A decoupled approach for determination of the joint probability density function of a high-dimensional nonlinear stochastic dynamical system via the probability density evolution method

DOI10.1016/j.cma.2023.116443OpenAlexW4387631251MaRDI QIDQ6118498

Jianbing Chen, Decheng Feng, Meng-Ze Lyu, Jie Li

Publication date: 21 March 2024

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2023.116443

zbMATH Keywords

dependent uncertainty propagationjoint probability density function (PDF)Li-Chen equationprobabilistic multiple response determinationprobability density evolution method (PDEM)

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistical mechanics, structure of matter (82-XX)

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