Monte Carlo simulation in the stochastic analysis of non-linear systems under external stationary Poisson white noise input

International Journal of Non-Linear Mechanics

Volumn 38, Issue 8, 2003, Pages 1269-1283

  Muscolino, G ^a   Ricciardi, G ^a   Cacciola, P ^a  

^a UNIVERSITY OF MESSINA   (Italy)

Author keywords

Monte Carlo simulation; Non Gaussian probability density function; Non linear stochastic dynamics; Quasi moment neglect closure; Stationary Poisson process

Indexed keywords

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; WHITE NOISE;

STOCHASTIC ANALYSIS;

NONLINEAR SYSTEMS;

EID: 0037412192     PISSN: 00207462     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0020-7462(02)00072-0     Document Type: Article

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