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RESEARCH PRODUCT

Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution

M. Di PaolaRoberta Santoro

subject

Mechanical EngineeringInfinitesimalMathematical analysisMonte Carlo methodAerospace EngineeringWhite noisePoisson distributionPoisson White Noise Kolmogorov-Feller equation Path integral solution.Nonlinear systemsymbols.namesakeDistribution (mathematics)Mechanics of MaterialsAutomotive EngineeringPath integral formulationsymbolsGeneral Materials ScienceLimit (mathematics)Settore ICAR/08 - Scienza Delle CostruzioniMathematics

description

An extension of the path integral to non-linear systems driven by a Poissonian white noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov— Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac's deltas occurrences are performed and results are compared with analytical solutions (when available) and Monte Carlo simulation.

yearjournalcountryeditionlanguage
2008-01-01Journal of Vibration and Control
https://doi.org/10.1177/1077546307079386