A Feynman–Kac formula approach for computing expectations and threshold crossing probabilities of non-smooth stochastic dynamical systems

Physica D Nonlinear Phenomena ◽

10.1016/j.physd.2019.05.003 ◽

2019 ◽

Vol 397 ◽

pp. 25-38

Author(s):

Laurent Mertz ◽

Georg Stadler ◽

Jonathan Wylie

Keyword(s):

Dynamical Systems ◽

Stochastic Dynamical Systems ◽

Threshold Crossing ◽

Crossing Probabilities

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Coherent phenomena in stochastic dynamical systems

Uspekhi Fizicheskih Nauk ◽

10.3367/ufnr.0169.199902c.0171 ◽

1999 ◽

Vol 169 (2) ◽

pp. 171 ◽

Cited By ~ 27

Author(s):

Valerii I. Klyatskin ◽

D. Gurarie

Keyword(s):

Dynamical Systems ◽

Stochastic Dynamical Systems

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SURROGATE MODELING FOR STOCHASTIC DYNAMICAL SYSTEMS BY COMBINING NONLINEAR AUTOREGRESSIVE WITH EXOGENOUS INPUT MODELS AND POLYNOMIAL CHAOS EXPANSIONS

International Journal for Uncertainty Quantification ◽

10.1615/int.j.uncertaintyquantification.2016016603 ◽

2016 ◽

Vol 6 (4) ◽

pp. 313-339 ◽

Cited By ~ 20

Author(s):

Chu V. Mai ◽

Minas D. Spiridonakos ◽

Eleni N. Chatzi ◽

Bruno Sudret

Keyword(s):

Dynamical Systems ◽

Polynomial Chaos ◽

Surrogate Modeling ◽

Stochastic Dynamical Systems ◽

Polynomial Chaos Expansions ◽

Nonlinear Autoregressive

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On the effects of non-linear elements in the reliability-based optimal design of stochastic dynamical systems

International Journal of Non-Linear Mechanics ◽

10.1016/j.ijnonlinmec.2007.03.003 ◽

2007 ◽

Vol 42 (5) ◽

pp. 802-816 ◽

Cited By ~ 33

Author(s):

Hector A. Jensen ◽

Michel A. Catalan

Keyword(s):

Dynamical Systems ◽

Optimal Design ◽

Stochastic Dynamical Systems ◽

Non Linear ◽

Linear Elements

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A remark on symmetry of stochastic dynamical systems and their conserved quantities

Journal of Physics A General Physics ◽

10.1088/0305-4470/28/22/012 ◽

1995 ◽

Vol 28 (22) ◽

pp. 6363-6371 ◽

Cited By ~ 26

Author(s):

S Albeverio ◽

Shao-Ming Fei

Keyword(s):

Dynamical Systems ◽

Conserved Quantities ◽

Stochastic Dynamical Systems

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Global identification of stochastic dynamical systems under different pseudo-static operating conditions: The functionally pooled ARMAX case

Mechanical Systems and Signal Processing ◽

10.1016/j.ymssp.2016.05.002 ◽

2017 ◽

Vol 82 ◽

pp. 32-55 ◽

Cited By ~ 6

Author(s):

J.S. Sakellariou ◽

S.D. Fassois

Keyword(s):

Dynamical Systems ◽

Operating Conditions ◽

Stochastic Dynamical Systems ◽

Global Identification

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Quantitative stability estimates for multiscale stochastic dynamical systems

Statistics & Probability Letters ◽

10.1016/j.spl.2021.109193 ◽

2021 ◽

pp. 109193

Author(s):

Junyu Guo ◽

Xiaotian Guo ◽

Longjie Xie

Keyword(s):

Dynamical Systems ◽

Stability Estimates ◽

Stochastic Dynamical Systems ◽

Quantitative Stability

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Nonlinear-nonquadratic optimal and inverse optimal control for stochastic dynamical systems

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.3829 ◽

2017 ◽

Vol 27 (18) ◽

pp. 4723-4751 ◽

Cited By ~ 6

Author(s):

Tanmay Rajpurohit ◽

Wassim M. Haddad

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Inverse Optimal Control ◽

Stochastic Dynamical Systems

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A Statistical Approach for Computing Reachability of Non-linear and Stochastic Dynamical Systems

Quantitative Evaluation of Systems - Lecture Notes in Computer Science ◽

10.1007/978-3-319-10696-0_5 ◽

2014 ◽

pp. 41-56 ◽

Cited By ~ 2

Author(s):

Luca Bortolussi ◽

Guido Sanguinetti

Keyword(s):

Dynamical Systems ◽

Statistical Approach ◽

Stochastic Dynamical Systems ◽

Non Linear

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Multidimensional characterization of stochastic dynamical systems based on multiple perturbations and measurements

The Journal of Chemical Physics ◽

10.1063/1.4917527 ◽

2015 ◽

Vol 142 (21) ◽

pp. 212430 ◽

Cited By ~ 4

Author(s):

Maksym Kryvohuz ◽

Shaul Mukamel

Keyword(s):

Dynamical Systems ◽

Stochastic Dynamical Systems

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Life Time Distributions and Stochastic Dynamical Systems

Probability and Bayesian Statistics ◽

10.1007/978-1-4613-1885-9_22 ◽

1987 ◽

pp. 219-224

Author(s):

Johan Grasman

Keyword(s):

Dynamical Systems ◽

Life Time ◽

Stochastic Dynamical Systems

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