Search results for "Differentia"

Non-Stationary Probabilistic Response of Linear Systems Under Non-Gaussian Input

1991

The probabilistic characterization of the response of linear systems subjected to non-normal input requires the evaluation of higher order moments than two. In order to obtain the equations governing these moments, in this paper the extension of the Ito’s differential rule for linear systems excited by non-normal delta correlated processes is presented. As an application the case of the delta correlated compound Poisson input process is treated.

A Method of Conversion of some Coefficient Inverse Parabolic Problems to a Unified Type of Integral-Differential Equation

2011

Coefficient inverse problems are reformulated to a unified integral differential equation. The presented method of conversion of the considered inverse problems to a unified Volterra integral-differential equation gives an opportunity to distribute the acquired results also to analogous inverse problems for non-linear parabolic equations of different types.

Synthesis, Characterization of FexZr1-xO2Solid Solution Nanoparticles and Bulk Powders Prepared Using a Sol-Gel Technique

2015

Representation of Stationary Multivariate Gaussian Processes Fractional Differential Approach

2011

In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussian multivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate process is expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSM is used.

Non-linear systems under parametric alpha-stable LÉVY WHITE NOISES

2005

In this study stochastic analysis of nonlinear dynamical systems under a-stable, multiplicative white noise has been performed. Analysis has been conducted by means of the Ito rule extended to the case of α-stable noises. In this context the order of increments of Levy process has been evaluated and differential equations ruling the evolutions of statistical moments of either parametrically and external dynamical systems have been obtained. The extended Ito rule has also been used to yield the differential equation ruling the evolution of the characteristic function for parametrically excited dynamical systems. The Fourier transform of the characteristic function, namely the probability den…

Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies

1992

The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.

Modal analysis for random response of MDOF systems

1990

The usefulness of the mode-superposition method of multidegrees of freedom systems excited by stochastic vector processes is here presented. The differential equations of moments of every order are written in compact form by means of the Kronecker algebra; then the method for integration of these equations is presented for both classically and non-classically damped systems, showing that the fundamental operator available for evaluating the response in the deterministic analysis is also useful for evaluating the response in the stochastic analysis.

Itô-Stratonovitch Formula for the Wave Equation on a Torus

2010

We give an Ito-Stratonovitch formula for the wave equation on a torus, where we have no stochastic process associated to this partial differential equation. This gives a generalization of the classical Ito-Stratonovitch equation for diffusion in semi-group theory established by ourself in [18], [20].

Random Walk and Diffusion

2014

The concept of random walk as introduced by Einstein is introduced. It is shown that a random walk on a lattice can be descrbed by a difference equation, which becomes a partial differential equation (diffusion equation) in the continuum limit. The equation is solved with the help of Fourier and Laplace transformations.

Explicit expressions for Sturm-Liouville operator problems

1987

Throughout this paper H will denote a complex separable Hilbert space and L(H) denotes the algebra of all bounded linear operators on H. If T lies in L(H), its spectrum σ(T) is the set of all complex numbers z such zI–T is not invertible in L(H) and its compression spectrum σcomp(T) is the set of all complex numbers z such that the range (zI-T)(H) is not dense in H ([3, p. 240]). This paper is concerned with the Sturm–Liouville operator problemwhere λ is a complex parameter and X(t), Q, Ei, Fi for i = l,2, and t∈[0,a], are bounded operators in L(H). For the scalar case, the classical Sturm-Liouville theory yields a complete solution of the problem, see [4], and [7]. For the finite-dimension…