scientific article; zbMATH DE number 652291

Publication date: 10 October 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Fokker-Planck equation stochastic differential equations support theorem Monte Carlo simulations characteristic functions invariant measure diffusion processes random vibrations symplectic transformations numerical solution of partial differential equations Lagrangian formalism of Hamiltonian systems modeling of nonconservative forces reliability of numerical techniques stochastic nonlinear dissipative Hamiltonian systems supports of all invariant probability measures

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Stochastic analysis (60H99)

Related Items

Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model, Developments in stochastic structural mechanics, Stochastic discrete Hamiltonian variational integrators, Nonlinear filters for chaotic oscillatory systems, A class of Lévy driven SDEs and their explicit invariant measures, Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints, Multilevel Monte Carlo method for ergodic SDEs without contractivity, An adaptive scheme for the approximation of dissipative systems, Time-domain formulation in computational dynamics for linear viscoelastic media with model uncertainties and stochastic excitation, Unnamed Item, Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals, Local densities for a class of degenerate diffusions, Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises, Derivative formula and applications for degenerate diffusion semigroups, Computing ergodic limits for Langevin equations, Numerical solution of the Fokker-Planck equation using physics-based mixture models, Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications, Discretization of the ergodic functional central limit theorem, Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift, Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems, The normal approximation rate for the drift estimator of multidimensional diffusions, Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification, Probabilistic learning constrained by realizations using a weak formulation of Fourier transform of probability measures, Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients, On the hierarchical optimal control of a chain of distributed systems, On a Stein method based approximation for a two-dimensional Markov chain, Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients, Determining response probability density of nonlinear stochastic systems by modifying analytical result of degenerated systems, Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset, Stochastic elastic-plastic finite elements, Stochastic climate dynamics: random attractors and time-dependent invariant measures, Integration by parts formula and shift Harnack inequality for stochastic equations, Investigation of stochastic nonlinear dynamics of ocean engineering systems through path integration, Explicit expression of stationary response probability density for nonlinear stochastic systems, Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts, The wind-driven ocean circulation: applying dynamical systems theory to a climate problem, Martingale problems for some degenerate Kolmogorov equations, A systematic path to non-Markovian dynamics: new response probability density function evolution equations under Gaussian coloured noise excitation, Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices, The role of nonlinear hardening/softening in probabilistic elasto-plasticity, Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators, Density estimates for a random noise propagating through a chain of differential equations, Stochastic Hamiltonian flows with singular coefficients, Probabilistic equivalence and stochastic model reduction in multiscale analysis, Langevin Equations for Landmark Image Registration with Uncertainty, Data-driven probability concentration and sampling on manifold, A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities, Recursive computation of invariant distributions of Feller processes, On probabilistic yielding of materials, Identification of stochastic loads applied to a nonlinear dynamical system using an uncertain computational model, Reduced models in the medium frequency range for general dissipative structural-dynamics systems, Exact stationary solutions independent of energy for strongly nonlinear stochastic systems of multiple degrees of freedom, A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems, Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kol\-mo\-gorov-forward/Fokker-Planck equation