Search results for "random models"
showing 2 items of 2 documents
First-order linear differential equations whose data are complex random variables: Probabilistic solution and stability analysis via densities
2022
[EN] Random initial value problems to non-homogeneous first-order linear differential equations with complex coefficients are probabilistically solved by computing the first probability density of the solution. For the sake of generality, coefficients and initial condition are assumed to be absolutely continuous complex random variables with an arbitrary joint probability density function. The probability of stability, as well as the density of the equilibrium point, are explicitly determined. The Random Variable Transformation technique is extensively utilized to conduct the overall analysis. Several examples are included to illustrate all the theoretical findings.
The Multiscale Stochastic Model of Fractional Hereditary Materials (FHM)
2013
Abstract In a recent paper the authors proposed a mechanical model corresponding, exactly, to fractional hereditary materials (FHM). Fractional derivation index 13 E [0,1/2] corresponds to a mechanical model composed by a column of massless newtonian fluid resting on a bed of independent linear springs. Fractional derivation index 13 E [1/2, 1], corresponds, instead, to a mechanical model constituted by massless, shear-type elastic column resting on a bed of linear independent dashpots. The real-order of derivation is related to the exponent of the power-law decay of mechanical characteristics. In this paper the authors aim to introduce a multiscale fractance description of FHM in presence …