Complex fractional moments for the characterization of the probabilistic response of non-linear systems subjected to white noises

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Abstract

In this chapter the solution of Fokker-Planck-Kolmogorov type equations is pursued with the aid of Complex Fractional Moments (CFMs). These quantities are the generalization of the well-known integer-order moments and are obtained as Mellin transform of the Probability Density Function (PDF). From this point of view, the PDF can be seen as inverse Mellin transform of the CFMs, and it can be obtained through a limited number of CFMs. These CFMs’ capability allows to solve the Fokker-Planck-Kolmogorov equation governing the evolutionary PDF of non-linear systems forced by white noise with an elegant and efficient strategy. The main difference between this new approach and the other one based on integer moments lies in the fact that CFMs do not require the closure scheme because a limited number of them is sufficient to accurately describe the evolutionary PDF and no hierarchy problem occurs.
Lingua originaleEnglish
Titolo della pubblicazione ospiteTopics in Nonlinear Mechanics and Physics, Selected papers from CSNDD 2018
Pagine203-227
Numero di pagine25
Stato di pubblicazionePublished - 2019

Serie di pubblicazioni

NomeSPRINGER PROCEEDINGS IN PHYSICS

All Science Journal Classification (ASJC) codes

  • Physics and Astronomy(all)

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