This paper describes a stochastic finite element method using the first-order approximation at a failure point of a set of random variables.
In [ 1] an estimation algorithm for NLME models based on Stochastic Differential Equations (SDEs) was proposed that uses the First-Order Conditional Estimation (FOCE) method to approximate the likelihood in combination with the EKF estimation in the SDEs.
Inspired by the method of fixed point theory, which is widely used in the discussion of hybrid stochastic heat equations, in this paper, we are concerned with the stability problem for a class of hybrid stochastic fourth-order parabolic equations.
Differently from [4], we have studied the pth moment exponential stability of hybrid stochastic fourth-order parabolic equations.
We present an algorithm, Second-Order Langevin MCMC (SOL-MC), a stochastic dynamical system based MCMC algorithm, which uses the damped second-order Langevin stochastic differential equation (SDE) to sample a posterior distribution.
In this paper, we have studied the stability problem of a class of hybrid stochastic fourth-order parabolic equations.
In TPSFEM, the static responses of stochastic structures are approximated as the linear functions of random variables by using the first order perturbation technique.
"I use the stochastic oscillator for that.
The second-order nonlinear water kinematics is developed based on a Gram Charlier series expansion using the first four stochastic moments of the wave process.
The stochastic differential equations were solved using the 2 n d order Heun-Maruyama method with time step size d t=0.02.
