Non-linear systems under Levy White Noise Handled by path integration method

Antonina Pirrotta; Mario Di Paola

Non-linear systems under Levy White Noise Handled by path integration method

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Abstract

Aim of this paper is an investigation on the consistency of the Path Integration (PI) methodalready proposed by Naess & Johansen, 1991,1993 for non-linear systems driven by α-stable white noise. It isshown that in the limit, as τ→0, the Einstein-Smoluchowsky (ES) equation is fully restored. Once the consistencyof the PI is demonstrated for the half oscillator, then the extension of the ES equation for MDOF systemis found starting from the PI method.

Lingua originale	English
Pagine	991-996
Numero di pagine	6
Stato di pubblicazione	Published - 2009

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abstract = "Aim of this paper is an investigation on the consistency of the Path Integration (PI) methodalready proposed by Naess & Johansen, 1991,1993 for non-linear systems driven by α-stable white noise. It isshown that in the limit, as τ→0, the Einstein-Smoluchowsky (ES) equation is fully restored. Once the consistencyof the PI is demonstrated for the half oscillator, then the extension of the ES equation for MDOF systemis found starting from the PI method.",

keywords = "Einstein-Smoluchowsky (ES) equation, Path Integration method, α-stable white noise, Einstein-Smoluchowsky (ES) equation, Path Integration method, α-stable white noise",

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T1 - Non-linear systems under Levy White Noise Handled by path integration method

AU - Pirrotta, Antonina

AU - Di Paola, Mario

PY - 2009

Y1 - 2009

N2 - Aim of this paper is an investigation on the consistency of the Path Integration (PI) methodalready proposed by Naess & Johansen, 1991,1993 for non-linear systems driven by α-stable white noise. It isshown that in the limit, as τ→0, the Einstein-Smoluchowsky (ES) equation is fully restored. Once the consistencyof the PI is demonstrated for the half oscillator, then the extension of the ES equation for MDOF systemis found starting from the PI method.

AB - Aim of this paper is an investigation on the consistency of the Path Integration (PI) methodalready proposed by Naess & Johansen, 1991,1993 for non-linear systems driven by α-stable white noise. It isshown that in the limit, as τ→0, the Einstein-Smoluchowsky (ES) equation is fully restored. Once the consistencyof the PI is demonstrated for the half oscillator, then the extension of the ES equation for MDOF systemis found starting from the PI method.

KW - Einstein-Smoluchowsky (ES) equation

KW - Path Integration method

KW - α-stable white noise

KW - Einstein-Smoluchowsky (ES) equation

KW - Path Integration method

KW - α-stable white noise

UR - http://hdl.handle.net/10447/42160

M3 - Other

SP - 991

EP - 996

ER -