The evolution of the law of random processes in the analysis of dynamic systems

被引：0
|
作者：
M. Lucchesi
B. Pintucchi
N. Zani
机构：
[1] Department of Civil and Environmental Engineering,
来源：
Meccanica | 2022年 / 57卷
关键词：
Dynamic system; Probability; Random variable; Stochastic process;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The paper presents a method for determining the evolution of the cumulative distribution function of random processes which are encountered in the study of dynamic systems with some uncertainties in the characterizing parameters. It is proved that these distribution functions are the solution of a partial differential equation, whose coefficients can be determined once the dynamic system has been solved, and whose numerical solution can be obtained with the finite difference method. Two simple problems are solved here both explicitly and numerically, then the obtained results are compared with each other.
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页码：2553 / 2565
页数：12
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