Non-Gaussian White Noise Functional Solutions of χ -Wick-Type Stochastic KdV Equations

2017 ◽  
Vol 11 (3) ◽  
pp. 915-924 ◽  
Author(s):  
Hossam A. Ghany ◽  
Abd-Allah Hyder ◽  
M. Zakarya
Keyword(s):  
White Noise ◽  
Gaussian White Noise ◽  
Kdv Equations ◽  
Non Gaussian ◽  
White Noise Functional

scholarly journals EMD OF GAUSSIAN WHITE NOISE: EFFECTS OF SIGNAL LENGTH AND SIFTING NUMBER ON THE STATISTICAL PROPERTIES OF INTRINSIC MODE FUNCTIONS

2009 ◽  
Vol 01 (04) ◽  
pp. 517-527 ◽  
Author(s):  
GASTÓN SCHLOTTHAUER ◽  
MARÍA EUGENIA TORRES ◽  
HUGO L. RUFINER ◽  
PATRICK FLANDRIN
Keyword(s):  
White Noise ◽  
Probability Density ◽  
Kernel Smoothing ◽  
Gaussian White Noise ◽  
Large Data ◽  
Intrinsic Mode Functions ◽  
Mode Decomposition ◽  
Non Gaussian ◽  
Data Length ◽  
Number Of Iterations

This work presents a discussion on the probability density function of Intrinsic Mode Functions (IMFs) provided by the Empirical Mode Decomposition of Gaussian white noise, based on experimental simulations. The influence on the probability density functions of the data length and of the maximum allowed number of iterations is analyzed by means of kernel smoothing density estimations. The obtained results are confirmed by statistical normality tests indicating that the IMFs have non-Gaussian distributions. Our study also indicates that large data length and high number of iterations produce multimodal distributions in all modes.

scholarly journals Filtering with a limiter

1998 ◽  
Vol 11 (3) ◽  
pp. 289-300 ◽  
Author(s):  
R. Liptser ◽  
P. Muzhikanov
Keyword(s):  
Weak Convergence ◽  
Diffusion Process ◽  
White Noise ◽  
Discrete Time ◽  
Diffusion Approximation ◽  
Conditional Expectation ◽  
Gaussian White Noise ◽  
Sampling Step ◽  
Non Gaussian ◽  
Filtering Problem

We consider a filtering problem for a Gaussian diffusion process observed via discrete-time samples corrupted by a non-Gaussian white noise. Combining the Goggin's result [2] on weak convergence for conditional expectation with diffusion approximation when a sampling step goes to zero we construct an asymptotic optimal filter. Our filter uses centered observations passed through a limiter. Being asymptotically equivalent to a similar filter without centering, it yields a better filtering accuracy in a prelimit case.

scholarly journals A Cautionary Note on the Reproduction of Dependencies through Linear Stochastic Models with Non-Gaussian White Noise

Water ◽  
2018 ◽  
Vol 10 (6) ◽  
pp. 771 ◽  
Author(s):  
Ioannis Tsoukalas ◽  
Simon Papalexiou ◽  
Andreas Efstratiadis ◽  
Christos Makropoulos
Keyword(s):  
White Noise ◽  
Stochastic Models ◽  
Gaussian White Noise ◽  
Cautionary Note ◽  
Non Gaussian

scholarly journals Description of the macroscopic dynamics of populations of phase elements with white non-Gaussian noise based on the circular cumulant approach

2021 ◽  
pp. 05-12
Author(s):  
A. V. Dolmatova ◽  
◽  
I. V. Tiulkina ◽  
D. S. Goldobin ◽  
◽  
...  
Keyword(s):  
White Noise ◽  
Probability Density ◽  
Gaussian Noise ◽  
Gaussian White Noise ◽  
Macroscopic Description ◽  
Reduced Equations ◽  
Non Gaussian ◽  
Dynamics Of Populations ◽  
Stable Noise ◽  
Good Agreement

We use the method of circular cumulants, which allows us to construct a low-mode macroscopic description of the dynamics of populations of phase elements subject to non-Gaussian white noise. In this work, we have obtained two-cumulant reduced equations for alpha-stable noise. The application of the approach is demonstrated for the case of the Kuramoto ensemble with non-Gaussian noise. The results of numerical calculations for the ensemble of N = 1500 elements, the numericalsimulation of the chain of equations for the Kuramoto–Daido order parameters (Fourier modes of the probability density) with 200 terms (in the thermodynamic limit of an infinitely large ensemble) and the theoretical solution on the basis of the two-cumulant approximation are in good agreement with each other.

Stochastic Soliton Solutions of the High-Order Nonlinear Schrödinger Equation in the Optical Fiber with Stochastic Dispersion and Nonlinearity

2014 ◽  
Vol 69 (1-2) ◽  
pp. 21-33 ◽  
Author(s):  
Hui Zhong ◽  
Bo Tian
Keyword(s):  
Optical Fiber ◽  
White Noise ◽  
Gaussian White Noise ◽  
Soliton Solutions ◽  
Periodic Oscillation ◽  
Bound State ◽  
High Order ◽  
Soliton Propagation ◽  
Nonlinear Schrödinger ◽  
White Noise Functional

In this paper, the high-order nonlinear Schrödinger (HNLS) equation driven by the Gaussian white noise, which describes the wave propagation in the optical fiber with stochastic dispersion and nonlinearity, is studied. With the white noise functional approach and symbolic computation, stochastic one- and two-soliton solutions for the stochastic HNLS equation are obtained. For the stochastic one soliton, the energy and shape keep unchanged along the soliton propagation, but the velocity and phase shift change randomly because of the effects of Gaussian white noise. Ranges of the changes increase with the increase in the intensity of Gaussian white noise, and the direction of velocity is inverted along the soliton propagation. For the stochastic two solitons, the effects of Gaussian white noise on the interactions in the bound and unbound states are discussed: In the bound state, periodic oscillation of the two solitons is broken because of the existence of the Gaussian white noise, and the oscillation of stochastic two solitons forms randomly. In the unbound state, interaction of the stochastic two solitons happens twice because of the Gaussian white noise. With the increase in the intensity of Gaussian white noise, the region of the interaction enlarges.

The fractional coupled KdV equations: Exact solutions and white noise functional approach

2013 ◽  
Vol 22 (8) ◽  
pp. 080501 ◽  
Author(s):  
Hossam A. Ghany ◽  
A. S. Okb El Bab ◽  
A. M. Zabel ◽  
Abd-Allah Hyder
Keyword(s):  
Exact Solutions ◽  
White Noise ◽  
Functional Approach ◽  
Kdv Equations ◽  
Coupled Kdv Equations ◽  
White Noise Functional

Extension of Nonlinear Stochastic Solution to Include Sinusoidal Excitation—Illustrated by Duffing Oscillator

2017 ◽  
Vol 12 (5) ◽  
Author(s):  
R. J. Chang
Keyword(s):  
White Noise ◽  
Correction Factor ◽  
Duffing Oscillator ◽  
Gaussian White Noise ◽  
Noise Spectrum ◽  
Linearization Method ◽  
Algebraic Equations ◽  
Stochastic Solution ◽  
Non Gaussian ◽  
Sinusoidal Excitation

A new non-Gaussian linearization method is developed for extending the analysis of Gaussian white-noise excited nonlinear oscillator to incorporate sinusoidal excitation. The non-Gaussian linearization method is developed through introducing a modulated correction factor on the linearization coefficient which is obtained by Gaussian linearization. The time average of cyclostationary response of variance and noise spectrum is analyzed through the correction factor. The validity of the present non-Gaussian approach in predicting the statistical response is supported by utilizing Monte Carlo simulations. The present non-Gaussian analysis, without imposing restrictive analytical conditions, can be obtained by solving nonlinear algebraic equations. The non-Gaussian solution effectively predicts accurate sinusoidal and noise response when the nonlinear system is subjected to both sinusoidal and white-noise excitations.

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