The moment equation closure method revisited through the use of complex fractional moments

Mario Di Paola; Alberto Di Matteo; Antonina Pirrotta; Gioacchino Alotta; Christian Bucher

The moment equation closure method revisited through the use of complex fractional moments

Mario Di Paola, Alberto Di Matteo, Antonina Pirrotta, Gioacchino Alotta, Christian Bucher

Ingegneria

Risultato della ricerca: Conference contribution

Abstract

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.

Lingua originale	English
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

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title = "The moment equation closure method revisited through the use of complex fractional moments",

abstract = "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.",

author = "{Di Paola}, Mario and {Di Matteo}, Alberto and Antonina Pirrotta and Gioacchino Alotta and Christian Bucher",

year = "2015",

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AU - Di Paola, Mario

AU - Di Matteo, Alberto

AU - Pirrotta, Antonina

AU - Alotta, Gioacchino

AU - Bucher, Christian

PY - 2015

Y1 - 2015

N2 - 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.

AB - 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.

UR - http://hdl.handle.net/10447/194690

UR - https://open.library.ubc.ca/cIRcle/collections/53032/items/1.0076308

M3 - Conference contribution

SN - 978-088865245-4

BT - 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015

ER -