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Volumn 20, Issue 3, 1998, Pages 221-235

Fourier-based maximum entropy method in stochastic dynamics

Author keywords

Fast Fourier transform; Nonlinear systems; Numerical integration; Principle of maximum entropy; Random vibration; Stochastic differential equations

Indexed keywords

DIFFERENTIAL EQUATIONS; FAST FOURIER TRANSFORMS; INTEGRATION; NONLINEAR SYSTEMS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES;

EID: 0032306337     PISSN: 01674730     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-4730(98)00008-3     Document Type: Article
Times cited : (9)

References (14)
  • 2
    • 0001928635 scopus 로고
    • Response of linear and non-linear structural systems under Gaussian or non-Gaussian filtered input
    • In: Casciati F, editor Wien: Springer-Verlag
    • Muscolino G. Response of linear and non-linear structural systems under Gaussian or non-Gaussian filtered input. In: Casciati F, editor. Dynamic motion. Chaotic and Stochastic Behaviour. Wien: Springer-Verlag, 1993.
    • (1993) Dynamic Motion. Chaotic and Stochastic Behaviour
    • Muscolino, G.1
  • 5
    • 0002971397 scopus 로고
    • A general numerical solution method for the Fokker-Planck equation with applications to structural reliability
    • Langtangen H.P. A general numerical solution method for the Fokker-Planck equation with applications to structural reliability. Probabilistic Engineering Mechanics. 6:1991;33-48.
    • (1991) Probabilistic Engineering Mechanics , vol.6 , pp. 33-48
    • Langtangen, H.P.1
  • 6
    • 0027649438 scopus 로고
    • On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems
    • Spencer B.F., Bergman L.A. On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems. Nonlinear Dynamics. 4:1993;357-372.
    • (1993) Nonlinear Dynamics , vol.4 , pp. 357-372
    • Spencer, B.F.1    Bergman, L.A.2
  • 7
    • 0030108885 scopus 로고    scopus 로고
    • A finite element method for analysis of a non-linear system under stochastic parametric and external excitation
    • Shiau L.C., Wu T.Y. A finite element method for analysis of a non-linear system under stochastic parametric and external excitation. International Journal of Nonlinear Mechanics. 31:1996;193-201.
    • (1996) International Journal of Nonlinear Mechanics , vol.31 , pp. 193-201
    • Shiau, L.C.1    Wu, T.Y.2
  • 8
    • 0030196381 scopus 로고    scopus 로고
    • Maximum entropy principle and non stationary distributions of stochastic systems
    • Trȩbicki J, Sobczyk K. Maximum entropy principle and non stationary distributions of stochastic systems. Probabilistic Engineering Mechanics. 11:1996;169-178.
    • (1996) Probabilistic Engineering Mechanics , vol.11 , pp. 169-178
    • Trȩbicki, J.1    Sobczyk, K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.