Search results for "probability density function"
showing 3 items of 183 documents
Stationary and Nontationary Response Probability Density Function of a Beam under Poisson White Noise
2011
In this paper an approximate explicit probability density function for the analysis of external oscillations of a linear and geometric nonlinear simply supported beam driven by random pulses is proposed. The adopted impulsive loading model is the Poisson White Noise , that is a process having Dirac’s delta occurrences with random intensity distributed in time according to Poisson’s law. The response probability density function can be obtained solving the related Kolmogorov-Feller (KF) integro-differential equation. An approximated solution, using path integral method, is derived transforming the KF equation to a first order partial differential equation. The method of characteristic is the…
Non-linear systems under parametric alpha-stable LÉVY WHITE NOISES
2005
In this study stochastic analysis of nonlinear dynamical systems under a-stable, multiplicative white noise has been performed. Analysis has been conducted by means of the Ito rule extended to the case of α-stable noises. In this context the order of increments of Levy process has been evaluated and differential equations ruling the evolutions of statistical moments of either parametrically and external dynamical systems have been obtained. The extended Ito rule has also been used to yield the differential equation ruling the evolution of the characteristic function for parametrically excited dynamical systems. The Fourier transform of the characteristic function, namely the probability den…
Estimation of wind velocity over a complex terrain using the Generalized Mapping Regressor
2010
Abstract Wind energy evaluation is an important goal in the conversion of energy systems to more environmentally friendly solutions. In this paper, we present a novel approach to wind speed spatial estimation on the isle of Sicily (Italy): an incremental self-organizing neural network (Generalized Mapping Regressor – GMR) is coupled with exploratory data analysis techniques in order to obtain a map of the spatial distribution of the average wind speed over the entire region. First, the topographic surface of the island was modelled using two different neural techniques and by exploiting the information extracted from a digital elevation model of the region. Then, GMR was used for automatic …