6533b7d6fe1ef96bd12665da
RESEARCH PRODUCT
Stochastic dynamics of nonlinear systems driven by non-normal delta-correlated processes
Giovanni FalsoneMario Di Paolasubject
Mechanical EngineeringMonte Carlo methodDifferential calculusCondensed Matter PhysicsInterpretation (model theory)Nonlinear systemClassical mechanicsMechanics of MaterialsRandom vibrationStatistical physicsDifferential (mathematics)ExcitationMathematicsParametric statisticsdescription
In this paper, nonlinear systems subjected to external and parametric non-normal delta-correlated stochastic excitations are treated. A new interpretation of the stochastic differential calculus allows first a full explanation of the presence of the Wong-Zakai or Stratonovich correction terms in the Itoˆ’s differential rule. Then this rule is extended to take into account the non-normality of the input. The validity of this formulation is confirmed by experimental results obtained by Monte Carlo simulations.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1993-03-01 |