Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Wanrong Zan"'
Publikováno v:
Theoretical and Applied Mechanics Letters, Vol 13, Iss 2, Pp 100430- (2023)
In this paper, the path integral solutions for a general n-dimensional stochastic differential equations (SDEs) with α-stable Lévy noise are derived and verified. Firstly, the governing equations for the solutions of n-dimensional SDEs under the ex
Externí odkaz:
https://doaj.org/article/cc759d2003ec4743b3a12b73d949e19e
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50133188ae3a27484f5bc026ab029967
https://doi.org/10.2139/ssrn.4353578
https://doi.org/10.2139/ssrn.4353578
Publikováno v:
International Journal of Applied Mechanics. 14
In this paper, we put forward an improved version of the path integral (PI) method for the response statistics of single-degree-of-freedom (SDOF) system excited by Lévy noise. To overcome the problem of large amount of calculation and storage, the P
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4849e09074f4a2960d5fb7d027504088
https://doi.org/10.1142/s1758825122500296
https://doi.org/10.1142/s1758825122500296
Publikováno v:
Theoretical & Applied Mechanics Letters; Mar2023, Vol. 13 Issue 2, p1-15, 15p
Publikováno v:
Journal of Computational Physics. 394:41-55
In this paper, the probability density functions (PDFs) of scalar stochastic differential equations (SDEs) subject to α-stable Levy white noise are investigated. The path integral (PI) method is extended to solve one-dimensional space fractional Fok
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4e4287b286e052b6d0d2928dd0c060da
https://doi.org/10.1016/j.jcp.2019.05.023
https://doi.org/10.1016/j.jcp.2019.05.023
Publikováno v:
Probabilistic Engineering Mechanics. 68:103252
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6cba7b704bca998841c31bb772d96725
https://doi.org/10.1016/j.probengmech.2022.103252
https://doi.org/10.1016/j.probengmech.2022.103252
Publikováno v:
Journal of Physics A: Mathematical and Theoretical. 53:385001
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88fa3c4e4b87c4d38726a35e18711cdb
https://doi.org/10.1088/1751-8121/aba654
https://doi.org/10.1088/1751-8121/aba654