New partial differential equations governing the joint, response-excitation, probability distributions of nonlinear systems, under general stochastic excitation

Probabilistic Engineering Mechanics

Volumn 23, Issue 2-3, 2008, Pages 289-306

  Sapsis, Themistoklis P ^a   Athanassoulis, Gerassimos A ^b  

^a Massachusetts Institute of Technology Cambridge   (United States)

^b NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

Author keywords

Characteristic functional; Correlated stochastic excitation; Functional Differential equations; Generalized Fokker Planck Kolmogorov equation; Kernel density functions; Non Markovian responses; Stochastic differential equations; Stochastic dynamics

Indexed keywords

CONTROL NONLINEARITIES; NONLINEAR SYSTEMS; NUMERICAL METHODS; POLYNOMIALS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

CHARACTERISTIC FUNCTIONAL; CORRELATED STOCHASTIC EXCITATION; FUNCTIONAL DIFFERENTIAL EQUATIONS; GENERALIZED FOKKER-PLANCK-KOLMOGOROV EQUATION; KERNEL DENSITY FUNCTIONS; STOCHASTIC DIFFERENTIAL EQUATIONS;

PARTIAL DIFFERENTIAL EQUATIONS;

EID: 41549161862     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2007.12.028     Document Type: Article

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