Probabilistic characterization of nonlinear systems under \(\alpha\)-stable white noise via complex fractional moments

DOI10.1016/J.PHYSA.2014.10.091zbMath1398.60058OpenAlexW2024056282MaRDI QIDQ1783310

Mario Di Paola, Gioacchino Alotta

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.10.091

zbMATH Keywords

nonlinear systemsfractional Fokker-Planck equation\(\alpha\)-stable white noisecomplex fractional moments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (6)

Transient response analysis of a system with nonlinear stiffness and nonlinear damping excited by Gaussian white noise based on complex fractional moments ⋮ A Mellin transform approach to wavelet analysis ⋮ Exact distribution of the product and the quotient of two stable Lévy random variables ⋮ Statistical correlation of fractional oscillator response by complex spectral moments and state variable expansion ⋮ Complex Fractional Moments for the Characterization of the Probabilistic Response of Non-linear Systems Subjected to White Noises ⋮ Transient response of the time-delay system excited by Gaussian noise based on complex fractional moments

Cites Work

• Unnamed Item
• An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations
• Itô calculus extended to systems driven by \(\alpha \)-stable Lévy white noises (a novel clip on the tails of Lévy motion)
• The stochastic finite element method: past, present and future
• Stochastic averaging: An approximate method of solving random vibration problems
• Stationary solutions of the fractional kinetic equation with a symmetric power-law potential
• The Fokker-Planck equation. Methods of solutions and applications.
• Characteristic function for the stationary state of a one-dimensional dynamical system with Lévy noise
• Statistics of nonlinear stochastic dynamical systems under Lévy noises by a convolution quadrature approach
• The fundamental solution of the space-time fractional diffusion equation
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

This page was built for publication: Probabilistic characterization of nonlinear systems under \(\alpha\)-stable white noise via complex fractional moments