TY - CONF
T1 - Non-linear systems under Levy White Noise Handled by path integration method
AU - Di Paola, Mario
AU - Pirrotta, Antonina
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 -