Muscolino, G., Ricciardi, G. and Cacciola, Pierfrancesco (2003) Monte Carlo simulation in the stochastic analysis of non-linear systems under external stationary Poisson white noise input International Journal of Nonlinear Mechanics, 38 (8). pp. 1269-1283. ISSN 0020-7462Full text not available from this repository.
A method for the evaluation of the probability density function (p.d.f.) of the response process of non-linear systems under external stationary Poisson white noise excitation is presented. The method takes advantage of the great accuracy of the Monte Carlo simulation (MCS) in evaluating the first two moments of the response process by considering just few samples. The quasi-moment neglect closure is used to close the infinite hierarchy of the moment differential equations of the response process. Moreover, in order to determine the higher order statistical moments of the response, the second-order probabilistic information given by MCS in conjunction with the quasi-moment neglect closure leads to a set of linear differential equations. The quasi-moments up to a given order are used as partial probabilistic information on the response process in order to find the p.d.f. by means of the C-type Gram–Charlier series expansion.
|Item Type:||Journal article|
|Uncontrolled Keywords:||Non-linear stochastic dynamics; Stationary Poisson process; Monte Carlo simulation; Non-Gaussian probability density function; Quasi-moment neglect closure|
|Subjects:||H000 Engineering > H200 Civil Engineering > H210 Structural Engineering
H000 Engineering > H200 Civil Engineering
|DOI (a stable link to the resource):||10.1016/S0020-7462(02)00072-0|
|Faculties:||Faculty of Science and Engineering > School of Environment and Technology > Ground water and structural engineering
Faculty of Science and Engineering > School of Environment and Technology
|Depositing User:||editor environment|
|Date Deposited:||17 Sep 2009|
|Last Modified:||16 Mar 2015 11:13|
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