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    Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes

    Source: Journal of Applied Mechanics:;1993:;volume( 060 ):;issue: 001::page 141
    Author:
    Mario Di Paola
    ,
    Giovanni Falsone
    DOI: 10.1115/1.2900736
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: In this paper, nonlinear systems subjected to external and parametric non-normal delta-correlated stochastic excitations are treated. A new interpretation of the stochastic differential calculus allows first a full explanation of the presence of the Wong-Zakai or Stratonovich correction terms in the Itô’s differential rule. Then this rule is extended to take into account the non-normality of the input. The validity of this formulation is confirmed by experimental results obtained by Monte Carlo simulations.
    keyword(s): Dynamics (Mechanics) , Nonlinear systems AND Engineering simulation ,
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      Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes

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    contributor authorMario Di Paola
    contributor authorGiovanni Falsone
    date accessioned2017-05-08T23:40:35Z
    date available2017-05-08T23:40:35Z
    date copyrightMarch, 1993
    date issued1993
    identifier issn0021-8936
    identifier otherJAMCAV-26347#141_1.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/111504
    description abstractIn this paper, nonlinear systems subjected to external and parametric non-normal delta-correlated stochastic excitations are treated. A new interpretation of the stochastic differential calculus allows first a full explanation of the presence of the Wong-Zakai or Stratonovich correction terms in the Itô’s differential rule. Then this rule is extended to take into account the non-normality of the input. The validity of this formulation is confirmed by experimental results obtained by Monte Carlo simulations.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleStochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes
    typeJournal Paper
    journal volume60
    journal issue1
    journal titleJournal of Applied Mechanics
    identifier doi10.1115/1.2900736
    journal fristpage141
    journal lastpage148
    identifier eissn1528-9036
    keywordsDynamics (Mechanics)
    keywordsNonlinear systems AND Engineering simulation
    treeJournal of Applied Mechanics:;1993:;volume( 060 ):;issue: 001
    contenttypeFulltext
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