Degenerate Dirichlet Problems Related to the Ergodic Property of an Elasto-Plastic Oscillator Excited by a Filtered White NoiseReport as inadecuate




Degenerate Dirichlet Problems Related to the Ergodic Property of an Elasto-Plastic Oscillator Excited by a Filtered White Noise - Download this document for free, or read online. Document in PDF available to download.

1 ICDRiA - International Center for Decision and Risk Analysis 2 LJLL - Laboratoire Jacques-Louis Lions

Abstract : A stochastic variational inequality is proposed to model an elasto-plastic oscillator excited by a filtered white noise. We prove the ergodic properties of the process and characterize the corresponding invariant measure. This extends Bensoussan-Turi-s method Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008 with a significant additional difficulty of increasing the dimension. Two points boundary value problem in dimension 1 is replaced by elliptic equations in dimension 2. In the present context, Khasminskii-s method Stochastic Stability of Differential Equations, Sijthoff and Noordhof,1980 leads to the study of degenerate Dirichlet problems with partial differential equations and nonlocal boundary conditions.

Mots-clés : diffusion ergodique inéquations variationnelles stochastiques équations aux dérivées partielles avec des conditions non-locales vibrations aléatoires diffusion ergodique.





Author: Alain Bensoussan - Laurent Mertz -

Source: https://hal.archives-ouvertes.fr/



DOWNLOAD PDF




Related documents