Publications in Scientific Journals:
C. Bucher, A. Di Matteo, M. Di Paola, A. Pirrotta:
"First-passage problem for nonlinear systems under Lévy white noise through path integral method";
Nonlinear Dynamics,
85
(2016),
3;
1445
- 1456.
English abstract:
In this paper, the first-passage problem for nonlinear systems driven by α-stable Lévy white noises is considered. The path integral solution (PIS) is adopted for determining the reliability function and first-passage time probability density function of nonlinear oscillators. Specifically, based on the properties of α-stable random variables and processes, PIS is extended to deal with Lévy white noises with any value of the stability index α. Application to linear and nonlinear systems considering different values of α is reported. Comparisons with pertinent Monte Carlo simulation data demonstrate the accuracy of the results.
Keywords:
Path integral; Lévy white noise; First passage; Nonlinear systems
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1007/s11071-016-2770-9
Created from the Publication Database of the Vienna University of Technology.