scholarly journals Probabilistic characterization of nonlinear systems under α-stable white noise via complex fractional moments

2015 ◽  
Vol 420 ◽  
pp. 265-276 ◽  
Author(s):  
G. Alotta ◽  
M. Di Paola
Keyword(s):  
Nonlinear Systems ◽  
White Noise ◽  
Probabilistic Characterization ◽  
Fractional Moments

Exact Stationary Response Solution for Second Order Nonlinear Systems Under Parametric and External White Noise Excitations: Part II

1988 ◽  
Vol 55 (3) ◽  
pp. 702-705 ◽  
Author(s):  
Y. K. Lin ◽  
Guoqiang Cai
Keyword(s):  
Nonlinear System ◽  
Nonlinear Systems ◽  
Probability Distribution ◽  
White Noise ◽  
Probability Density ◽  
Detailed Balance ◽  
Stationary Probability ◽  
Probability Flow ◽  
Parametric And External Excitations ◽  
White Noises

A systematic procedure is developed to obtain the stationary probability density for the response of a nonlinear system under parametric and external excitations of Gaussian white noises. The procedure is devised by separating the circulatory portion of the probability flow from the noncirculatory flow, thus obtaining two sets of equations that must be satisfied by the probability potential. It is shown that these equations are identical to two of the conditions established previously under the assumption of detailed balance; therefore, one remaining condition for detailed balance is superfluous. Three examples are given for illustration, one of which is capable of exhibiting limit cycle and bifurcation behaviors, while another is selected to show that two different systems under two differents sets of excitations may result in the same probability distribution for their responses.

Probabilistic characterization of subsurface stratigraphic configuration with modified random field approach

2021 ◽  
pp. 106138
Author(s):  
Chao Zhao ◽  
Wenping Gong ◽  
Tianzheng Li ◽  
C. Hsein Juang ◽  
Huiming Tang ◽  
...  
Keyword(s):  
Random Field ◽  
Field Approach ◽  
Probabilistic Characterization

scholarly journals Infinite dimensional rotations and Laplacians in terms of white noise calculus

1992 ◽  
Vol 128 ◽  
pp. 65-93 ◽  
Author(s):  
Takeyuki Hida ◽  
Nobuaki Obata ◽  
Kimiaki Saitô
Keyword(s):  
Brownian Motion ◽  
White Noise ◽  
Quantum Physics ◽  
Variational Calculus ◽  
Rotation Group ◽  
Infinite Dimensional ◽  
Lévy Laplacian ◽  
White Noise Functionals ◽  
White Noise Calculus

The theory of generalized white noise functionals (white noise calculus) initiated in [2] has been considerably developed in recent years, in particular, toward applications to quantum physics, see e.g. [5], [7] and references cited therein. On the other hand, since H. Yoshizawa [4], [23] discussed an infinite dimensional rotation group to broaden the scope of an investigation of Brownian motion, there have been some attempts to introduce an idea of group theory into the white noise calculus. For example, conformal invariance of Brownian motion with multidimensional parameter space [6], variational calculus of white noise functionals [14], characterization of the Levy Laplacian [17] and so on.

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