/Process_Oriented_PDEM

A Matlab toolbox for solving the generalized density evolution equation (GDEE) in the probability density evolution method (PDEM) by finite difference method.

Primary LanguageMATLABGNU General Public License v3.0GPL-3.0

Process_Oriented_PDEM

A matlab toolbox for solving the Generalized probability Density Evolution Equation (GDEE) in the Probability Density Evolution Method (PDEM).

For the selection of representative points, please refer to GF-discrepancy-based-point-selection.

References:

  1. Li J, Chen JB. (2009) Stochastic dynamics of structures. Wiley, Singapore.

  2. Li J, Chen JB. (2004) Probability density evolution method for dynamic response analysis of structures with uncertain parameters. Comput Mech 34(5): 400-409. http://link.springer.com/10.1007/s00466-004-0583-8

  3. Chen JB, Yang JS, Jensen HA. (2020) Structural optimization considering dynamic reliability constraints via probability density evolution method and change of probability measure. Struct Multidisc Optim 62: 2499–2516. https://doi.org/10.1007/s00158-020-02621-4

  4. Yang JS, Jensen HA, Chen JB. (2022) Structural optimization under dynamic reliability constraints utilizing probability density evolution method and metamodels in augmented input space. Struct Multidisc Optim 65: 107. https://doi.org/10.1007/s00158-022-03188-y

  5. Yang JS, Chen JB, Jensen HA. (2022) Structural design optimization under dynamic reliability constraints based on the probability density evolution method and highly-efficient sensitivity analysis. Probab Eng Mech 68: 103205. https://doi.org/10.1016/j.probengmech.2022.103205