A family of weak stochastic Newmark methods for simplified and efficient Monte Carlo simulations of oscillators

DOI10.1002/nme.1634zbMath1110.70304OpenAlexW2165562295WikidataQ60585205 ScholiaQ60585205MaRDI QIDQ3440547

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Publication date: 22 May 2007

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nme.1634

zbMATH Keywords

Wiener processesMonte Carlo simulationmultiple stochastic integralsnon-linear oscillatorsweak stochastic solutionsIto-Taylor expansions

Mathematics Subject Classification ID

Forced motions for nonlinear problems in mechanics (70K40) Computational methods for problems pertaining to mechanics of particles and systems (70-08) Random vibrations in mechanics of particles and systems (70L05)

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Cites Work

• Continuous Markov processes and stochastic equations
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