6533b7d9fe1ef96bd126bfc7

RESEARCH PRODUCT

Exact stationary solution for a class of non-linear systems driven by a non-normal delta-correlated process

Marcello Vasta

subject

Stochastic processApplied MathematicsMechanical EngineeringMonte Carlo methodProbability density functionStationary sequenceDynamical systemMechanics of MaterialsApplied mathematicsProbability distributionFokker–Planck equationStatistical physicsMathematicsParametric statistics

description

In this paper the exact stationary solution in terms of probability density function for a restricted class of non-linear systems under both external and parametric non-normal delta-correlated processes is presented. This class has been obtained by imposing a given probability distribution and finding the corresponding dynamical system which satisfies the modified Fokker-Planck equation. The effectiveness of the results has been verified by means of a Monte Carlo simulation.

yearjournalcountryeditionlanguage
1995-07-01International Journal of Non-Linear Mechanics
https://doi.org/10.1016/0020-7462(95)00009-d