Abstract: A novel approach, referred to as sparse Kriging–NARX (KNARX), is proposed for the uncertainty quantification of nonlinear stochastic dynamical systems. It combines the nonlinear autoregressive with exogenous (NARX) input ...

Abstract: Characterizing the time-domain response of a random multiple-degree-of-freedom dynamical system is challenging and often requires Monte Carlo simulation (MCS). Differential equations must therefore be solved for each sample, ...