6533b854fe1ef96bd12ae0e0

RESEARCH PRODUCT

Path integral solution by fractional calculus

Antonina PirrottaGiulio CottoneMario Di Paola

subject

HistoryComplex momentsHierarchy (mathematics)Mathematical analysisProbability density functionNon-linear Random VibrationWhite noisePath integral methodComputer Science ApplicationsEducationFractional calculusNonlinear systemPath integral formulationRepresentation (mathematics)Settore ICAR/08 - Scienza Delle CostruzioniRandom variableMathematics

description

In this paper, the Path Integral solution is developed in terms of complex moments. The method is applied to nonlinear systems excited by normal white noise. Crucial point of the proposed procedure is the representation of the probability density of a random variable in terms of complex moments, recently proposed by the first two authors. Advantage of this procedure is that complex moments do not exhibit hierarchy. Extension of the proposed method to the study of multi degree of freedom systems is also discussed.

yearjournalcountryeditionlanguage
2008-02-01
10.1088/1742-6596/96/1/012007http://hdl.handle.net/10447/41538