In this paper the solution of the Fokker Planck (FPK) equation in terms of (complex) fractional moments is presented. It is shown that by using concepts coming from fractional calculus, complex Mellin transform and related ones the probability density function response of nonlinear systems may be written in discretized form in terms of complex fractional moment not requiring a closure scheme.
|Titolo della pubblicazione ospite||12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015|
|Numero di pagine||8|
|Stato di pubblicazione||Published - 2015|
All Science Journal Classification (ASJC) codes
- Civil and Structural Engineering
- Statistics and Probability