Search results for "White Noise"
showing 10 items of 132 documents
Probabilistic characterization of nonlinear systems under α-stable white noise via complex fractional moments
2015
Abstract The probability density function of the response of a nonlinear system under external α -stable Levy white noise is ruled by the so called Fractional Fokker–Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function of the response. The paper deals with the solution of such equation by using the complex fractional moments. The analysis is performed in terms of probability density for a linear and a non-linear half oscillator forced by Levy white noise with different stability indexes α . Numerical results are reported for a wide range of non-linearity of the mechanical system and stability index of the Levy white nois…
Stepping molecular motor amid Lévy white noise
2015
We consider a model of a stepping molecular motor consisting of two connected heads. Directional motion of the stepper takes place along a one-dimensional track. Each head is subject to a periodic potential without spatial reflection symmetry. When the potential for one head is switched on, it is switched off for the other head. Additionally, the system is subject to the influence of symmetric, white Lévy noise that mimics the action of external random forcing. The stepper exhibits motion with a preferred direction which is examined by analyzing the median of the displacement of a midpoint between the positions of the two heads. We study the modified dynamics of the stepper by numerical sim…
Relaxation dynamics in the presence of pulse multiplicative noise sources with different correlation properties
2015
The relaxation dynamics of a system described by a Langevin equation with pulse multiplicative noise sources with different correlation properties is considered. The solution of the corresponding Fokker-Planck equation is derived for Gaussian white noise. Moreover, two pulse processes with regulated periodicity are considered as a noise source: the dead-time-distorted Poisson process and the process with fixed time intervals, which is characterized by an infinite correlation time. We find that the steady state of the system is dependent on the correlation properties of the pulse noise. An increase of the noise correlation causes the decrease of the mean value of the solution at the steady s…
A non-homogeneous Poisson based model for daily rainfall data
2007
In this paper we report some results of the application of a new stochastic model applied to rainfall daily data. The Poisson models, characterized only by the expected rate of events (impulse occurrences, that is the mean number of impulses per unit time) and the assigned probability distribution of the phenomenon magnitude, do not take into consideration the datum regarding the duration of the occurrences, that is fundamental from a hydrological point of view. In order to describe the phenomenon in a way more adherent to its physical nature, we propose a new model simple and manageable. This model takes into account another random variable, representing the duration of the rainfall due to…
Einstein-Smoluchowsky equation handled by complex fractional moments
2014
In this paper the response of a non linear half oscillator driven by α-stable white noise in terms of probability density function (PDF) is investigated. The evolution of the PDF of such a system is ruled by the so called Einstein-Smoluchowsky equation involving, in the diffusive term, the Riesz fractional derivative. The solution is obtained by the use of complex fractional moments of the PDF, calculated with the aid of Mellin transform operator. It is shown that solution can be found for various values of stability index α and for any nonlinear function of the drift term in the stochastic differential equation.
Stochastic response of combined primary-secondary structures under seismic input
1992
A technique for non-stationary stochastic analysis of linear combined primary and secondary subsystems subjected to a zero-mean Gaussian base excitation is presented. The proposed technique, based on the use of the Taylor's expansion in evaluating the operators which appear in the step-by-step procedure, does not require the evaluation of the complex eigenproperties of the combined system. Operating in this way, even though the numerical procedure is a conditionally stable one, appears to be more efficient than existing methods to evaluate the dynamic response of such composite systems. It is also shown that the proposed procedure is available whether the seismic input is idealized as a fil…
A simplified analysis for the evaluation of stochastic response of elasto-plastic oscillators
1999
Abstract The paper deals with dynamic hysteretic oscillators without post-yielding hardening, called ideal elasto-plastic oscillators, subjected to white noise. They are characterized by the fact that they do not reach stationarity even though excited by stationary stochastic processes. A simplified solution procedure to capture this behaviour is presented in this paper. It is based on modelling the accumulated plastic deformations as a homogeneous compound Poisson process. In particular, two aspects are addressed in the paper: (1) evaluation of the probabilistic parameters of the accumulated plastic deformation process; and (2) evaluation of the second-order cumulants of the response by me…
Deformation Quantization by Moyal Star-Product and Stratonovich Chaos
2012
We make a deformation quantization by Moyal star-product on a space of functions endowed with the normalized Wick product and where Stratonovich chaos are well defined.
Numerical simulation of resonant activation in a fluctuating metastable model system
1998
We study the escape time from a metastable overdamped model system in the presence of two noise sources: a white noise and a random telegraph noise. The random telegraph noise controls the height of the potential barrier of the metastable system while the white noise mimics the presence of a given temperature. We report on numerical simulations about: (i) the average residence time of the system in the metastable state; (ii) the probability density function (PDF) of the residence time at various values of the correlation time T c of the random telegraph noise. Resonant activation is observed in the dynamics of the investigated system. The PDF shows different shapes for different values of τ…
Nonstationary response envelope probability densities of nonlinear oscillators
2006
The nonstationary random response of a class of lightly damped nonlinear oscillators subjected to Gaussian white noise is considered. An approximate analytical method for determining the response envelope statistics is presented. Within the framework of stochastic averaging, the procedure relies on the Markovian modeling of the response envelope process through the definition of an equivalent linear system with response-dependent parameters. An approximate solution of the associated Fokker-Planck equation is derived by resorting to a Galerkin scheme. Specifically, the nonstationary probability density function of the response envelope is expressed as the sum of a time-dependent Rayleigh dis…