6533b855fe1ef96bd12b1402
RESEARCH PRODUCT
Probabilistic response of nonlinear systems under combined normal and Poisson white noise via path integral method
Antonina PirrottaRoberta Santorosubject
Characteristic function (probability theory)Stochastic resonanceMechanical EngineeringMathematical analysisShot noiseAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsProbability density functionWhite noiseCondensed Matter PhysicsPoisson distributionsymbols.namesakeNormal white noise Poisonian white noise combined white noisesAdditive white Gaussian noiseNuclear Energy and EngineeringGaussian noisesymbolsSettore ICAR/08 - Scienza Delle CostruzioniCivil and Structural EngineeringMathematicsdescription
In this paper the response in terms of probability density function of nonlinear systems under combined normal and Poisson white noise is considered. The problem is handled via a Path Integral Solution (PIS) that may be considered as a step-by-step solution technique in terms of probability density function. A nonlinear system under normal white noise, Poissonian white noise and under the superposition of normal and Poisson white noise is performed through PIS. The spectral counterpart of the PIS, ruling the evolution of the characteristic functions is also derived. It is shown that at the limit when the time step becomes an infinitesimal quantity an equation ruling the evolution of the probability density function of the response process of the nonlinear system in the presence of both normal and Poisson White Noise is provided.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2011-01-01 |