasting of continuous-time linear systems for mutual information-based sensor planning (Q895124) (← links)
- A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria (Q929041) (← links)
- A solution to the static frame validation challenge problem using Bayesian model selection (Q929043) (← links)
- Note on optimization of individual psychotherapeutic processes (Q972245) (← links)
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems (Q1009939) (← links)
- On the use of reverse Brownian motion to accelerate hybrid simulations (Q1685242) (← links)
- Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (Q1686588) (← links)
- Stochastic sensitivity analysis of nonautonomous nonlinear systems subjected to Poisson white noise (Q1694105) (← links)
- A versatile technique for the optimal approximation of random processes by functional quantization (Q1732258) (← links)
- Stochastic reduced order models for inverse problems under uncertainty (Q1798577) (← links)
- Stochastic stability of damped Mathieu oscillator parametrically excited by a Gaussian noise (Q1954718) (← links)
- A method for analysis of linear dynamic systems driven by stationary non-Gaussian noise with applications to turbulence-induced random vibration (Q1991331) (← links)
- Vibrational dynamics of paramagnetic particles and processes of separation of granular materials (Q2003125) (← links)
- Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
- Moment estimation in uncertain differential equations based on the milstein scheme (Q2073095) (← links)
- Uncertainty quantification via \(\lambda\)-Neumann methodology of the stochastic bending problem of the Levinson-Bickford beam (Q2083761) (← links)
- Model order reduction for the simulation of parametric interest rate models in financial risk analysis (Q2138212) (← links)
- Statistics of bounded processes driven by Poisson white noise (Q2155391) (← links)
- Identification of input random field samples causing extreme responses (Q2174750) (← links)
- Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
- Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain (Q2207460) (← links)
- An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay (Q2211994) (← links)
- Dependence structure between LIBOR rates by copula method (Q2258129) (← links)
- Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations (Q2284072) (← links)
- Substructuring tools for probabilistic analysis of instrumented nonlinear moving oscillator-beam systems (Q2284582) (← links)
- Bayesian methods for characterizing unknown parameters of material models (Q2292354) (← links)
- Stochastic reduced-order models for stable nonlinear ordinary differential equations (Q2296957) (← links)
- Non-stationary response statistics of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation (Q2297007) (← links)
- An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators (Q2297026) (← links)
- A random field-based method to estimate convergence of apparent properties in computational homogenization (Q2310204) (← links)
- Finite dimensional models for random functions (Q2311513) (← links)
- Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise (Q2371532) (← links)
- Recursive approach for random response analysis using non-orthogonal polynomial expansion (Q2391213) (← links)
- Shock waves in random viscoelastic media (Q2392227) (← links)
- Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies (Q2409055) (← links)
