An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations

International Journal of Engineering Science

Volumn 47, Issue 1, 2009, Pages 116-130

  Mamontov, E ^a,b   Naess, A ^b  

^a UNIVERSITY OF GOTHENBURG   (Sweden)

^b NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Analytical numerical method; Damping matrix; It 's stochastic differential equation; Motion of ship in stochastic sea; Stochastic rolling of ship; Transition probability density

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DAMPING; DIFFERENTIAL EQUATIONS; DISPERSIONS; ELECTRON ENERGY LEVELS; EQUATIONS OF MOTION; FLOW PATTERNS; MARINE ENGINEERING; MEASUREMENT THEORY; NONLINEAR EQUATIONS; NUMBER THEORY; NUMERICAL METHODS; POLYNOMIAL APPROXIMATION; PROBABILITY; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; SETTLING TANKS; SHIPS; STOCHASTIC CONTROL SYSTEMS; WATER WAVES;

ANALYTICAL-NUMERICAL METHOD; DAMPING MATRIX; MOTION OF SHIP IN STOCHASTIC SEA; STOCHASTIC ROLLING OF SHIP; TRANSITION PROBABILITY DENSITY;

PROBABILITY DISTRIBUTIONS;

EID: 57649095383     PISSN: 00207225     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijengsci.2008.08.001     Document Type: Article

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