Reliability of dynamical systems with combined Gaussian and Poisson white noise via path integral method

• Published in: Probabilistic engineering mechanics Vol. 68; p. 103252
• Main Authors: Zan, Wanrong, Jia, Wantao, Xu, Yong
• Format: Journal Article
• Language: English
• Published: Barking Elsevier Ltd 01.04.2022; Elsevier Science Ltd
• Subjects: Amplitudes; Combined Gaussian and Poisson white noise; Degrees of freedom; Different jump distributions; Dynamical systems; Fourier transforms; Mathematical analysis; Noise; Noise intensity; Normal distribution; Path integral method; Poisson distribution; Probability density functions; Reliability; Reliability analysis; Short-time transition probability density function; Stochastic models; System reliability; Transition probabilities; White noise; Reliability; Combined Gaussian and Poisson white noise; Short-time transition probability density function; Path integral method; Different jump distributions

Analyzing the reliability of a stochastic dynamical system represents one of the most challenging problems in stochastic dynamics. In this paper, the reliability of dynamical systems excited by combined Gaussian and Poisson white noise is investigated by adapting the path integral (PI) method. We de...