Search results for "White Noise"
showing 10 items of 132 documents
Magnetostochastic resonance under colored noise condition
2012
Stochastic resonance (SR) is an amplification of the system output in correspondence of well-defined finite values of the noise strength that is injected into the system [Gammaitoni et al., Rev. Mod. Phys. 70, 223 (1998), Grigorenko et al., IEEE Trans. Magn. 31, 2491 (1995), Mantegna et al., J. Appl. Phys. 97, 10E519 (2005)]. In order to clarify the influence of a colored noise, in this paper magnetostochastic resonance (MSR) in magnetic systems described by the dynamic Preisach model is numerically investigated in the presence of colored noise. In this paper it is shown that: a) noise spectrum affects MSR; b) white noise, 1/f and 1/f(2) noise induce in magnetic systems described by the dyn…
Fractional visco-elastic systems under normal white noise
2011
In this paper an original method is presented to compute the stochastic response of singledegree- of-freedom structural systems with viscoelastic fractional damping. The key-idea stems from observing that, based on a few manipulations involving an appropriate change of variable and a discretization of the fractional derivative operator, the equation of motion can be reverted to a coupled linear system involving additional degrees of freedom, the number of which depends on the discretization adopted for the fractional derivative operator. The method applies for fractional damping of arbitrary order a (0 < α < 1). For most common input correlation functions, including a Gaussian white noise, …
Verhulst model with Lévy white noise excitation
2008
The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Levy process we study the nonlinear relaxation of the population density for three cases of white non-Gaussian noise: (i) shot noise, (ii) noise with a probability density of increments expressed in terms of Gamma function, and (iii) Cauchy stable noise. We obtain exact results for the probability distribution of the population density in all cases, and for Cauchy stable noise the exact expression of the nonlinear relaxation time is derived. Moreover starting from an initial delta function distribution, we find a transition induc…
Ship Roll Motion under Stochastic Agencies Using Path Integral Method
2009
The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamica…
Inverse Mellin Transform to characterize the nonlinear system PDF response to Poisson white noise
2014
Path integral solution for nonlinear systems under parametric Poissonian white noise input
2016
Abstract In this paper the problem of the response evaluation in terms of probability density function of nonlinear systems under parametric Poisson white noise is addressed. Specifically, extension of the Path Integral method to this kind of systems is introduced. Such systems exhibit a jump at each impulse occurrence, whose value is obtained in closed form considering two general classes of nonlinear multiplicative functions. Relying on the obtained closed form relation liking the impulses amplitude distribution and the corresponding jump response of the system, the Path Integral method is extended to deal with systems driven by parametric Poissonian white noise. Several numerical applica…
Non-Gaussian Approach for Stochastic Analysis of Offshore Structures
1995
An approach that is able to obtain the stochastic characteristics in terms of, stochastic momen.ts of a SDOF system excited by loads due to a fluid-structure mteraction is presented. In This approach the fluid horizontal velocity is considered as a filtered white noise, and the actual load expression is replaced by a Thirddegree polynomial of this velocity. The tools needed to p.romptly obtain the filters parameters and the equations governing the response moments are also presented; in particular, if the structure is sufficiently stiff, It is shown that these equations do not need any closure scheme III order to be solved. © ASCE.
Nonmonotonic Pattern Formation in Three Species Lotka-Volterra System with Colored Noise
2005
A coupled map lattice of generalized Lotka-Volterra equations in the presence of colored multiplicative noise is used to analyze the spatiotemporal evolution of three interacting species: one predator and two preys symmetrically competing each other. The correlation of the species concentration over the grid as a function of time and of the noise intensity is investigated. The presence of noise induces pattern formation, whose dimensions show a nonmonotonic behavior as a function of the noise intensity. The colored noise induces a greater dimension of the patterns with respect to the white noise case and a shift of the maximum of its area towards higher values of the noise intensity.
White Noise Speech Illusions: A Trait-Dependent Risk Marker for Psychotic Disorder?
2019
Supported by the European Community’s Seventh Framework Program under grant agreement No. HEALTH-F2-2009-241909 (Project EU-GEI)
Testing Independence: A New Approach
2000
In time series analysis and modelling, testing for independence allows us to determine if the estimated model is correctly specified. In this work, we present a very simple method to test for serial independence, based on the two-dimensional embedding vectors (the so-called “2-histories”), and we analyse the power and size of such a procedure against a wide set of linear and nonlinear alternatives.