Search results for "Stochastic Proce"
showing 10 items of 349 documents
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.
Levy targeting and the principle of detailed balance
2011
We investigate confining mechanisms for Lévy flights under premises of the principle of detailed balance. In this case, the master equation of the jump-type process admits a transformation to the Lévy-Schrödinger semigroup dynamics akin to a mapping of the Fokker-Planck equation into the generalized diffusion equation. This sets a correspondence between above two stochastic dynamical systems, within which we address a (stochastic) targeting problem for an arbitrary stability index μ ε (0,2) of symmetric Lévy drivers. Namely, given a probability density function, specify the semigroup potential, and thence the jump-type dynamics for which this PDF is actually a long-time asymptotic (target) …
Scaling properties of topologically random channel networks
1996
Abstract The analysis deals with the scaling properties of infinite topologically random channel networks (ITRNs) fast introduced by Shreve (1967, J. Geol. , 75: 179–186) to model the branching structure of rivers as a random process. The expected configuration of ITRNs displays scaling behaviour only asymptotically, when the ruler (or ‘yardstick’) length is reduced to a very small extent. The random model can also reproduce scaling behaviour at larger ruler lengths if network magnitude and diameter are functionally related according to a reported deterministic rule. This indicates that subsets of rrRNs can be scaling and, although rrRNs are asymptotically plane-filling due to the law of la…
Random analysis of geometrically non-linear FE modelled structures under seismic actions
1990
Abstract In the framework of the finite element (FE) method, by using the “total Lagrangian approach”, the stochastic analysis of geometrically non-linear structures subjected to seismic inputs is performed. For this purpose the equations of motion are written with the non-linear contribution in an explicit representation, as pseudo-forces, and with the ground motion modelled as a filtered non-stationary white noise Gaussian process, using a Tajimi-Kanai-like filter. Then equations for the moments of the response are obtained by extending the classical Ito's rule to vectors of random processes. The equations of motion, and the equations for moments, obtained here, show a perfect formal simi…
Quadratic variation of martingales in Riesz spaces
2014
We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales in the measure-free setting of Riesz spaces. Our main result is a Riesz space analogue of Austinʼs sample function theorem, on convergence of the quadratic variation processes of martingales http://www.journals.elsevier.com/journal-of-mathematical-analysis-and-applications/ http://dx.doi.org/10.1016/j.jmaa.2013.08.037 National Research Foundation of South Africa (Grant specific unique reference number (UID) 85672) and by GNAMPA of Italy (U 2012/000574 20/07/2012 and U 2012/000388 09/05/2012)
Relations between structure and estimators in networks of dynamical systems
2011
The article main focus is on the identification of a graphical model from time series data associated with different interconnected entities. The time series are modeled as realizations of stochastic processes (representing nodes of a graph) linked together via transfer functions (representing the edges of the graph). Both the cases of non-causal and causal links are considered. By using only the measurements of the node outputs and without assuming any prior knowledge of the network topology, a method is provided to estimate the graph connectivity. In particular, it is proven that the method determines links to be present only between a node and its “kins”, where kins of a node consist of …
On Fuzzy Stochastic Integral Equations—A Martingale Problem Approach
2011
In the paper we consider fuzzy stochastic integral equations using the methods of stochastic inclusions. The idea is to consider an associated martingale problem and its solutions in order to obtain a solution to the fuzzy stochastic equation.
Influence of the quadratic term in the alongwind stochastic response of SDOF structures
1996
A parametric study, regarding the influence of the quadratic pressure term, which is often neglected in the literature, on the stochastic alongwind response of a single-degree-of-freedom (SDOF) structure subjected to wind action, is presented. The results are reported in terms of percentages of difference in the evaluation of the response, by considering and neglecting the quadratic pressure term. The changing parameters considered are: the terrain drag coefficient, the structure height, the structure natural radian frequency, the structure damping coefficient and the wind reference mean velocity. The response stochastic analysis has been carried out in the time domain, by means of the mome…
A Branch-and-Cut method for the Capacitated Location-Routing Problem
2011
International audience; Recent researches in the design of logistic networks have shown that the overall distribution cost may be excessive if routing decisions are ignored when locating depots. The Location-Routing Problem (LRP) overcomes this drawback by simultaneously tackling location and routing decisions. The aim of this paper is to propose an exact approach based on a Branch-and-Cut algorithm for solving the LRP with capacity constraints on depots and vehicles. The proposed method is based on a zero-one linear model strengthened by new families of valid inequalities. The computational evaluation on three sets of instances (34 instances in total), with 5–10 potential depots and 20–88 …
Mode-superposition correction method for deterministic and stochastic analysis of structural systems
2001
The role played by the modal analysis in the framework of structural dynamics is fundamental from both deterministic and stochastic point of view. However the accuracy obtained by means of the classical modal analysis is not always satisfactory. Therefore it is clear the importance of methods able to correct the modal response in such a way to obtain the required accuracy. Many methods have been proposed in the last years but they are meaningful only when the forcing function is expressed by an analytical function. Moreover in stochastic analysis they fail for white noise excitation. In the paper a method able to give a very accurate response for both deterministic and stochastic input is p…