In this paper, the Path Integral solution is developed in terms of complex moments. The method is applied to nonlinear systems excited by normal white noise. Crucial point of the proposed procedure is the representation of the probability density of a random variable in terms of complex moments, recently proposed by the first two authors. Advantage of this procedure is that complex moments do not exhibit hierarchy. Extension of the proposed method to the study of multi degree of freedom systems is also discussed.
Cottone, G., Di Paola, M., Pirrotta, A. (2008). Path integral solution by fractional calculus. JOURNAL OF PHYSICS. CONFERENCE SERIES, 96, 1-11 [10.1088/1742-6596/96/1/012007].
Path integral solution by fractional calculus
COTTONE, Giulio;DI PAOLA, Mario;PIRROTTA, Antonina
2008-01-01
Abstract
In this paper, the Path Integral solution is developed in terms of complex moments. The method is applied to nonlinear systems excited by normal white noise. Crucial point of the proposed procedure is the representation of the probability density of a random variable in terms of complex moments, recently proposed by the first two authors. Advantage of this procedure is that complex moments do not exhibit hierarchy. Extension of the proposed method to the study of multi degree of freedom systems is also discussed.
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