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Journal of Vibration and Control
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Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution

M. Di Paola

Dipartimento di Ingegneria Strutturale e Geotecnica, Università degli Studi di Palermo, Viale delle Scienze 90128 Palermo, Italy, dipaola{at}diseg.unipa.it

R. Santoro

Dipartimento di Ingegneria Strutturale e Geotecnica, Università degli Studi di Palermo, Viale delle Scienze 90128 Palermo, Italy

An extension of the path integral to non-linear systems driven by a Poissonian white noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov— Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac's deltas occurrences are performed and results are compared with analytical solutions (when available) and Monte Carlo simulation.

Key Words: Poisson White Noise • Kolmogorov—Feller equation • path integral solution

Journal of Vibration and Control, Vol. 14, No. 1-2, 35-49 (2008)
DOI: 10.1177/1077546307079386
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