6533b837fe1ef96bd12a349d
RESEARCH PRODUCT
Stochastic integro-differential and differential equations of non-linear systems excited by parametric Poisson pulses
Marcello VastaM. Di Paolasubject
Stochastic partial differential equationNonlinear systemStochastic differential equationMechanics of MaterialsStochastic processDifferential equationApplied MathematicsMechanical EngineeringNumerical analysisMathematical analysisFirst-order partial differential equationParametric statisticsMathematicsdescription
Abstract The connection between stochastic integro-differential equation and stochastic differential equation of non-linear systems driven by parametric Poisson delta correlated processes is presented. It is shown that the two different formulations are fully equivalent in the case of external excitation. In the case of parametric type excitation the two formulation are equivalent if the non-linear argument in the integral representation is related by means of a series to the corresponding non-linear parametric term in the stochastic differential equation. Differential rules for the two representations to find moment equations of every order of the response are also compared.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1997-09-01 |