Sparse representations and compressive sampling for enhancing the computational efficiency of the Wiener path integral technique

• Published in: Mechanical systems and signal processing Vol. 111; pp. 87 - 101
• Main Authors: Psaros, Apostolos F., Kougioumtzoglou, Ioannis A., Petromichelakis, Ioannis
• Format: Journal Article
• Language: English
• Published: Berlin Elsevier Ltd 01.10.2018; Elsevier BV
• Subjects: Compressive sampling; Computational efficiency; Computer simulation; Computing time; Degrees of freedom; Duffing oscillators; Integrals; Monte Carlo simulation; Nonlinear system; Nonlinear systems; Optimization algorithms; Path integral; Probability density functions; Representations; Sampling; Sparse representations; Sparsity; Stochastic dynamics; Stochastic models; Stochastic systems; Sparse representations; Stochastic dynamics; Compressive sampling; Path integral; Nonlinear system

•The computational efficiency of the Wiener path integral technique is enhanced.•Compressive sampling tools and sparse representations are exploited.•The nonlinear system joint response PDF is determined efficiently.•The technique is capable of addressing high-dimensional stochastic systems. The com...