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Keywords: Markov processes
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Journal Articles
Journal Articles
Publisher: ASME
Article Type: Technical Papers
J. Appl. Mech. March 2007, 74(2): 315–324.
Published Online: February 6, 2006
... studied. The response envelope has been modeled as a Markov process by defining an equivalent linear system with response-dependent parameters and applying stochastic averaging. An approximate solution of the associated Fokker-Planck equation has been pursued resorting to the Galerkin method. Specifically...
Journal Articles
Publisher: ASME
Article Type: Technical Papers
J. Appl. Mech. December 2000, 67(4): 763–771.
Published Online: August 14, 2000
... to approximate the energy envelope process E t as a one-dimensional, continuous Markov process. In the theory leading to this approximation, as developed earlier ( 16 ), use was made of the Stratonovitch-Khasminskii (SK) limit theorem ( 15 ). Recently an alternative approach to the derivation...