Calculation of high-dimensional probability density functions of stochastically excited nonlinear mechanical systems

DOI10.1007/s11071-011-0131-2zbMath1246.65016OpenAlexW2079709833MaRDI QIDQ437373

Utz von Wagner, Volker Mehrmann, Wolfram Martens

Publication date: 17 July 2012

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-011-0131-2

zbMATH Keywords

Galerkin methodnonlinear systemsFokker-Planck equationnumerical examplesMonte Carlo simulationsstochastic systemsmultiple degree-of-freedom systems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)

Related Items (2)

Application of the random eigenvalue problem in forced response analysis of a linear stochastic structure ⋮ The closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for nonlinear systems

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