Search results for "Stochastic dynamic"

Stochastic response of a fractional vibroimpact system

2017

Abstract The paper proposes a method to investigate the stochastic dynamics of a vibroimpact single-degree-of-freedom fractional system under a Gaussian white noise input. It is assumed that the system has a hard type impact against a one-sided motionless barrier, which is located at the system’s equilibrium position; furthermore, the system under study is endowed with an element modeled with fractional derivative. The proposed method is based on stochastic averaging technique and overcome the particular difficulty due to the presence of fractional derivative of an absolute value function; particularly an analytical expression for the system’s mean squared response amplitude is presented an…

Evolutionary dynamics of imatinib-treated leukemic cells by stochastic approach

2008

The evolutionary dynamics of a system of cancerous cells in a model of chronic myeloid leukemia (CML) is investigated by a statistical approach. Cancer progression is explored by applying a Monte Carlo method to simulate the stochastic behavior of cell reproduction and death in a population of blood cells which can experience genetic mutations. In CML front line therapy is represented by the tyrosine kinase inhibitor imatinib which strongly affects the reproduction of leukemic cells only. In this work, we analyze the effects of a targeted therapy on the evolutionary dynamics of normal, first-mutant and cancerous cell populations. Several scenarios of the evolutionary dynamics of imatinib-tr…

An approximate technique for determining in closed-form the response transition probability density function of diverse nonlinear/hysteretic oscillat…

2019

An approximate analytical technique is developed for determining, in closed form, the transition probability density function (PDF) of a general class of first-order stochastic differential equations (SDEs) with nonlinearities both in the drift and in the diffusion coefficients. Specifically, first, resorting to the Wiener path integral most probable path approximation and utilizing the Cauchy–Schwarz inequality yields a closed-form expression for the system response PDF, at practically zero computational cost. Next, the accuracy of this approximation is enhanced by proposing a more general PDF form with additional parameters to be determined. This is done by relying on the associated Fokke…

Extended Entropy Functional for Nonlinear Systems in Stochastic Dynamics

2002

Self-similarity and response of fractional differential equations under white noise input

2022

Self-similarity, fractal behaviour and long-range dependence are observed in various branches of physical, biological, geological, socioeconomics and mechanical systems. Self-similarity, also termed self-affinity, is a concept that links the properties of a phenomenon at a certain scale with the same properties at different time scales as it happens in fractal geometry. The fractional Brownian motion (fBm), i.e. the Riemann-Liouville fractional integral of the Gaussian white noise, is self-similar; in fact by changing the temporal scale t -> at (a > 0), the statistics in the new time axis (at) remain proportional to those calculated in the previous axis (t). The proportionality coeffi…

A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by P…

2020

Abstract The probability density function (PDF) of the time-variant extreme value process for structural responses is of great importance. Poisson white noise excitation occurs widely in practical engineering problems. The extreme value distribution of the response of systems excited by Poisson white noise processes is still not yet readily available. For this purpose, in the present paper, a novel method based on the augmented Markov vector process for the PDF of the time-variant extreme value process for a Poisson white noise driven dynamical system is proposed. Specifically, the augmented Markov vector (AMV) process is constructed by combining the extreme value process and its underlying…

STRUCTURAL INSTABILITY IN FERROELECTRICS: SUPERIMPOSING HAMILTONIAN AND STOCHASTIC DYNAMICS

2008

ABSTRACT Structural instability of ferroelectrics distinguished by appearance of coexisting phases and spatial inhomogeneity is at variance with the predictions of statistics in the canonical ensemble. A more refined description includes ergodicity breaking which become apparent at critical temperature when the system resides in metastable state and its development lead to one of possible minimum energy states. In this study the domain growth and switching is reproduced within the framework of Fokker-Planck approach. The mathematical technique is developed for empiric Landau Hamiltonians and improved for application to first principles effective Hamiltonians with supercells and elementary l…

Response-theory for nonresonant hole burning: Stochastic dynamics

2001

Using non-linear response theory the time signals relevant for nonresonant spectral hole burning are calculated. The step-reponse function following the application of a high amplitude ac field (pump) and an intermediate waiting period is shown to be the sum of the equilibrium integrated response and a modification due to the preparation via ac irradiation. Both components are calculated for a class of stochastic dipole reorientation models. The results indicate that the method can be used for a clearcut distinction of homogeneously and heterogeneously broadened susceptibilities as they occur in the relaxation of supercooled liquids or other disordered materials. This is because only in the…

STOCHASTIC DYNAMICS OF TWO PICOPHYTOPLANKTON POPULATIONS IN A REAL MARINE ECOSYSTEM

2013

A stochastic reaction-diffusion-taxis model is analyzed to get the stationary distribution along water column of two species of picophytoplankton, that is picoeukaryotes and Prochlorococcus. The model is valid for weakly mixed waters, typical of the Mediterranean Sea. External random fluctuations are considered by adding a multiplicative Gaussian noise to the dynamical equation of the nutrient concentration. The statistical tests show that shape and magnitude of the theoretical concentration profile exhibit a good agreement with the experimental findings. Finally, we study the effects of seasonal variations on picophytoplankton groups, including an oscillating term in the auxiliary equation…

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.