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Path Integral Method for Nonlinear Systems Under Levy White Noise
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: In this paper, the probabilistic response of nonlinear systems driven by alpha-stable Lévy white noises is considered. The path integral solution is adopted for determining the evolution of the probability density function ...
An Efficient Wiener Path Integral Technique Formulation for Stochastic Response Determination of Nonlinear MDOF Systems
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: The recently developed approximate Wiener path integral (WPI) technique for determining the stochastic response of nonlinear/hysteretic multidegreeoffreedom (MDOF) systems has proven to be reliable and significantly more ...
Galerkin Scheme-Based Determination of Survival Probability of Oscillators With Fractional Derivative Elements
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: In this paper, an approximate semi-analytical approach is developed for determining the first-passage probability of randomly excited linear and lightly nonlinear oscillators endowed with fractional derivative elements. ...