Numerical path integration method based on bubble grids for nonlinear dynamical systems

A new numerical path integration method based on bubble grids for nonlinear dynamical systems is presented in this paper. The ordinary differential equations for the first and second order moments are derived on the basis of the Gaussian closure method. Then the probability density values on the bubble nodes in the computational domain can be calculated via the obtained method. The good performance of the resulting method is finally shown in the numerical examples by using some specific nonlinear dynamical systems: Duffing oscillator subjected to harmonic and stochastic excitations, and Duffing–Rayleigh oscillator subjected to harmonic and stochastic excitations.