Journal
NONLINEAR DYNAMICS
Volume 85, Issue 3, Pages 1445-1456Publisher
SPRINGER
DOI: 10.1007/s11071-016-2770-9
Keywords
Path integral; Levy white noise; First passage; Nonlinear systems
Categories
Ask authors/readers for more resources
In this paper, the first-passage problem for nonlinear systems driven by -stable L,vy 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 -stable random variables and processes, PIS is extended to deal with L,vy white noises with any value of the stability index . Application to linear and nonlinear systems considering different values of is reported. Comparisons with pertinent Monte Carlo simulation data demonstrate the accuracy of the results.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available