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;
2015

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.
978-088865245-4
Calculations; Fokker Planck equation; Mathematical transformations; Probability; Fokker Planck; Fractional calculus; Fractional moments; Mellin transform; Moment equations
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/20.500.12318/47165
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