Probabilistic Solutions of Stochastic Oscillators Excited by Correlated External and Parametric White NoisesSource: Journal of Vibration and Acoustics:;2014:;volume( 136 ):;issue: 003::page 31003Author:Guo, Siu
DOI: 10.1115/1.4026594Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: The stationary probability density function (PDF) solution of random oscillators with correlated additive and multiplicative Gaussian excitations is investigated in this paper. The correlation between additive and multiplicative Gaussian excitations is taken into account. As a result, the generalized FokkerPlanckKolmogorov (FPK) equation is expressed with the independent part and the correlated part, which can be solved by the exponentialpolynomial closure (EPC) method. The linear and nonlinear oscillators under correlated additive and multiplicative Gaussian white noise excitations are investigated. Two cases of different correlated additive and multiplicative excitations are considered. Compared with the results in the case of independent external and parametric excitations, unsymmetrical PDFs and nonzero means of system responses can be obtained.
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| contributor author | Guo, Siu | |
| date accessioned | 2017-05-09T01:14:04Z | |
| date available | 2017-05-09T01:14:04Z | |
| date issued | 2014 | |
| identifier issn | 1048-9002 | |
| identifier other | vib_136_03_031003.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/156750 | |
| description abstract | The stationary probability density function (PDF) solution of random oscillators with correlated additive and multiplicative Gaussian excitations is investigated in this paper. The correlation between additive and multiplicative Gaussian excitations is taken into account. As a result, the generalized FokkerPlanckKolmogorov (FPK) equation is expressed with the independent part and the correlated part, which can be solved by the exponentialpolynomial closure (EPC) method. The linear and nonlinear oscillators under correlated additive and multiplicative Gaussian white noise excitations are investigated. Two cases of different correlated additive and multiplicative excitations are considered. Compared with the results in the case of independent external and parametric excitations, unsymmetrical PDFs and nonzero means of system responses can be obtained. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | Probabilistic Solutions of Stochastic Oscillators Excited by Correlated External and Parametric White Noises | |
| type | Journal Paper | |
| journal volume | 136 | |
| journal issue | 3 | |
| journal title | Journal of Vibration and Acoustics | |
| identifier doi | 10.1115/1.4026594 | |
| journal fristpage | 31003 | |
| journal lastpage | 31003 | |
| identifier eissn | 1528-8927 | |
| tree | Journal of Vibration and Acoustics:;2014:;volume( 136 ):;issue: 003 | |
| contenttype | Fulltext |