Search results for "Differential calculus"
showing 10 items of 28 documents
Direct Derivation of Corrective Terms in SDE Through Nonlinear Transformation on Fokker–Planck Equation
2004
This paper examines the problem of probabilistic characterization of nonlinear systems driven by normal and Poissonian white noise. By means of classical nonlinear transformation the stochastic differential equation driven by external input is transformed into a parametric-type stochastic differential equation. Such equations are commonly handled with Ito-type stochastic differential equations and Ito's rule is used to find the response statistics. Here a different approach is proposed, which mainly consists in transforming the Fokker–Planck equation for the original system driven by external input, in the transformed probability density function of the new state variable. It will be shown …
Pseudo-force method for a stochastic analysis of nonlinear systems
1996
Nonlinear systems, driven by external white noise input processes and handled by means of pseudo-force theory, are transformed through simple coordinate transformation to quasi-linear systems. By means of Itô stochastic differential calculus for parametric processes, a finite hierarchy for the moment equations of these systems can be exactly obtained. Applications of this procedure to the first-order differential equation with cubic nonlinearity and to the Duffing oscillator show the versatility of the proposed method. The accuracy of the proposed procedure improves by making use of the classical equivalent linearization technique.
On Limiting Fréchet ε-Subdifferentials
1998
This paper presents an e-sub differential calculus for nonconvex and nonsmooth functions. We extend the previous work by Jofre et all to the case where the functions are lower semicontinuous instead of locally Lipschitz.
Multiplicative cases from additive cases: Extension of Kolmogorov–Feller equation to parametric Poisson white noise processes
2007
Abstract In this paper the response of nonlinear systems driven by parametric Poissonian white noise is examined. As is well known, the response sample function or the response statistics of a system driven by external white noise processes is completely defined. Starting from the system driven by external white noise processes, when an invertible nonlinear transformation is applied, the transformed system in the new state variable is driven by a parametric type excitation. So this latter artificial system may be used as a tool to find out the proper solution to solve systems driven by parametric white noises. In fact, solving this new system, being the nonlinear transformation invertible, …
Stochastic dynamics of nonlinear systems driven by non-normal delta-correlated processes
1993
In this paper, nonlinear systems subjected to external and parametric non-normal delta-correlated stochastic excitations are treated. A new interpretation of the stochastic differential calculus allows first a full explanation of the presence of the Wong-Zakai or Stratonovich correction terms in the Itoˆ’s differential rule. Then this rule is extended to take into account the non-normality of the input. The validity of this formulation is confirmed by experimental results obtained by Monte Carlo simulations.
Semiotica e Matematiche: un'introduzione
2014
The foundations of Peircean's and Saussurean's Semiotics itself is centered on two mathematical ideas coming from differential calculus and theory of continuity. Other mathematical ideas can be founded in some of the most important ideas in Semiotics. The papers investigates the relationships between Mathematics and Semiotics in both a historical and theoretical way.
Multi-State System in human reliability analysis
2009
Application of mathematical model of Multi-State System for human reliability analysis is considered in the paper. This paper describes new method for estimation of changes of more than one component states and they influence to Multi-State System reliability by Dynamic Reliability Indices. The Multi-State System failure is considered depending on decrease of some system component efficiency and the Multi-State System repair is declared depending on replacement of some failed components. The mathematical approach of Logical Differential Calculus is used for analysis of the Multi-State System reliability change that is caused by modifications of some system components states.
Quasi-Continuous Vector Fields on RCD Spaces
2021
In the existing language for tensor calculus on RCD spaces, tensor fields are only defined $\mathfrak {m}$ -a.e.. In this paper we introduce the concept of tensor field defined ‘2-capacity-a.e.’ and discuss in which sense Sobolev vector fields have a 2-capacity-a.e. uniquely defined quasi-continuous representative.
Geometric Aspects of Thermodynamics
2016
This chapter deals with mathematical aspects of thermodynamics most of which will be seen to be primarily of geometrical nature. Starting with a short excursion to differentiable manifolds we summarize the properties of functions, of vector fields and of one-forms on thermodynamic manifolds. This summary centers on exterior forms over Euclidean spaces and the corresponding differential calculus. In particular, one-forms provide useful tools for the analysis of thermodynamics. A theorem by Caratheodory is developed which is closely related to the second law of thermodynamics. The chapter closes with a discussion of systems which depend on two variables and for which there is an interesting a…