EXACT STATIONARY SOLUTION FOR A CLASS OF NONLINEAR-SYSTEMS DRIVEN BY A NONNORMAL DELTA-CORRELATED PROCESS

被引：60
作者：
VASTA, M
机构：
[1] Dipartimento di Ingegneria Strutturale e Geotecnica, Università di Palermo
来源：
INTERNATIONAL JOURNAL OF NON-LINEAR MECHANICS | 1995年 / 30卷 / 04期
关键词：
D O I：
10.1016/0020-7462(95)00009-D
中图分类号：
O3 [力学];
学科分类号：
08 ; 0801 ;
摘要：
In this paper the exact stationary solution in terms of probability density function for a restricted class of non-linear systems under both external and parametric non-normal delta-correlated processes is presented. This class has been obtained by imposing a given probability distribution and finding the corresponding dynamical system which satisfies the modified Fokker-Planck equation. The effectiveness of the results has been verified by means of a Monte Carlo simulation.
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页码：407 / 418
页数：12
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