Search results for "Differential calculus"
showing 10 items of 28 documents
Second-Order Calculus on RCD Spaces
2020
In this conclusive chapter we introduce the class of those metric measure spaces that satisfy the Riemannian curvature-dimension condition, briefly called RCD spaces, and we develop a thorough second-order differential calculus over these structures.
Extension of The Stochastic Differential Calculus To Complex Processes
1996
In structural engineering complex processes arise to predict the first excursion failure, fatigue failure, etc. Indeed to solve these problems the envelope function, which is the modulus of a complex process, is usually introduced. In this paper the statistics of the complex response process related to the envelope statistics of linear systems subjected to parametric stationary normal white noise input are evaluated by using extensively the properties of stochastic differential calculus.
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 THE FUNDAMENTAL THEOREM OF CALCULUS FOR FRACTAL SETS
2015
The aim of this paper is to formulate the best version of the Fundamental theorem of Calculus for real functions on a fractal subset of the real line. In order to do that an integral of Henstock–Kurzweil type is introduced.
Il Filtro Integrale Auto-Regressivo Continuo (I-ARC) per l’Analisi di Strutture Esposte al Vento
2010
In questo studio viene proposto un metodo per la rappresentazione di processi aleatori Gaussiani e stazionari, utile a modellare la turbolenza della velocità del vento, introducendo la versione integrale del modello auto-regressivo discreto già proposto in precedenza. La rappresentazione di un processo aleatorio di assegnata funzione di correlazione viene condotta integrando un’equazione integro-differenziale in cui viene coinvolto un nucleo, che rappresenta la memoria del processo, in presenza di un rumore bianco Gaussiano. La soluzione dell’equazione rappresenta un campione del processo aleatorio della turbolenza della velocità del vento. E’ stato mostrato che il modello I-ARC fornisce, n…
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, …
Algebriskā analīze: teorija un uzdevumi
1937
Reālās ģimnāzijas kurss.
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 …
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.