Approximate probability distributions for stochastic systems: Maximum entropy method

DOI10.1016/S0045-7825(98)00135-2zbMath0958.60056MaRDI QIDQ1965197

K. Sobczyk, Jerzy Trȩbicki

Publication date: 28 March 2001

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

zbMATH Keywords

entropystochastic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05)

Related Items (10)

Transitions in a Duffing oscillator excited by random noise ⋮ Probabilistic response and performance predict of nonlinear vibration energy harvesting systems based on partial information ⋮ Maximum-entropy method for evaluating the slope stability of Earth dams ⋮ Reliability analysis of free jet scour below dams ⋮ Application of high-credible statistical results calculation scheme based on least squares quasi-Monte Carlo method in multimodal stochastic problems ⋮ A generalized method for the stationary probabilistic response of nonlinear dynamical system ⋮ Determining response probability density of nonlinear stochastic systems by modifying analytical result of degenerated systems ⋮ On nonlinear stochastic vibratory systems with stiffness degradation ⋮ Explicit expression of stationary response probability density for nonlinear stochastic systems ⋮ Numerical meshfree path integration method for non-linear dynamic systems

Cites Work

• Discretization methods for one-dimensional Fokker-Planck operators
• Cell-to-cell mapping. A method of global analysis for nonlinear systems
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Maximum entropy principle and nonlinear stochastic oscillators
• A finite element method for the statistics of non-linear random vibration
• Eigenfunction expansions for randomly excited non-linear systems
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Approximate probability distributions for stochastic systems: Maximum entropy method