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• W2613012767 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 of nonlinear oscillators. Specifically, based on the properties of alpha-stable random variables and processes, the path integral solution is extended to deal with Lévy white noises input with any value of the stability index alpha. It is shown that at the limit when the time increments tend to zero, the Einstein–Smoluchowsky equation, governing the evolution of the response probability density function, is fully restored. Application to linear and nonlinear systems under different values of alpha is reported. Comparisons with pertinent Monte Carlo simulation data and analytical solutions (when available) demonstrate the accuracy of the results." @default.
• W2613012767 created "2017-05-19" @default.
• W2613012767 creator A5012993851 @default.
• W2613012767 creator A5072717094 @default.
• W2613012767 date "2017-06-12" @default.
• W2613012767 modified "2023-09-23" @default.
• W2613012767 title "Path Integral Method for Nonlinear Systems Under Levy White Noise" @default.
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• W2613012767 doi "https://doi.org/10.1115/1.4036703" @default.
• W2613012767 hasPublicationYear "2017" @default.
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