Search results for "Statistical"
showing 10 items of 4960 documents
A subtle error in conventional stochastic linearization techniques
1998
Abstract The stochastic linearization technique as applied to the SDOF system is re-examined. Two standard procedures associated with the stochastic linearization, widely adopted in the literature, are shown to be erroneous. Two new procedures to correct the errors made in previous works are introduced. To gain more insight, the procedures are applied to the quintic oscillator. Comparative numerical analysis is performed.
Modeling of Sensory Characteristics Based on the Growth of Food Spoilage Bacteria
2016
During last years theoretical works shed new light and proposed new hypothesis on the mechanisms which regulate the time behaviour of biological populations in different natural systems. Despite of this, the role of environmental variables in ecological systems is still an open question. Filling this gap of knowledge is a crucial task for a deeper comprehension of the dynamics of biological populations in real ecosystems. In this work we study how the dynamics of food spoilage bacteria influences the sensory characteristics of fresh fish specimens. This topic is crucial for a better understanding of the role played by the bacterial growth on the organoleptic properties, and for the quality …
Experimental Studies of Noise—Induced Phenomena in a Tunnel Diode
2007
Noise induced phenomena are investigated in a physical system based on a tunnel diode. The stochastic differential equation describing this physical system is analog to the Langevin equation of an overdamped Brownian particle diffusing in a nonlinear potential. This simple and versatile physical system allows a series of experiments testing and clarifying the role of the noise and of its correlation in the stochastic dynamics of bistable or metastable systems. Experimental investigations of stochastic resonance, resonant activation and noise enhanced stability are discussed.
Exact stationary solution for a class of non-linear systems driven by a non-normal delta-correlated process
1995
In this paper the exact stationary solution in terms of probability density function for a restricted class of non-linear systems under both external and parametric non-normal delta-correlated processes is presented. This class has been obtained by imposing a given probability distribution and finding the corresponding dynamical system which satisfies the modified Fokker-Planck equation. The effectiveness of the results has been verified by means of a Monte Carlo simulation.
ORDERING KINETICS IN QUASI-ONE-DIMENSIONAL ISING-LIKE SYSTEMS
1993
We present results of a Monte Carlo simulation of the kinetics of ordering in the two-dimensional nearest-neighbor Ising model in anL xM geometry with two free boundaries of length M≫L. This model can be viewed as representing an adsorbant on a stepped surface with mean terrace widthL. We follow the ordering kinetics after quenches to temperatures 0.25 ⩽ T/Tc ⩽ 1 starting from a random initial configuration at a coverage ofΘ=0.5 in the corresponding lattice gas picture. The systems evolve in time according to a Glauber kinetics with nonconserved order parameter. The equilibrium structure is given by a one-dimensional sequence of ordered domains. The ordering process evolves from a short ini…
BROWNIAN DYNAMICS SIMULATIONS WITHOUT GAUSSIAN RANDOM NUMBERS
1991
We point out that in a Brownian dynamics simulation it is justified to use arbitrary distribution functions of random numbers if the moments exhibit the correct limiting behavior prescribed by the Fokker-Planck equation. Our argument is supported by a simple analytical consideration and some numerical examples: We simulate the Wiener process, the Ornstein-Uhlenbeck process and the diffusion in a Φ4 potential, using both Gaussian and uniform random numbers. In these examples, the rate of convergence of the mean first exit time is found to be nearly identical for both types of random numbers.
Dynamics analysis of distributed parameter system subjected to a moving oscillator with random mass, velocity and acceleration
2002
Abstract The problem of calculating the response of a distributed parameter system excited by a moving oscillator with random mass, velocity and acceleration is investigated. The system response is a stochastic process although its characteristics are assumed to be deterministic. In this paper, the distributed parameter system is assumed as a beam with Bernoulli–Euler type analytical behaviour. By adopting the Galerkin's method, a set of approximate governing equations of motion possessing time-dependent uncertain coefficients and forcing function is obtained. The statistical characteristics of the deflection of the beam are computed by using an improved perturbation approach with respect t…
A simplified analysis for the evaluation of stochastic response of elasto-plastic oscillators
1999
Abstract The paper deals with dynamic hysteretic oscillators without post-yielding hardening, called ideal elasto-plastic oscillators, subjected to white noise. They are characterized by the fact that they do not reach stationarity even though excited by stationary stochastic processes. A simplified solution procedure to capture this behaviour is presented in this paper. It is based on modelling the accumulated plastic deformations as a homogeneous compound Poisson process. In particular, two aspects are addressed in the paper: (1) evaluation of the probabilistic parameters of the accumulated plastic deformation process; and (2) evaluation of the second-order cumulants of the response by me…
Digital generation of multivariate wind field processes
2001
Abstract A very efficient procedure for the generation of multivariate wind velocity stochastic processes by wave superposition as well as autoregressive time series is proposed in this paper. The procedure starts by decomposing the wind velocity field into a summation of fully coherent independent vector processes using the frequency dependent eigenvectors of the Power Spectral Density matrix. It is shown that the application of the method allows to show some very interesting physical properties that allow to reduce drastically the computational effort. Moreover, using a standard finite element procedure for approximating the frequency dependent eigenvectors, the generation procedure requi…
Roughness of two nonintersecting one-dimensional interfaces.
2006
The dynamics of two spatially discrete one-dimensional single-step model interfaces with a noncrossing constraint is studied in both nonsymmetric propagating and symmetric relaxing cases. We consider possible scaling scenarios and study a few special cases by using continuous-time Monte Carlo simulations. The roughness of the interfaces is observed to be nonmonotonic as a function of time, and in the stationary state it is nonmonotonic also as a function of the strength of the effective force driving the interfaces against each other. This is related on the one hand to the reduction of the available configuration space and on the other hand to the ability of the interfaces to conform to eac…