Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution

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28 Citations (Scopus)

Abstract

In this paper the extension of the Path Integral to non-linear systems driven by Poissonian White Noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov-Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac’s deltas occurrences are performed and results are compared with analytical solution (when available) and Monte-Carlo simulation.
Original languageEnglish
Pages (from-to)35-49
Number of pages15
JournalJOURNAL OF VIBRATION AND CONTROL
Volume14
Publication statusPublished - 2008

All Science Journal Classification (ASJC) codes

  • Automotive Engineering
  • General Materials Science
  • Aerospace Engineering
  • Mechanics of Materials
  • Mechanical Engineering

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