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.
The moment equation closure method revisited through the use of complex fractional moments / Alotta, Gioacchino; Bucher, C; DI MATTEO, Alberto; DI PAOLA, Mario; Pirrotta, Antonina. - (2015). (Intervento presentato al convegno 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015 tenutosi a Vancouver nel 12-15 Luglio 2015).
The moment equation closure method revisited through the use of complex fractional moments
ALOTTA, Gioacchino;
2015-01-01
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
