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