Ever-increasing computational capabilities, novel signal processing techniques, advanced
experimental setups, and progress in emerging and transformative technologies (eg, nano …

We introduce and compare computational techniques for sharp extreme event probability
estimates in stochastic differential equations with small additive Gaussian noise. In …

A technique based on the Wiener path integral (WPI) is developed for determining the
stochastic response of diverse nonlinear systems with fractional derivative elements …

A joint time–space extrapolation approach within the Wiener path integral (WPI) technique is
developed for determining, efficiently and accurately, the non-stationary stochastic response …

An improved Wiener path integral (WPI) approach is developed for predicting the stochastic
response probability density functions (PDFs) of nonlinear systems under non-white …

This chapter introduces the path integral as a mathematical tool with the potential to address
some of the current challenges in stochastic engineering dynamics. This is done while the …

Nonlinear stochastic dynamics of structural systems: A general and computationally efficient
Wiener path integral formalism Ilia Page 1 Nonlinear stochastic dynamics of structural systems …

In Chap. 9, the accuracy degree of the Wiener path integral technique is enhanced by
employing a quadratic approximation in the Wiener path integral functional series …