Search results for "Stochastic Analysi"

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.

Stochastic Analysis of a Nonlocal Fractional Viscoelastic Bar Forced by Gaussian White Noise

2017

Recently, a displacement-based nonlocal bar model has been developed. The model is based on the assumption that nonlocal forces can be modeled as viscoelastic (VE) long-range interactions mutually exerted by nonadjacent bar segments due to their relative motion; the classical local stress resultants are also present in the model. A finite element (FE) formulation with closed-form expressions of the elastic and viscoelastic matrices has also been obtained. Specifically, Caputo's fractional derivative has been used in order to model viscoelastic long-range interaction. The static and quasi-static response has been already investigated. This work investigates the stochastic response of the non…

On fractional smoothness and Lp-approximation on the Wiener space

2015

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 Malliavin calculus and approximation of stochastic integrals for Lévy processes

2012

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.

Structural vibration control through Tuned Liquid Column Dampers: theoretical and experimental analysis

Stochastic dynamic analysis of structures with fractional viscoelastic constitutive laws

The main purpose of this thesis is to provide a new way to correctly perform stochastic analysis of structures with viscoelastic constitutive law. The reason for this kind of problem relates the fact that structures with viscoelastic materials are built in many areas of mechanical, civil and aerospace engineering. To perform this kind of stochastic analysis there are two fundamental problems. That is, the mechanical description of the viscoelastic phenomenon, and the correct representation of the external loads. Both of these problems are addressed and solved by the proposed modeling that involves some advanced mathematical tools. The reason to describe materials as viscoelastic is given by…

Multivariate approaches to behavioral physiology

2017

Microstructural assessment of rodent behavior in the hole-board experimental assay

2010

The aim of the present methodological article was to assess whether a microstructure of hole-exploratory activity can be demonstrated in rats tested in the hole-board, an experimental assay widely used to study anxiety-related behaviors in rodents. Six never properly described hole exploratory behavioral components were identified: active-dip, static-dip, rapid-dip, circular-sniff, point-sniff and central-sniff. Results, assessed by means of descriptive and multivariate approaches, reveal a complex microstructural organization of these behavioral elements. The hypothesis of an important role of the relationships between point-sniff and head dipping activities, in anxiety-related hole explor…