Extreme Characteristics of a Stochastic Non-Stationary Duffing Oscillator
Engineering Proceedings, 2023 Unexpected responses in dynamic systems can lead to catastrophic failures. Without full knowledge of the system, it is impossible to know whether all of the dynamics have been captured or considered. Furthermore, a large number of Monte Carlo simulations
Samuel J. Edwards +2 more
doaj +1 more source
Non-Stationary Stochastic Global Optimization Algorithms
Algorithms, 2022 Studying the theoretical properties of optimization algorithms such as genetic algorithms and evolutionary strategies allows us to determine when they are suitable for solving a particular type of optimization problem. Such a study consists of three main
Jonatan Gomez, Andres Rivera
doaj +1 more source
Introducing Plithogenic Stochastic Processes with an Application to Poisson Process [PDF]
Neutrosophic Sets and SystemsIn this paper, we study and define the mathematical form of plithogenic stochastic processes PSP based on set of three classic stochastic processes. This new definition is a generalization of neutrosophic stochastic process.
Abdulrahman Astambli +2 more
doaj +1 more source
ON THE QHASI CLASS AND ITS EXTENSION TO SOME GAUSSIAN SHEETS
International Journal for Computational Civil and Structural Engineering, 2022 Introduced in 2018 the generalized bifractional Brownian motion is considered as an element of the quasi-helix with approximately stationary increment class of real centered Gaussian processes conditioning by parameters.
Charles El-Nouty, Darya Filatova
doaj +1 more source
White noise based stochastic calculus associated with a class of Gaussian processes [PDF]
Opuscula Mathematica, 2012 Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic distributions ...
Daniel Alpay, Haim Attia, David Levanony
doaj +1 more source
The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points [PDF]
, 2012 Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit").
Boudec, Jean-Yves Le
core +4 more sources
Frontiers in Built Environment, 2021 The time history analysis is used to estimate the peak responses of structures subjected to stationary and nonstationary winds. The time histories of the fluctuating wind processes at multiple points can be simulated based on the spectral representation ...
P. Hong, H. P. Hong
doaj +1 more source
Simulating Non-Gaussian Stationary Stochastic Processes by Translation Model
IEEE Access, 2019 The translation model is a useful tool to characterize stochastic processes or random fields. In this paper, this model is extended to simulate stochastic processes with discrete marginal distributions.
Qing Xiao, Shaowu Zhou
doaj +1 more source
Analyzing long-term correlated stochastic processes by means of recurrence networks: Potentials and pitfalls [PDF]
, 2014 Long-range correlated processes are ubiquitous, ranging from climate variables to financial time series. One paradigmatic example for such processes is fractional Brownian motion (fBm).
Donner, Reik V. +2 more
core +2 more sources
Stochastic transient analysis of thermal stresses in solids by explicit time-domain method
Theoretical and Applied Mechanics Letters, 2019 Stochastic heat conduction and thermal stress analysis of structures has received considerable attention in recent years. The propagation of uncertain thermal environments will lead to stochastic variations in temperature fields and thermal stresses ...
Houzuo Guo, Cheng Su, Jianhua Xian
doaj +1 more source