Search results for " Nonlinear"

showing 10 items of 1224 documents

A shallow water model with eddy viscosity for basins with varying bottom topography

2001

The motion of an incompressible fluid confined to a shallow basin with a varying bottom topography is considered. We introduce appropriate scalings into a three-dimensional anisotropic eddy viscosity model to derive a two-dimensional shallow water model. The global regularity of the resulting model is proved. The anisotropic form of the stress tensor in our three-dimensional eddy viscosity model plays a critical role in ensuring that the resulting shallow water model dissipates energy.

Cauchy stress tensorApplied MathematicsTurbulence modelingGeneral Physics and AstronomyStatistical and Nonlinear PhysicsMechanicsStructural basinPhysics::Fluid DynamicsWaves and shallow waterCompressibilityAnisotropyPhysics::Atmospheric and Oceanic PhysicsMathematical PhysicsMathematicsNonlinearity
researchProduct

On the use of fractional calculus for the probabilistic characterization of random variables

2009

In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the characteristic function (CF). The CF can be further expressed by a Taylor series involving the moments of the random variable. However, in some circumstances, the moments do not exist and the Taylor expansion of the CF is useless. This happens for example in the case of $\alpha$--stable random variables. Here, the problem of representing the CF or the PDF of random variables (r.vs) is examined by introducing fractional calculus. Two very remarkable results are o…

Characteristic function (probability theory)FOS: Physical sciencesAerospace EngineeringMathematics - Statistics TheoryOcean EngineeringProbability density functionComplex order momentStatistics Theory (math.ST)Fractional calculusymbols.namesakeIngenieurwissenschaftenFOS: MathematicsTaylor seriesApplied mathematicsCharacteristic function serieMathematical PhysicsCivil and Structural EngineeringMathematicsGeneralized Taylor serieMechanical EngineeringStatistical and Nonlinear PhysicsProbability and statisticsMathematical Physics (math-ph)Condensed Matter PhysicsFractional calculusFourier transformNuclear Energy and EngineeringPhysics - Data Analysis Statistics and ProbabilitysymbolsFractional calculus; Generalized Taylor series; Complex order moments; Fractional moments; Characteristic function series; Probability density function seriesddc:620Series expansionFractional momentProbability density function seriesSettore ICAR/08 - Scienza Delle CostruzioniRandom variableData Analysis Statistics and Probability (physics.data-an)
researchProduct

Path integral solution for non-linear system enforced by Poisson White Noise

2008

Abstract In this paper the response in terms of probability density function of non-linear systems under Poisson White Noise is considered. The problem is handled via path integral (PI) solution that may be considered as a step-by-step solution technique in terms of probability density function. First the extension of the PI to the case of Poisson White Noise is derived, then it is shown that at the limit when the time step becomes an infinitesimal quantity the Kolmogorov–Feller (K–F) equation is fully restored enforcing the validity of the approximations made in obtaining the conditional probability appearing in the Chapman Kolmogorov equation (starting point of the PI). Spectral counterpa…

Characteristic function (probability theory)Mechanical EngineeringMathematical analysisFokker-Planck equationAerospace EngineeringConditional probabilityKolmogorov-Feller eqautionOcean EngineeringStatistical and Nonlinear PhysicsProbability density functionWhite noiseCondensed Matter PhysicsPoisson distributionPath Integral Solutionsymbols.namesakeNuclear Energy and EngineeringPath integral formulationsymbolsFokker–Planck equationSettore ICAR/08 - Scienza Delle CostruzioniChapman–Kolmogorov equationCivil and Structural EngineeringMathematicsProbabilistic Engineering Mechanics
researchProduct

A method for the probabilistic analysis of nonlinear systems

1995

Abstract The probabilistic description of the response of a nonlinear system driven by stochastic processes is usually treated by means of evaluation of statistical moments and cumulants of the response. A different kind of approach, by means of new quantities here called Taylor moments, is proposed. The latter are the coefficients of the Taylor expansion of the probability density function and the moments of the characteristic function too. Dual quantities with respect to the statistical cumulants, here called Taylor cumulants, are also introduced. Along with the basic scheme of the method some illustrative examples are analysed in detail. The examples show that the proposed method is an a…

Characteristic function (probability theory)Stochastic processMechanical EngineeringAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsProbability density functionCondensed Matter Physicssymbols.namesakeNonlinear systemNuclear Energy and EngineeringTaylor seriessymbolsCalculusApplied mathematicsProbabilistic analysis of algorithmsCumulantCivil and Structural EngineeringMathematicsTaylor expansions for the moments of functions of random variables
researchProduct

Probabilistic response of nonlinear systems under combined normal and Poisson white noise via path integral method

2011

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 pro…

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 EngineeringMathematics
researchProduct

Chiral anomalies in even and odd dimensions

1985

Odd dimensional Yang-Mills theories with an extra ‘topological mass” term, defined by the Chern-Simons secondary characteristic, are discussed. It is shown in detail how the topological mass affects the equal time charge commutation relations and how the modified commutation relations are related to non-abelian chiral anomalies in even dimensions. We also study the SU(3) chiral model (Wess-Zumino model) in four dimensions and we show how a gauge invariant interaction with an external SU(3) vector potential can be defined with the help of the Chern-Simons characteristic in five dimensions.

Chiral anomalyPhysicsHigh Energy Physics::Lattice53C80Statistical and Nonlinear PhysicsCharge (physics)Gauge (firearms)58G25Wess–Zumino modelHigh Energy Physics::TheoryChiral modelInvariant (mathematics)81E20Mathematical PhysicsGauge anomalyMathematical physicsVector potential
researchProduct

Coherence resonance in Bonhoeffer-Van der Pol circuit

2009

International audience; A nonlinear electronic circuit simulating the neuronal activity in a noisy environment is proposed. This electronic circuit is exactly ruled by the set of Bonhoeffer-Van Der Pol equations and is excited with a Gaussian noise. Without external deterministic stimuli, it is shown that the circuit exhibits the so-called 'coherence resonance' phenomenon.

Circuit design[ NLIN.NLIN-CD ] Nonlinear Sciences [physics]/Chaotic Dynamics [nlin.CD]02 engineering and technology01 natural sciencesResonance (particle physics)symbols.namesakeComputer Science::Hardware ArchitectureComputer Science::Emerging TechnologiesControl theoryQuantum mechanics0103 physical sciences0202 electrical engineering electronic engineering information engineeringElectrical and Electronic Engineering010306 general physicsMathematicsElectronic circuitVan der Pol oscillatorAmplifier020208 electrical & electronic engineering[ SPI.TRON ] Engineering Sciences [physics]/Electronics[SPI.TRON]Engineering Sciences [physics]/ElectronicsNonlinear systemGaussian noise[NLIN.NLIN-CD]Nonlinear Sciences [physics]/Chaotic Dynamics [nlin.CD]symbolsRLC circuit
researchProduct

Identification of stiffness, dissipation and input parameters of multi degree of freedom civil systems under unmeasured base excitations

2009

A time domain dynamic identification technique based on a statistical moment approach has been formulated for civil systems under base random excitations in the linear state. This technique is based on the use of classically damped models characterized by a mass proportional damping. By applying the Itô stochastic calculus, special algebraic equations that depend on the statistical moments of the response can be obtained. These equations can be used for the dynamic identification of the mechanical parameters that define the structural model, in the case of unmeasured input as well, and the identification of the input itself. Furthermore, the above equations demonstrate the possibility of id…

Civil structureLinear modelMechanical EngineeringStochastic calculusSystem identificationLinear modelAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsWhite noiseCondensed Matter PhysicsParameter identification problemMoment (mathematics)Settore ICAR/09 - Tecnica Delle CostruzioniAlgebraic equationMass proportional dampingNuclear Energy and EngineeringControl theoryApplied mathematicsRandom vibrationTime domainSystem identificationSettore ICAR/08 - Scienza Delle CostruzioniCivil and Structural EngineeringMathematicsProbabilistic Engineering Mechanics
researchProduct

An output-only stochastic parametric approach for the identification of linear and nonlinear structures under random base excitations: Advances and c…

2014

In this paper a time domain output-only Dynamic Identification approach for Civil Structures (DICS) first formulated some years ago is reviewed and presented in a more generalized form. The approach in question, suitable for multi- and single-degrees-of-freedom systems, is based on the statistical moments and on the correlation functions of the response to base random excitations. The solving equations are obtained by applying the Itô differential stochastic calculus to some functions of the response. In the previous version ([21] Cavaleri, 2006; [22] Benfratello et al., 2009), the DICS method was based on the use of two classes of models (Restricted Potential Models and Linear Mass Proport…

Civil structureMathematical optimizationBase excitationGeneralizationMechanical EngineeringSystem identificationStochastic calculusAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsWhite noiseWhite noiseCondensed Matter PhysicsNonlinear systemSettore ICAR/09 - Tecnica Delle CostruzioniNuclear Energy and EngineeringNonlinear stiffneApplied mathematicsNonlinear dampingTime domainSystem identificationCivil and Structural EngineeringMathematicsParametric statisticsEquation solving
researchProduct

Integrability of the one dimensional Schrödinger equation

2018

We present a definition of integrability for the one dimensional Schroedinger equation, which encompasses all known integrable systems, i.e. systems for which the spectrum can be explicitly computed. For this, we introduce the class of rigid functions, built as Liouvillian functions, but containing all solutions of rigid differential operators in the sense of Katz, and a notion of natural boundary conditions. We then make a complete classification of rational integrable potentials. Many new integrable cases are found, some of them physically interesting.

Class (set theory)Integrable systemFOS: Physical sciencesComplex analysisAlgebras01 natural sciencesSchrödinger equationsymbols.namesake[MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph]0103 physical sciencesBoundary value problem0101 mathematics010306 general physicsGauge field theoryMathematical PhysicsMathematical physicsMathematicsMSC: 34M46 34M50 37J30Liouville equation010102 general mathematicsSpectrum (functional analysis)Operator theory[ MATH.MATH-MP ] Mathematics [math]/Mathematical Physics [math-ph]Statistical and Nonlinear PhysicsMathematical Physics (math-ph)Differential operatorHamiltonian mechanicssymbols34M46 34M50 37J30
researchProduct