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

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28 Citazioni (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.
Lingua originaleEnglish
pagine (da-a)35-49
Numero di pagine15
RivistaJOURNAL OF VIBRATION AND CONTROL
Volume14
Stato di pubblicazionePublished - 2008

All Science Journal Classification (ASJC) codes

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