Search results for "Stochastic analysis"

Time characteristics of Lévy flights in a steep potential well

2013

Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.

Multivariate approaches to behavioral physiology

2017

Dynamics of two competing species in the presence of Lévy noise sources

2010

We consider a Lotka-Volterra system of two competing species subject to multiplicative alpha-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive alpha-stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasi-periodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analysing the role of the Lévy noise sources.

Non-Gaussian probability density function of SDOF linear structures under wind actions

1998

Abstract Wind velocity is usually analytically described adding a static mean term to a zero mean fluctuation stationary process. The corresponding aerodynamic alongwind force acting on a single degree of freedom (SDOF) structure can be considered as a sum of three terms proportional to the mean wind velocity, to the product between mean and fluctuating part of the wind velocity and to the square power of the fluctuating wind velocity, respectively. The latter term, often neglected in the literature, is responsible for the non-Gaussian behaviour of the response. In this paper a method for the evaluation of the stationary probability density function of SDOF structures subjected to non-Gauss…

On fractional smoothness and Lp-approximation on the Wiener space

2015

Stochastic seismic analysis of multidegree of freedom systems

1984

Abstract A unconditionally stable step-by-step procedure is proposed to evaluate the mean square response of a linear system with several degrees of freedom, subjected to earthquake ground motion. A non-stationary modulated random process, obtained as the product of a deterministic time envelope function and a stationary noise, is used to simulate earthquake acceleration. The accuracy of the procedure and its extension to nonlinear systems are discussed. Numerical examples are given for a hysteretic system, a duffing oscillator and a linear system with several degrees of freedom.

RELAXATION PHENOMENA IN CLASSICAL AND QUANTUM SYSTEMS

2012

Relaxation phenomena in three different classical and quantum systems are investigated. First, the role of multiplicative and additive noise in a classical metastable system is analyzed. The mean lifetime of the metastable state shows a nonmonotonicbehavior with a maximum as a function of both the additive and multiplicative noise intensities. In the second system, the simultaneous action of thermal and non-Gaussian noise on the dynamics of an overdamped point Josephson junction is studied. The effect of a Lévy noise generated by a Cauchy–Lorentz distribution on the mean lifetime of the superconductive metastable state, in the presence of a periodic driving, is investigated. We find resonan…

Stochastic analysis of dynamical systems with delayed control forces

2006

Abstract Reduction of structural vibration in actively controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-normal delta-correlated random process with delayed control forces. Taylor series expansion of the control forces has been introduced and the statistics of the dynamical response have been obtained by means of the extended Ito differential rule. Numerical application provided shows the capabilities of the proposed method to analyze stochastic dynamic systems with delayed actions under delta-correlated process contrasting statist…

Switching times in long-overlap Josephson junctions subject to thermal fluctuations and non-Gaussian noise sources

2014

We investigate the superconducting lifetime of long current-biased Josephson junctions, in the presence of Gaussian and non-Gaussian noise sources. In particular, we analyze the dynamics of a Josephson junction as a function of the noise signal intensity, for different values of the parameters of the system and external driving currents. We find that the mean lifetime of the superconductive state is characterized by nonmonotonic behavior as a function of noise intensity, driving frequency and junction length. We observe that these nonmonotonic behaviours are connected with the dynamics of the junction phase string during the switching towards the resistive state. An important role is played…

Active controlled structural systems under delta-correlated random excitation: linear and nonlinear case

2006

Abstract Reduction of structural vibration in active controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-Gaussian random process accounting for the time delay involved in the application of active control actions. Control forces acting with time-delay effects will be expanded in Taylor series evaluating response statistics by means of the extended Ito differential rule to consider the effects of the non-normality of the input processes. Numerical application provided shows the feasibility of the proposed method to analyze stochastic …