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

被引：16

作者：

Alotta, G. ^{[1
]}

Di Paola, M. ^{[1
]}

机构：

[1] Univ Palermo, Dipartimento Ingn Civile Ambientale Aerospaziale, I-90128 Palermo, Italy

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2015年 / 420卷

关键词：

alpha-stable white noise; Nonlinear systems; Fractional Fokker-Planck equation; Complex fractional moments; DRIVEN; EQUATIONS; STATE;

D O I：

10.1016/j.physa.2014.10.091

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The probability density function of the response of a nonlinear system under external alpha-stable Levy white noise is ruled by the so called Fractional Fokker-Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function of the response. The paper deals with the solution of such equation by using the complex fractional moments. The analysis is performed in terms of probability density for a linear and a non-linear half oscillator forced by Levy white noise with different stability indexes alpha. Numerical results are reported for a wide range of non-linearity of the mechanical system and stability index of the Levy white noise. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：265 / 276

页数：12

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