6533b829fe1ef96bd128ad24
RESEARCH PRODUCT
Path integral solution for nonlinear systems under parametric Poissonian white noise input
A. Di MatteoM. Di PaolaAntonina PirrottaAntonina Pirrottasubject
Poisson white noiseMonte Carlo methodAerospace EngineeringOcean EngineeringProbability density function02 engineering and technologyImpulse (physics)01 natural sciencesPath integral solution0203 mechanical engineering0103 physical sciencesApplied mathematics010301 acousticsCivil and Structural EngineeringMathematicsParametric statisticsMechanical EngineeringMathematical analysisStatistical and Nonlinear PhysicsWhite noiseCondensed Matter PhysicsJump responseNonlinear system020303 mechanical engineering & transportsParametric inputNuclear Energy and EngineeringPath integral formulationNonlinear systemdescription
Abstract In this paper the problem of the response evaluation in terms of probability density function of nonlinear systems under parametric Poisson white noise is addressed. Specifically, extension of the Path Integral method to this kind of systems is introduced. Such systems exhibit a jump at each impulse occurrence, whose value is obtained in closed form considering two general classes of nonlinear multiplicative functions. Relying on the obtained closed form relation liking the impulses amplitude distribution and the corresponding jump response of the system, the Path Integral method is extended to deal with systems driven by parametric Poissonian white noise. Several numerical applications are performed to show the accuracy of the results and comparison with pertinent Monte Carlo simulation data assesses the reliability of the proposed procedure.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2016-04-01 |