Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems Under Poisson White Noise Excitation

Abstract

A stochastic averaging method for predicting the response of multi-degree-of-freedom quasi-nonintegrable-Hamiltonian systems (nonintegrable-Hamiltonian systems with lightly linear and (or) nonlinear dampings subject to weakly external and (or) parametric excitations of Poisson white noises) is proposed. A one-dimensional averaged generalized Fokker–Planck–Kolmogorov equation for the transition probability density of the Hamiltonian is derived and the probability density of the stationary response of the system is obtained by using the perturbation method. Two examples, two linearly and nonlinearly coupled van der Pol oscillators and two-degree-of-freedom vibro-impact system, are given to illustrate the application and validity of the proposed method.