Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method-Reference-Cited by-同舟云学术

Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method

Published:1999-01 Issue:1-4 Volume:168 Page:73-89
ISSN:0045-7825
Container-title:Computer Methods in Applied Mechanics and Engineering
language:en
Short-container-title:Computer Methods in Applied Mechanics and Engineering

Author:

Wojtkiewicz Steven F.,Johnson Erik A.,Bergman Lawrence A.,Grigoriu Mircea,Spencer Billie F.

Publisher

Elsevier BV

Subject

Computer Science Applications,General Physics and Astronomy,Mechanical Engineering,Mechanics of Materials,Computational Mechanics

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3. Stochastic process models in structural engineering;Cornell,1964

4. System response to random impulses;Roberts;J. Sound Vib.,1972

5. Applied Non-Gaussian Processes;Grigoriu,1995

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