Investigation of stochastic nonlinear dynamics of ocean engineering systems through path integration
DOI10.1016/j.physd.2019.132227zbMath1453.65024OpenAlexW2981771893WikidataQ126987756 ScholiaQ126987756MaRDI QIDQ2222742
Vini Anna Varghese, Nilanjan Saha
Publication date: 27 January 2021
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physd.2019.132227
Wiener processesMonte Carlo simulationmultiple stochastic integralsMilstein schemeIto-Taylor expansionocean engineering system
Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Applications to the sciences (65Z05) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)
Related Items (1)
Cites Work
- Equivalent non-linear system method for stochastically excited and dissipated partially integrable Hamiltonian systems
- A survey of numerical methods for stochastic differential equations
- Non-linear multi-degree-of-freedom system random vibration by equivalent statistical quadratization
- Numerical solution of SDE through computer experiments. Including floppy disk
- A stochastic oscillator with time-dependent damping
- On the relation between ordinary and stochastic differential equations
- A semi‐analytical locally transversal linearization method for non‐linear dynamical systems
- An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
- Random Vibration and Stability of a Linear Parametrically Excited Oscillator
- Application of Conditional Linearization in the Study of Nonlinear Systems
- A family of lower‐ and higher‐order transversal linearization techniques in non‐linear stochastic engineering dynamics
- Higher order weak linearizations of stochastically driven nonlinear oscillators
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Investigation of stochastic nonlinear dynamics of ocean engineering systems through path integration
