Search results for " stochastic analysis"
showing 10 items of 15 documents
Filter approach to the stochastic analysis of MDOF wind-excited structures
1999
Abstract In this paper, an approach useful for stochastic analysis of the Gaussian and non-Gaussian behavior of the response of multi-degree-of-freedom (MDOF) wind-excited structures is presented. This approach is based on a particular model of the multivariate stochastic wind field based upon a particular diagonalization of the power spectral density (PSD) matrix of the fluctuating part of wind velocity. This diagonalization is performed in the space of eigenvectors and eigenvalues that are called here wind-eigenvalues and wind-eigenvectors, respectively. From the examination of these quantities it can be recognized that the wind-eigenvectors change slowly with frequency while the first wi…
Gaussian and non-Gaussian stochastic sensitivity analysis of discrete structural systems
2000
Abstract The derivatives of the response of a structural system with respect to the system parameters are termed sensitivities. They play an important role in assessing the effect of uncertainties in the mathematical model of the system and in predicting changes of the response due to changes of the design parameters. In this paper, a time domain approach for evaluating the sensitivity of discrete structural systems to deterministic, as well as to Gaussian or non-Gaussian stochastic input is presented. In particular, in the latter case, the stochastic input has been assumed to be a delta-correlated process and, by using Kronecker algebra extensively, cumulant sensitivities of order higher t…
First passage time distribution of stationary Markovian processes
2010
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes research. They also have relevant applications, for example, in many fields of finance such as the assessment of the default risk for firms' assets. By using some explicit examples, in this paper we will show that the tail of the First Passage Time distribution crucially depends on the correlation properties of the process and it is independent from its stationary distribution. When the process includes an infinite set of time-scales bounded from above, the FPT…
Multivariate analyses for the study of behavior: an integrated approach
2008
Simple quantitative evaluations of isolate behavioral elements (i.e. frequencies, durations, per cent distributions) are not representative of the whole behavioral structure [1]. As suggested in a landmark paper from Spruijt and Gispen [2], it is only through the evaluation of the inter-relations among behavioral elements that it is possible to explore behavior from very different points of view, greatly beyond what the human eye can intuitively interpret. In the present paper a brief outline of different multivariate techniques for behavioral analyses will be presented in the attempt to underline the feasibility of their integration.
Structural Analyses in the Study of Anxiety and Anxiety-Related Behaviour
2016
According to the latest Diagnostic and Statistical Manual of Mental Disorders, 5th edition, anxiety encompasses various conditions sharing an excessive sense of fear and/or apprehension for no evident reason and related behavioural disturbances (Association, 2013). The association of such a gloomy symptomatology, with the great diffusion in the general population, explains the critical impact of anxiety disorders on inter-personal relationships and job-related activities (Greenberg et al.,1999; Wittchen & Hoyer, 2001; Keeley & Storch, 2009). Hence, anxiety disorders represent an important and consistent topic of discussion, not only in terms of underlying neuro-psychological processes but, …
Stochastic analysis of a non-local fractional viscoelastic beam forced by Gaussian white noise
2017
Recently, a displacement-based non-local beam model has been developed and the relative finite element (FE) formulation with closed-form expressions of the elastic and fractional viscoelastic matrices has also been obtained. The static and quasi-static response has been already investigated. This work investigates the stochastic response of the non-local fractional viscoelastic beam, forced by a Gaussian white noise. In this context, by taking into account the mass of the beam, the system of coupled fractional differential equations ruling the beam motion can be decoupled with the method of the fractional order state variable expansion and statistics of the motion of the beam can be readily…
Noise-induced effects in nonlinear relaxation of condensed matter systems
2015
Abstract Noise-induced phenomena characterise the nonlinear relaxation of nonequilibrium physical systems towards equilibrium states. Often, this relaxation process proceeds through metastable states and the noise can give rise to resonant phenomena with an enhancement of lifetime of these states or some coherent state of the condensed matter system considered. In this paper three noise induced phenomena, namely the noise enhanced stability, the stochastic resonant activation and the noise-induced coherence of electron spin, are reviewed in the nonlinear relaxation dynamics of three different systems of condensed matter: (i) a long-overlap Josephson junction (JJ) subject to thermal fluctuat…
Time characteristics of Lévy flights in a steep potential well
2013
Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.
Stochastic Analysis of a Nonlocal Fractional Viscoelastic Bar Forced by Gaussian White Noise
2017
Recently, a displacement-based nonlocal bar model has been developed. The model is based on the assumption that nonlocal forces can be modeled as viscoelastic (VE) long-range interactions mutually exerted by nonadjacent bar segments due to their relative motion; the classical local stress resultants are also present in the model. A finite element (FE) formulation with closed-form expressions of the elastic and viscoelastic matrices has also been obtained. Specifically, Caputo's fractional derivative has been used in order to model viscoelastic long-range interaction. The static and quasi-static response has been already investigated. This work investigates the stochastic response of the non…
Non-Gaussian probability density function of SDOF linear structures under wind actions
1998
Abstract Wind velocity is usually analytically described adding a static mean term to a zero mean fluctuation stationary process. The corresponding aerodynamic alongwind force acting on a single degree of freedom (SDOF) structure can be considered as a sum of three terms proportional to the mean wind velocity, to the product between mean and fluctuating part of the wind velocity and to the square power of the fluctuating wind velocity, respectively. The latter term, often neglected in the literature, is responsible for the non-Gaussian behaviour of the response. In this paper a method for the evaluation of the stationary probability density function of SDOF structures subjected to non-Gauss…