Probability density evolution method: background, significance and recent developments

J Li - Probabilistic Engineering Mechanics, 2016 - Elsevier
Investigation of a stochastic system from a viewpoint of studying the randomness
propagation process in a physical system starts to play an important role in understanding …

Sparse representations and compressive sampling approaches in engineering mechanics: A review of theoretical concepts and diverse applications

IA Kougioumtzoglou, I Petromichelakis… - Probabilistic Engineering …, 2020 - Elsevier
A review of theoretical concepts and diverse applications of sparse representations and
compressive sampling (CS) approaches in engineering mechanics problems is provided …

A decoupled approach for determination of the joint probability density function of a high-dimensional nonlinear stochastic dynamical system via the probability density …

MZ Lyu, DC Feng, JB Chen, J Li - Computer Methods in Applied Mechanics …, 2024 - Elsevier
The joint probability density function (PDF) of multiple response processes of a system is a
crucial topic in the fields of science and engineering. It is adopted to describe the dependent …

Globally-evolving-based generalized density evolution equation for nonlinear systems involving randomness from both system parameters and excitations

JB Chen, MZ Lyu - Proceedings of the Royal Society A, 2022 - royalsocietypublishing.org
It has long been one of the main challenges in science and engineering to capture the
probabilistic response of high-dimensional nonlinear stochastic dynamic systems involving …

Addressing the curse of dimensionality in stochastic dynamics: A Wiener path integral variational formulation with free boundaries

I Petromichelakis… - Proceedings of the …, 2020 - royalsocietypublishing.org
A Wiener path integral variational formulation with free boundaries is developed for
determining the stochastic response of high-dimensional nonlinear dynamical systems in a …

Stochastic response determination of nonlinear oscillators with fractional derivatives elements via the Wiener path integral

A Di Matteo, IA Kougioumtzoglou, A Pirrotta… - Probabilistic …, 2014 - Elsevier
A novel approximate analytical technique for determining the non-stationary response
probability density function (PDF) of randomly excited linear and nonlinear oscillators …

Multi-output multi-physics-informed neural network for learning dimension-reduced probability density evolution equation with unknown spatio-temporal-dependent …

TT Hao, WJ Yan, JB Chen, TT Sun, KV Yuen - Mechanical Systems and …, 2024 - Elsevier
Abstract The Dimension-Reduced Probability Density Evolution Equation (DR-PDEE) offers
a promising approach for evaluating probability density evolution in stochastic dynamical …

A Wiener path integral technique for determining the stochastic response of nonlinear oscillators with fractional derivative elements: A constrained variational …

Y Zhang, IA Kougioumtzoglou, F Kong - Probabilistic Engineering …, 2023 - Elsevier
A technique based on the concept of Wiener path integral (WPI) is developed for
determining approximately the joint response probability density function (PDF) of nonlinear …

An extrapolation approach within the Wiener path integral technique for efficient stochastic response determination of nonlinear systems

IG Mavromatis, IA Kougioumtzoglou… - International Journal of …, 2024 - Elsevier
An extrapolation approach within the Wiener path integral (WPI) technique is developed for
determining the stochastic response of diverse nonlinear dynamical systems. Specifically …

Reliability of dynamical systems with combined Gaussian and Poisson white noise via path integral method

W Zan, W Jia, Y Xu - Probabilistic Engineering Mechanics, 2022 - Elsevier
Analyzing the reliability of a stochastic dynamical system represents one of the most
challenging problems in stochastic dynamics. In this paper, the reliability of dynamical …