Path Integrals in Stochastic Engineering Dynamics
Path Integrals in Stochastic Engineering Dynamics
Kougioumtzoglou, Ioannis A.; Psaros, Apostolos F.; Spanos, Pol D.
Springer International Publishing AG
07/2024
228
Dura
9783031578625
Pré-lançamento - envio 15 a 20 dias após a sua edição
systems under Gaussian white noise excitation: exact closed form solutions.- Nonlinear
systems under Gaussian white noise excitation.- Nonlinear systems under
non-white, non-Gaussian and non-stationary excitation.- Nonlinear systems with singular
diffusion matrices: a broad perspective including hysteresis modeling.- High-dimensional
nonlinear systems: circumventing the curse of dimensionality via a
reduced-order formulation.- Efficient numerical implementation strategies via
sparse representations and compressive sampling.- An enhanced quadratic Wiener
path integral approximation with applications to nonlinear system reliability
assessment.- Epilogue.
systems under Gaussian white noise excitation: exact closed form solutions.- Nonlinear
systems under Gaussian white noise excitation.- Nonlinear systems under
non-white, non-Gaussian and non-stationary excitation.- Nonlinear systems with singular
diffusion matrices: a broad perspective including hysteresis modeling.- High-dimensional
nonlinear systems: circumventing the curse of dimensionality via a
reduced-order formulation.- Efficient numerical implementation strategies via
sparse representations and compressive sampling.- An enhanced quadratic Wiener
path integral approximation with applications to nonlinear system reliability
assessment.- Epilogue.