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Probabilistic solutions of some multi-degree-of-freedom nonlinear stochastic dynamical systems excited by filtered Gaussian white noise

  • Published:2014-04 Issue:4 Volume:185 Page:1217-1222
  • ISSN:0010-4655
  • Container-title:Computer Physics Communications
  • language:en
  • Short-container-title:Computer Physics Communications

Author:

Er Guo-Kang

Funder

Universidade de Macau

Publisher

Elsevier BV

Subject

General Physics and Astronomy,Hardware and Architecture

Reference26 articles.

1. Random Differential Equations in Science and Engineering;Soong,1973

2. On the derivation of the generalized Langevin equation for interacting Brownian particles;Ciccotti;J. Stat. Phys.,1981

3. The Fokker–Planck Equation, Methods of Solution and Applications;Risken,1989

4. Stochastic Methods: a Handbook for the Natural and Social Sciences;Gardiner,2009

5. Integrator of stochastic differential equations for plasmas;Velasco;Comput. Phys. Commun.,2012
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