6533b7d8fe1ef96bd12696fd

RESEARCH PRODUCT

Linear Systems Excited by Polynomials of Filtered Poission Pulses

M. Di Paola

subject

Stochastic partial differential equationStochastic differential equationTransformation (function)Mechanics of MaterialsDifferential equationMechanical EngineeringNumerical analysisMathematical analysisLinear systemCondensed Matter PhysicsMathematicsParametric statisticsNumerical partial differential equations

description

The stochastic differential equations for quasi-linear systems excited by parametric non-normal Poisson white noise are derived. Then it is shown that the class of memoryless transformation of filtered non-normal delta correlated process can be reduced, by means of some transformation, to quasi-linear systems. The latter, being excited by parametric excitations, are frst converted into ltoˆ stochastic differential equations, by adding the hierarchy of corrective terms which account for the nonnormality of the input, then by applying the Itoˆ differential rule, the moment equations have been derived. It is shown that the moment equations constitute a linear finite set of differential equation that can be exactly solved.

yearjournalcountryeditionlanguage
1997-09-01Journal of Applied Mechanics
https://doi.org/10.1115/1.2788955