A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems

DOI10.1016/j.apnum.2022.09.001zbMath1504.65013OpenAlexW4294550862MaRDI QIDQ2085694

H. de la Cruz

Publication date: 18 October 2022

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2022.09.001

zbMATH Keywords

stochastic differential equationsMonte Carlo methodscomputer simulationmulti-point distributed random variablesrandom vibration systemsweak approximation methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30)

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