Search results for "stochastic analysis"

showing 10 items of 32 documents

Stochastic Analysis of a Nonlocal Fractional Viscoelastic Bar Forced by Gaussian White Noise

2017

Recently, a displacement-based nonlocal bar model has been developed. The model is based on the assumption that nonlocal forces can be modeled as viscoelastic (VE) long-range interactions mutually exerted by nonadjacent bar segments due to their relative motion; the classical local stress resultants are also present in the model. A finite element (FE) formulation with closed-form expressions of the elastic and viscoelastic matrices has also been obtained. Specifically, Caputo's fractional derivative has been used in order to model viscoelastic long-range interaction. The static and quasi-static response has been already investigated. This work investigates the stochastic response of the non…

PhysicsNon local bar fractional viscoelasticity stochastic analysisDifferential equationStochastic processBar (music)Mechanical EngineeringMathematical analysisEquations of motion02 engineering and technologyWhite noise021001 nanoscience & nanotechnologyViscoelasticityStochastic partial differential equation020303 mechanical engineering & transportsClassical mechanics0203 mechanical engineeringSettore ICAR/08 - Scienza Delle Costruzioni0210 nano-technologySafety Risk Reliability and QualitySafety ResearchNumerical partial differential equationsASCE-ASME J Risk and Uncert in Engrg Sys Part B Mech Engrg
researchProduct

On fractional smoothness and Lp-approximation on the Wiener space

2015

Real interpolationBesov spacesStochastic analysis on a Gaussian spaceApproximation of stochastic integralsRiemann-Liouville operators
researchProduct

Non-Gaussian probability density function of SDOF linear structures under wind actions

1998

Abstract Wind velocity is usually analytically described adding a static mean term to a zero mean fluctuation stationary process. The corresponding aerodynamic alongwind force acting on a single degree of freedom (SDOF) structure can be considered as a sum of three terms proportional to the mean wind velocity, to the product between mean and fluctuating part of the wind velocity and to the square power of the fluctuating wind velocity, respectively. The latter term, often neglected in the literature, is responsible for the non-Gaussian behaviour of the response. In this paper a method for the evaluation of the stationary probability density function of SDOF structures subjected to non-Gauss…

Stationary processStationary distributionSeries (mathematics)Renewable Energy Sustainability and the EnvironmentMechanical EngineeringGaussianMathematical analysisProbability density functionWind speedAerodynamic forcesymbols.namesakesymbolsSeries expansionCivil and Structural EngineeringMathematicsAlongwind response; Probability density function; Non-Gaussian stochastic analysis
researchProduct

On Malliavin calculus and approximation of stochastic integrals for Lévy processes

2012

Stochastic integralsApproximation theoryMalliavian calculusStochastic analysisapproksimointiLévy processStochastic processstokastiset prosessit
researchProduct

Stochastic seismic analysis of multidegree of freedom systems

1984

Abstract A unconditionally stable step-by-step procedure is proposed to evaluate the mean square response of a linear system with several degrees of freedom, subjected to earthquake ground motion. A non-stationary modulated random process, obtained as the product of a deterministic time envelope function and a stationary noise, is used to simulate earthquake acceleration. The accuracy of the procedure and its extension to nonlinear systems are discussed. Numerical examples are given for a hysteretic system, a duffing oscillator and a linear system with several degrees of freedom.

Stochastic processMathematical analysisLinear systemDegrees of freedom (statistics)stochastic analysisDuffing equationAcceleration (differential geometry)earthquakes; probability theory; stochastic analysisSeismic analysisNonlinear systemEarthquake simulationControl theoryprobability theoryearthquakesCivil and Structural EngineeringMathematics
researchProduct

Structural vibration control through Tuned Liquid Column Dampers: theoretical and experimental analysis

Tuned Liquid Column DamperExperimental analysisPassive controlFractional calculusStochastic analysis
researchProduct

Multivariate approaches to behavioral physiology

2017

adjusted residualsCognitive scienceMultivariate statisticsbusiness.industry05 social sciencesstochastic analysisT-pattern analysiBehavioral neuroscienceT-pattern analysisSettore BIO/09 - Fisiologiaadjusted residual03 medical and health sciencesEditorial0302 clinical medicineText miningOncologycluster analysi0501 psychology and cognitive sciencesbehavioral neuroscience050102 behavioral science & comparative psychologybusinessPsychology030217 neurology & neurosurgerycluster analysis
researchProduct

Microstructural assessment of rodent behavior in the hole-board experimental assay

2010

The aim of the present methodological article was to assess whether a microstructure of hole-exploratory activity can be demonstrated in rats tested in the hole-board, an experimental assay widely used to study anxiety-related behaviors in rodents. Six never properly described hole exploratory behavioral components were identified: active-dip, static-dip, rapid-dip, circular-sniff, point-sniff and central-sniff. Results, assessed by means of descriptive and multivariate approaches, reveal a complex microstructural organization of these behavioral elements. The hypothesis of an important role of the relationships between point-sniff and head dipping activities, in anxiety-related hole explor…

body regionsMultivariate statisticsMultivariate analysisMultivariate analysis stochastic analysis hole-board rat.medicineAnxietyMultivariate analysis stochastic analysis hole-board ratmedicine.symptomPsychologySettore BIO/09 - FisiologiaDevelopmental psychologyProceedings of the 7th International Conference on Methods and Techniques in Behavioral Research
researchProduct

Stochastic response of fractional visco-elastic beams

2012

fractional calculus stochastic analysis beamViscoelasticity Fractional Calculus Fractional Kelvin-Voigt model Euler- Bernoulli beam Eigenfunction Frequency analysis
researchProduct

From Particle Systems to Partial Differential Equations International Conference, Particle Systems and PDEs VI, VII and VIII, 2017-2019

2021

This book includes the joint proceedings of the International Conference on Particle Systems and PDEs VI, VII and VIII. Particle Systems and PDEs VI was held in Nice, France, in November/December 2017, Particle Systems and PDEs VII was held in Palermo, Italy, in November 2018, and Particle Systems and PDEs VIII was held in Lisbon, Portugal, in December 2019. Most of the papers are dealing with mathematical problems motivated by different applications in physics, engineering, economics, chemistry and biology. They illustrate methods and topics in the study of particle systems and PDEs and their relation. The book is recommended to probabilists, analysts and to those mathematicians in general…

interacting particle systems partial differential equations kinetic theory stochastic analysis modelling modelingSettore MAT/07 - Fisica Matematica
researchProduct