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PATH-INTEGRAL MONTE CARLO METHOD AND NONLINEAR RANDOM VIBRATION
Ji Qing, Feng Guanmin, Yu Ting, Yu Kai
CHINESE JOURNAL OF COMPUTATIONAL PHYSICS
1995, 12 (4):
505-510.
A new method for nonlinear random vibration-the Monte Carlo method based on the path-integral formalism is presented. The statistics of response of nonlinear systems to white noise excitation is represented in the path-integral forms. Then the Monte Carlo method is used for calculation. Due to the natural combination of the path-integral formalism and the Monte Carlo method, the new method is very concise and straightforward.Some aspects related to applications are discussed, and two numerical examples give the verification of the new method.
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