Search results for "levy"

Path Integral Method for Nonlinear Systems Under Levy White Noise

2017

In this paper, the probabilistic response of nonlinear systems driven by alpha-stable Lévy white noises is considered. The path integral solution is adopted for determining the evolution of the probability density function of nonlinear oscillators. Specifically, based on the properties of alpha-stable random variables and processes, the path integral solution is extended to deal with Lévy white noises input with any value of the stability index alpha. It is shown that at the limit when the time increments tend to zero, the Einstein–Smoluchowsky equation, governing the evolution of the response probability density function, is fully restored. Application to linear and nonlinear systems under…

Non-linear systems under parametric a-stable Levý white noises

2005

Path integral method for first-passage probability determination of nonlinear systems under levy white noise

2015

In this paper the problem of the first-passage probabilities determination of nonlinear systems under alpha-stable Lévy white noises is addressed. Based on the properties of alpha-stable random variables and processes, the Path Integral method is extended to deal with nonlinear systems driven by Lévy white noises with a generic value of the stability index alpha. Furthermore, the determination of reliability functions and first-passage time probability density functions is handled step-by-step through a modification of the Path Integral technique. Comparison with pertinent Monte Carlo simulation reveals the excellent accuracy of the proposed method.

Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions

2015

We numerically investigate the generation of solitons in current-biased long Josephson junctions in relation to the superconducting lifetime and the voltage drop across the device. The dynamics of the junction is modelled with a sine-Gordon equation driven by an oscillating field and subject to an external non-Gaussian noise. A wide range of $\alpha$-stable L\'evy distributions is considered as noise source, with varying stability index $\alpha$ and asymmetry parameter $\beta$. In junctions longer than a critical length, the mean switching time (MST) from superconductive to the resistive state assumes a values independent of the device length. Here, we demonstrate that such a value is direc…

Composite laminates buckling optimization through Levy based Ant Colony Optimization

2010

In this paper, the authors propose the use of the Levy probability distribution as leading mechanism for solutions differentiation in an efficient and bio-inspired optimization algorithm, ant colony optimization in continuous domains, ACOR. In the classical ACOR, new solutions are constructed starting from one solution, selected from an archive, where Gaussian distribution is used for parameter diversification. In the proposed approach, the Levy probability distributions are properly introduced in the solution construction step, in order to couple the ACOR algorithm with the exploration properties of the Levy distribution. The proposed approach has been tested on mathematical test functions…

Funding System

2015

The entry discusses the 1820 article, Funding System, David Ricardo wrote for the Supplement to the sixth edition of the Encyclopedia Britannica. It also investigates Ricardo's views on public debt and capital levy

The problem of analytical calculation of barrier crossing characteristics for Levy flights

2008

By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.

Anomalous diffusion and nonlinear relaxation phenomena in stochastic models of interdisciplinary physics

2020

The study of nonlinear dynamical systems in the presence of both Gaussian and non-Gaussian noise sources is the topic of this research work. In particular, after shortly present new theoretical results for statistical characteristics in the framework of Markovian theory, we analyse four different physical systems in the presence of Levy noise source. (a) The residence time problem of a particle subject to a non-Gaussian noise source in arbitrary potential profile was analyzed and the exact analytical results for the statistical characteristics of the residence time for anomalous diffusion in the form of Levy flights in fully unstable potential profile was obtained. Noise enhanced stability …

Constitutive equations for no-tension materials

1988

For a material which is incapable of sustaining tensile stresses (no-tension material, NTM), the local stability postulate is utilized in order to derive the appropriate equations which relate, within general 3D situations, cracking strain states and stress states to each other. Several alternative forms of these equations are discussed, either in terms of stress and strain components, or in terms of stress and strain invariants. The results obtained improve known results regarding the NTM's.

A nonlocal strain gradient plasticity theory for finite deformations

2009

Abstract Strain gradient plasticity for finite deformations is addressed within the framework of nonlocal continuum thermodynamics, featured by the concepts of (nonlocality) energy residual and globally simple material. The plastic strain gradient is assumed to be physically meaningful in the domain of particle isoclinic configurations (with the director vector triad constant both in space and time), whereas the objective notion of corotational gradient makes it possible to compute the plastic strain gradient in any domain of particle intermediate configurations. A phenomenological elastic–plastic constitutive model is presented, with mixed kinematic/isotropic hardening laws in the form of …