Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes

[+] Author and Article Information
Mario Di Paola, Giovanni Falsone

Dipartimento di Ingegneria Strutturale & Geotecnica, DISEG, Universita di Palermo, Viale delle Scienze, I-90128 Palermo, Italy

J. Appl. Mech 60(1), 141-148 (Mar 01, 1993) (8 pages) doi:10.1115/1.2900736 History: Received May 07, 1991; Revised August 17, 1992; Online March 31, 2008


In this paper, nonlinear systems subjected to external and parametric non-normal delta-correlated stochastic excitations are treated. A new interpretation of the stochastic differential calculus allows first a full explanation of the presence of the Wong-Zakai or Stratonovich correction terms in the Itô’s differential rule. Then this rule is extended to take into account the non-normality of the input. The validity of this formulation is confirmed by experimental results obtained by Monte Carlo simulations.

Copyright © 1993 by The American Society of Mechanical Engineers
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