Search results for " Gaussian approximation"
showing 3 items of 3 documents
Gaussian models for the distribution of Brownian particles in tilted periodic potentials
2011
We present two Gaussian approximations for the time-dependent probability density function (PDF) of an overdamped Brownian particle moving in a tilted periodic potential. We assume high potential barriers in comparison with the noise intensity. The accuracy of the proposed approximated expressions for the time-dependent PDF is checked with numerical simulations of the Langevin dynamics. We found a quite good agreement between theoretical and numerical results at all times.
Probabilistic response of linear structures equipped with nonlinear dampers devices (PIS method)
2008
Passive control introducing energy absorbing devices into the structure has received considerable attention in recent years. Unfortunately the constitutive law of viscous fluid dampers is highly nonlinear, and even supposing that the structure behaves linearly, the whole system has inherent nonlinear properties. Usually the analysis is performed by a stochastic linearization technique (SLT) determining a linear system equivalent to the nonlinear one, in a statistical sense. In this paper the effect of the non-Gaussianity of the response due to the inherent nonlinearity of the damper device will be studied in detail via the Path Integral Solution (PIS) method. A systematic study is conducted…
Linear and nonlinear approximations for periodically driven bistable systems
2005
We analyze periodically driven bistable systems by two different approaches. The first approach is a linearization of the stochastic Langevin equation of our system by the response on small external force. The second one is based on the Gaussian approximation of the kinetic equations for the cumulants. We obtain with the first approach the signal power amplification and output signal-to-noise ratio for a model piece-wise linear bistable potential and compare with the results of linear response approximation. By using the second approach to a bistable quartic potential, we obtain the set of nonlinear differential equations for the first and the second cumulants.