Buy article PDF
The purchased file will be sent to you
via email after the payment is completed.
US$ 35
|
Structural Engineering and Mechanics Volume 28, Number 4, March10 2008 , pages 373-386 DOI: https://doi.org/10.12989/sem.2008.28.4.373 |
|
|
|
Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise |
||
Mario Di Paola, Antonina Pirrotta and Massimiliano Zingales
|
||
| Abstract | ||
|
In this study stochastic analysis of non-linear dynamical systems under ?-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ?-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ?/2-stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ?/2-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ?-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail. | ||
| Key Words | ||
| Levy white noise; stochastic differential calculus; Fokker-Planck equation; sub-Gaussian white noise. | ||
| Address | ||
| Mario Di Paola, Antonina Pirrotta and Massimiliano Zingales: Dipartimento di Ingegneria Strutturale e Geotecnica, Palermo, Viale delle Scienze, I-90128, Italy | ||