Moment closure by Monte Carlo simulation and moment sensitivity factors

International Journal of Non-Linear Mechanics

Volumn 34, Issue 4, 1999, Pages 739-748

  Grigoriu, Mircea ^a  

^a School of Operations Research and Industrial Engineering   (United States)

Author keywords

Moment closure; Monte Carlo simulation; Non linear dynamic systems; Non linear random vibration; Probability theory

Indexed keywords

EID: 0000131085     PISSN: 00207462     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0020-7462(98)00053-5     Document Type: Article

References (11)

1. M. Grigoriu, F. Waisman, Linear Systems with polynomials of filtered Poisson processes, Probab. Eng. Mech. 12(2) (1997) 97-103.
2. M. Grigoriu, Applied Non-Gaussian Processes: Examples, Theory, Simulation, Linear Random Vibration, and MATLAB Solutions, Prentice-Hall, Inc., Englewood Cliffs, NJ, 1995.
3. M. Grigoriu, S.T. Ariaratnam, Response of linear systems to polynomials of Gaussian processes, J. Appl. Mech. ASME, 55 (1988) 905-910.
4. G. Muscolino, Linear systems excited by polynomials forms of non-Gaussian filtered processes, Probab. Eng. Mech. 10 (1995) 35-44
5. R.A. Ibrahim, Parametric Random Vibration, Research Studies Press Ltd., John Wiley & Sons Inc., New York, NY, 1985.
6. T.T. Soong, M. Grigoriu, Random Vibration of Mechanical and Structural Systems, Prentice-Hall, Inc., Englewood Cliffs, NJ, 1993.
7. A.M. Hasofer, M. Grigoriu, A new perspective on the moment closure method, J. Appl. Mech. ASME 62 (1995) 527-532.
8. K. Sobczyk, J. Trebicki, Non-stationary response of stochastic systems via maximum entropy principle, in: A. Naess, S. Krenk (Eds.), Advances in Non-linear Stochastic Mechanics, Proc. IUTAM Symp. held inTrondheim, Norway, 3-7 July 1995, Kluwer Academic Publishers, Boston, (1996) 437-448.
9. M. Grigoriu, A consistent closure method for non-linear random vibration, Int. J. Non-Linear Mech. 26(6) (1991) 857-866.
10. P. Protter, Stochastic Integration and Differential Equations, Springer, New York, 1990.
11. K. L. Chung, A Course in Probability Theory, Academic Press, New York, NY, 1974.