Search results for "White Noise"
showing 10 items of 132 documents
Response spectrum analysis of frame structures: reliability-based comparison between complete quadratic combination and damping-adjusted combination
2019
In the framework of seismic design of structures, response spectrum analysis (RSA) is the most commonly used approach in practice. The most popular combination rule is the complete quadratic combination (CQC) which is also prescribed by the most of seismic design codes and is based on the assumptions that the seismic acceleration is a white noise process and the peak factor ratios associated to the total and modal responses are unitary. Recently, the damping adjusted combination (DAC) rule has been developed for base-isolated structures to overcome the aforementioned simplified assumptions. Although it has been proved that the simplifications about peak factors lead to noticeable errors in …
INFLUENCE OF LENGTH ON THE NOISE DELAYED SWITCHING OF LONG JOSEPHSON JUNCTIONS
2008
The transient dynamics of long overlap Josephson junctions in the frame of the sine-Gordon model with a white noise source is investigated. The effect of noise delayed decay is observed for the case of overdamped sine-Gordon equation. It is shown that this noise induced effect, in the range of small noise intensities, vanishes for junctions lengths greater than several Josephson penetration length.
Explicit Algorithms for a New Time Dependent Model Based on Level Set Motion for Nonlinear Deblurring and Noise Removal
2000
In this paper we formulate a time dependent model to approximate the solution to the nonlinear total variation optimization problem for deblurring and noise removal introduced by Rudin and Osher [ Total variation based image restoration with free local constraints, in Proceedings IEEE Internat. Conf. Imag. Proc., IEEE Press, Piscataway, NJ, (1994), pp. 31--35] and Rudin, Osher, and Fatemi [ Phys. D, 60 (1992), pp. 259--268], respectively. Our model is based on level set motion whose steady state is quickly reached by means of an explicit procedure based on Roe's scheme [ J. Comput. Phys., 43 (1981), pp. 357--372], used in fluid dynamics. We show numerical evidence of the speed of resolution…
Response Correlations of Linear Systems with White Noise Linearly Parametric Inputs
1996
Relationships between moments and correlations of the response of linear systems subjected to linearly parametric normal white noise inputs are here reported. They are obtained by extensively using the properties of the stochastic integral calculus.
On the dynamics of non-local fractional viscoelastic beams under stochastic agencies
2018
Abstract Non-local viscoelasticity is a subject of great interest in the context of non-local theories. In a recent study, the authors have proposed a non-local fractional beam model where non-local effects are represented as viscoelastic long-range volume forces and moments, exchanged by non-adjacent beam segments depending on their relative motion, while local effects are modelled by elastic classical stress resultants. Long-range interactions have been given a fractional constitutive law, involving the Caputo's fractional derivative. This paper introduces a comprehensive numerical approach to calculate the stochastic response of the non-local fractional beam model under Gaussian white no…
A new dynamic identification technique: application to the evaluation of the equivalent strut for infilled frames
2003
A new time domain identification technique for systems under Gaussian white noise input is presented, requiring for its application the measurement of the system response but no information about input intensity. The technique proposed is based on the statistic moment equations derived by using a special class of mathematical models named "potential models". These models allow one to determine fundamental properties of the response statistics, making it possible to identify stiffness and dissipation features of a structural system, and also to determine the excitation input. The technique proposed is here applied to the identification of the strut equivalent to the infill of a single story-…
Non-linear systems under parametric white noise input: digital simulation and response
2005
Abstract Monte Carlo technique is constituted of three steps. Therefore, improving such technique in practice means, improving the procedure used in one of the three following steps: (i) sample paths of the stochastic input process, (ii) calculation of the outputs corresponding to the generated input samples by using methods of classical dynamics and (iii) estimating statistics of the output process from sample outputs related to the previous step. For linear and non-linear systems driven by parametric impulsive inputs such as normal or non-normal white noises, a general integration method requires a considerable reduction of the integration step when the impulse occurs, treating the impuls…
Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise
2008
In this study stochastic analysis of non-linear dynamical systems under α-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of α-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with α/2- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function …
Non Gaussian closure techniques for the analysis of R-FBI isolation system
1997
The Resilient-Friction Base Isolator (R-FBI) stochastic response under severe ground motion modelled as a stationary and non-stationary zero mean stochastic white noise processes is performed. The moment equation approach is applied and the non-normal response is obtained by means of a non-Gaussian closure technique, based on the Gram-Charlier asymptotic expansion of the response probability density function. Results are compared with the equivalent non linearization technique and with results obtained by means of Monte Carlo simulation.
First-passage problem for nonlinear systems under Lévy white noise through path integral method
2016
In this paper, the first-passage problem for nonlinear systems driven by $$\alpha $$ -stable Levy white noises is considered. The path integral solution (PIS) is adopted for determining the reliability function and first-passage time probability density function of nonlinear oscillators. Specifically, based on the properties of $$\alpha $$ -stable random variables and processes, PIS is extended to deal with Levy white noises with any value of the stability index $$\alpha $$ . Application to linear and nonlinear systems considering different values of $$\alpha $$ is reported. Comparisons with pertinent Monte Carlo simulation data demonstrate the accuracy of the results.