Change of Measure Enhanced Near-Exact Euler–Maruyama Scheme for the Solution to Nonlinear Stochastic Dynamical Systems-Reference-Cited by-同舟云学术

Change of Measure Enhanced Near-Exact Euler–Maruyama Scheme for the Solution to Nonlinear Stochastic Dynamical Systems

Published:2022-06 Issue:6 Volume:148 Page:
ISSN:0733-9399
Container-title:Journal of Engineering Mechanics
language:en
Short-container-title:J. Eng. Mech.

Author:

Tripura Tapas¹^ORCID,Imran Mohammad²,Hazra Budhaditya³,Chakraborty Souvik⁴^ORCID

Affiliation:

1. Ph.D. Scholar, Dept. of Applied Mechanics, Indian Institute of Technology Delhi, Hauz Khas, New Delhi 110016, India. ORCID:

2. M.Tech Scholar, Dept. of Civil Engineering, Indian Institute of Technology Guwahati, Guwahati, Assam 781039, India.

3. Associate Professor, Dept. of Civil Engineering, Indian Institute of Technology Guwahati, Guwahati, Assam 781039, India.

4. Assistant Professor, Dept. of Applied Mechanics, Indian Institute of Technology Delhi, Hauz Khas, New Delhi 110016, India; Assistant Professor (Joint Appointment), School of Artificial Intelligence, Indian Institute of Technology Delhi, Hauz Khas, New Delhi 110016, India (corresponding author). ORCID: .

Publisher

American Society of Civil Engineers (ASCE)

Subject

Mechanical Engineering,Mechanics of Materials

Link

https://ascelibrary.org/doi/pdf/10.1061/%28ASCE%29EM.1943-7889.0002107

Reference30 articles.

1. An improved criterion of Gaussian equivalent linearization for analysis of non-linear stochastic systems

2. Stochastic Calculus

3. Exact simulation of diffusions

4. Local Linearization method for the numerical solution of stochastic differential equations

5. The composite Euler method for stiff stochastic differential equations

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