A weak form of stochastic Newmark method with applications to engineering dynamical systems

DOI10.1016/S0307-904X(02)00134-8zbMath1029.60054WikidataQ60585213 ScholiaQ60585213MaRDI QIDQ1401091

D. Massart

Publication date: 17 August 2003

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

weak convergencesecond-order equationweak stochastic Newmark method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random vibrations in mechanics of particles and systems (70L05) Other physical applications of random processes (60K40) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• Study of the Random Vibration of Nonlinear Systems by the Gaussian Closure Technique
• Random Vibration and Stability of a Linear Parametrically Excited Oscillator
• Numerical Solution of the Four-Dimensional Nonstationary Fokker-Planck Equation
• Explorations of the phase-space linearization method for deterministic and stochastic nonlinear dynamical systems

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