Nonlinear Oscillator Stochastic Response and Survival Probability Determination via the Wiener Path Integral

Abstract

A Wiener path integral (WPI) technique based on a variational formulation is developed for nonlinear oscillator stochastic response determination and reliability assessment. This is done in conjunction with a stochastic averaging/linearization treatment of the problem. Specifically, first, the nonlinear oscillator is cast into an equivalent linear one with timevarying stiffness and damping elements. Next, relying on the concept of the most probable path, a closedform approximate analytical expression for the oscillator joint transition probability density function (PDF) is derived for small time intervals. Finally, the transition PDF in conjunction with a discrete version of the Chapman–Kolmogorov (C–K) equation is utilized for advancing the solution in shorttime steps. In this manner, not only the nonstationary response PDF but also the oscillator survival probability and firstpassage PDF are determined. In comparison with existing numerical path integral schemes, a significant advantage of the proposed WPI technique is that closedform analytical expressions are derived for the involved multidimensional integrals; thus, the computational cost is kept at a minimum level. The hardening Duffing and the bilinear hysteretic oscillators are considered as numerical examples. Comparisons with pertinent Monte Carlo simulation (MCS) data demonstrate the reliability of the developed technique.