Simulation of a random differential equation

DOI10.2514/3.20288zbMath0663.60052OpenAlexW2108334809WikidataQ115227663 ScholiaQ115227663MaRDI QIDQ3813020

M. L. Rehak, Haym Benaroya

Publication date: 1988

Published in: Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/3.20288

zbMATH Keywords

Monte Carlo simulationsAdomian-like iterative approximation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Ordinary differential equations and systems with randomness (34F05) Stochastic analysis (60H99)

Related Items (2)

Dynamic stiffness matrix for axially vibrating stochastic rods using Stratonovich's averaging principle ⋮ Joint statistics of natural frequencies of stochastic dynamic systems

This page was built for publication: Simulation of a random differential equation