Path integral solutions for n-dimensional stochastic differential equations underα-stable Lévy excitation

In this paper,the path integral solutions for a general n-dimensional stochastic differential equa-tions(SDEs)withα-stable Lévy noise are derived and verified.Firstly,the governing equations for the solutions of n-dimensional SDEs under the excitation ofα-stable Lévy noise are obtained through the characteristic function of stochastic processes.Then,the short-time transition probability density func-tion of the path integral solution is derived based on the Chapman-Kolmogorov-Smoluchowski(CKS)equation and the characteristic function,and its correctness is demonstrated by proving that it satis-fies the governing equation of the solution of the SDE,which is also called the Fokker-Planck-Kolmogorov equation.Besides,illustrative examples are numerically considered for highlighting the feasibility of the proposed path integral method,and the pertinent Monte Carlo solution is also calculated to show its correctness and effectiveness.

Path integral Monte Carlo study of(H_2)_n@C_(70)(n = 1, 2, 3)

The path integral Monte Carlo(PIMC) method is employed to study the thermal properties of C70 with one, two,and three H2 molecules confined in the cage, respectively. The interaction energies and vibrationally averaged spatial distributions under different temperatures are calculated to evaluate the stabilities of(H2)n@C70(n = 1, 2, 3). The results show that(H2)2@C70is more stable than H2@C70. The interaction energy slowly changes in a large temperature range,so temperature has little effect on the stability of the system. For H2@C70and(H2)2@C70, the interaction energies keep negative; however, when three H2 molecules are in the cage, the interaction energy rapidly increases to a positive value.This implies that at most two H2 molecules can be trapped by C70. With an increase of temperature, the peak of the spatial distribution gradually shifts away from the center of the cage, but the maximum distance from the center of H2 molecule to the cage center is much smaller than the average radius of C70.

On the Exceedance Probabilities of Extreme Drift Motions of An Offshore Structure

The response statistics of a compliant offshore structure excited by slowly varying wave drift forces is calculated by use of a numerical path integral solution method. The path integral solution is based on the Ganss-Legendre interpolation scheme, and the values of the response probability density are obtained at the Gauss quadrature points in sub-intervals. It is demonstrated that a distinct advantage of the path integral solution is that the joint probability density of the response displacement and velocity is one of the by products of the calculations. This makes it possible to calculate the mean level up-crossing rates, which provides estimates of the exceedance probabilities of specified response levels for given time periods.

Response regimes of narrow-band stochastic excited linear oscillator coupled to nonlinear energy sink

This paper draws attention to the issue of the vibration absorption of nonlinear mechani- cal system coupled to nonlinear energy sink （NES） under the impact of the narrow band stochastic excitation. Firstly, based on the complex-averaging method and frequency detuning methodology, response regimes of oscillators have been researched under the linear impact of coupling a nonlinear attachment with less relativistic mass and an external sinusoidal forcing, of which results turn out that the quasi-periodicity response regime of system which occurs when the external excitation amplitude exceeds the critical values will be the precondition of the targeted energy transfer. Secondly, basing on the path integration method, vibration suppression of NES has been researched when it is affected by a main oscillator with a narrow band stochastic force in the form of trigono- metric functions, of which results show that response regimes are affected by the amplitude of stochastic excitation and the disturbance strength. Finally, all these conclusions have been approved by the numerical verification and coincided with the theoretical analysis; meanwhile, after the com- paring analysis with the optimal linear absorber, it turns out that the NES which is affected by the narrow band stochastic force could also suppress the vibration of system with a better effect.

Reliability evaluation of the roll motion under the wind and irregular beam waves

This paper intends to study the stochastic response and reliability of the roll motion under the action of wind and wave excitation.The roll motion in random beam seas is described by a four-dimensional(4D)Markov dynamic system whose probabilistic properties are governed by the Fokker-Planck(FP)equation.The 4D path integration(PI)method,an efficient numerical technique based on the Markov property of the 4D system,is applied in order to solve the high dimensional FP equation and then the stochastic statistics of the roll motion are derived.Based on the obtained response statistics,the reliability evaluation of the ship stability is performed and the effect of wind action is studied.The accuracy of the 4D PI method and the reliability evaluation is assessed by the versatile Monte Carlo simulation(MCS)method.