Non linear systems under Poisson white noise handled by path integral solution

DOI10.1177/1077546307079386MaRDI QIDQ3110940zbMATH OpenOpenAlexFDO

Authors Mario Di Paola, Roberta Santoro

Publication date 17 January 2012

Published in Journal of Vibration and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1077546307079386

zbMATH Keywords

Kolmogorov-Feller equationpath integral solutionPoisson white noise

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Random vibrations in mechanics of particles and systems (70L05)

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• Advances in nonlinear stochastic mechanics. Proceedings of the IUTAM symposium. Trondheim, Norway, 3--7 July 1995
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• Exact and approximate solutions for randomly excited MDOF nonlinear systems
• Exact stationary probability density functions for non-linear systems under Poisson white noise excitation
• Exact stationary solution for a class of nonlinear systems driven by a non-normal delta-correlated process
• Exponential closure method for some randomly excited nonlinear systems
• Extension of eigenfunction-expansion solutions of a Fokker-Planck equation. II. Second order system
• Handbook of stochastic methods for physics, chemistry and the natural sciences
• Numerical path integration of a non-homogeneous Markov process
• Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method
• System response to random impulses
• The Fokker-Planck equation. Methods of solution and applications.
• Vibration of a beam due to a random stream of moving forces with random velocity
• Vibration of a nonlinear single degree of freedom system due to Poissonian impulse excitation

Cited in

(11)

• Stochastic integro-differential and differential equations of nonlinear systems excited by parametric Poisson pulses
• Statistics of bounded processes driven by Poisson white noise
• Coupled Kansa and hybrid optimization methodological approach for Kolmogorov-Feller equations
• A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems
• Random vibrations of Rayleigh vibroimpact oscillator under parametric Poisson white noise
• A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise
• An improved path integration method for nonlinear systems under Poisson white noise excitation
• Probabilistic characterization of nonlinear systems under Poisson white noise via complex fractional moments
• A partial differential equation for the characteristic function of the response of non-linear systems to additive Poisson white noise
• Stochastic response of a vibro-impact Duffing system under external Poisson impulses
• Probabilistic solution of a multi-degree-of-freedom Duffing system under nonzero mean Poisson impulses

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