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Probability density evolution equation for solving finite-dimensional distributions of a stochastic process

delete2026-06-09
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PRE
AI
C
Changhou Wu
J
Jie Li *
DOI:10.1016/j.probengmech.2026.103970delete
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Abstract

Abstract

En 中文
• Establishes new PDEs for stochastic process finite-dimensional distributions using conditional independence. • •Solve high-dimensional densities via Generalized Density Evolution Equations. • •Greatly reduces computational cost versus traditional high-dimensional schemes. • •Capture 2D and higher-order probability densities of stochastic dynamic responses.

Journal

Probabilistic Engineering Mechanics cover
Probabilistic Engineering Mechanics
IF:
3.5
Papers:
1.7K
Citations:
4.1K

Organization

T
tongji university
Scholars:
7.5W
Papers: 5.8W
Citations: 98
S
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