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An efficient method for solving high-dimension stationary FPK equation of strongly nonlinear systems under additive and/or multiplicative white noise

Yangyang Xiao, Lincong Chen, Zhongdong Duan, Jian‐Qiao Sun, Yanan Tang

2024Probabilistic Engineering Mechanics14 citationsDOI

Topics & Concepts

White noiseNonlinear systemDimension (graph theory)Multiplicative functionMathematicsMultiplicative noiseNoise (video)Applied mathematicsMathematical analysisComputer scienceStatisticsPhysicsPure mathematicsTelecommunicationsArtificial intelligenceImage (mathematics)Transmission (telecommunications)Quantum mechanicsAnalog signalSignal transfer functionModel Reduction and Neural NetworksFractional Differential Equations SolutionsProbabilistic and Robust Engineering Design
An efficient method for solving high-dimension stationary FPK equation of strongly nonlinear systems under additive and/or multiplicative white noise | Litcius