Simulation of multivariable non-linear stochastic systems

DOI10.1002/NME.1620140104zbMath0424.60065OpenAlexW2104736110MaRDI QIDQ3859045

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Publication date: 1979

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.1620140104

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

Probabilistic solutions of some multi-degree-of-freedom nonlinear stochastic dynamical systems excited by filtered Gaussian white noise ⋮ Probabilistic solutions of a nonlinear plate excited by Gaussian white noise fully correlated in space ⋮ Probabilistic solutions of the in-plane nonlinear random vibrations of shallow cables under filtered Gaussian white noise ⋮ Methodology for the solutions of some reduced Fokker-Planck equations in high dimensions

Cites Work

• Unnamed Item
• The digital simulation of stochastic differential equations
• Well-behaved Itô equations with simulations that always misbehave

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