Transient probabilistic solutions of stochastic oscillator with even nonlinearities by exponential polynomial closure method

The current work is devoted to analyze the transient probability density function solutions of stochastic oscillator with even nonlinearities under external excitation of Gaussian white noise by applying the extended exponential polynomial closure method. Specifically, the Fokker–Planck–Kolmogorov equation which governs the probability density function solutions of the nonlinear system is presented first. The residual error of the Fokker–Planck–Kolmogorov equation is then derived by assuming the probability density function solution as the type of exponential polynomial with time-dependent variables. Finally, by making the projection of the residual error vanish, a set of nonlinear ordinary differential equations is established and solved numerically. Numerical analysis show that the extended exponential polynomial closure method with polynomial order being six is both effective and efficient for solving the transient analysis of the stochastic oscillator with even nonlinearities by comparing the numerical results obtained by the proposed method with those obtained by Monte Carlo simulation method. Numerical results also show that the transient probability density function solutions of the system responses are not symmetric about their nonzero means due to the existence of even nonlinearities.

Probabilistic Solutions of the In-Plane Nonlinear Random Vibrations of Shallow Cables Under Filtered Gaussian White Noise

The probabilistic solutions of the responses of shallow cable are studied when the cable is excited by filtered Gaussian white noise. The nonlinear multi-degree-of-freedom system is formulated which governs the random vibration of cable. The state-space-split (SSS) method and exponential polynomial closure (EPC) method are adopted to analyze the probabilistic solutions of cable systems in order to study the effectiveness and computational efficiency of SSS-EPC procedure in analyzing the probabilistic solutions of the cable systems under the excitation of filtered Gaussian white noise. Numerical results obtained by SSS-EPC method, Monte Carlo simulation, and equivalent linearization method are compared to examine the computational efficiency and numerical accuracy of SSS-EPC method in this case. Thereafter, the behaviors of probabilistic solutions of the cable systems are studied with different values of peak frequency and seismic intensity of excitation when the cable is excited by Kanai–Tajimi seismic force. Some observations and discussions are given by introducing a probabilistic quantity to show the influence of excitations on the probabilistic solutions.

Probabilistic Solutions of a Nonlinear Plate Excited by Gaussian White Noise Fully Correlated in Space

This paper addresses the nonlinear random vibration of a rectangular von Kármán plate excited by uniformly distributed Gaussian white noise which is fully correlated in space. The state-space-split method and exponential polynomial closure method are jointly utilized to analyze the probabilistic solutions of the plate. The computational efficiency and numerical accuracy of the methodology for analyzing the nonlinear random vibration of the plate are verified by comparing the computational effort and numerical results with those obtained by Monte Carlo simulation and equivalent linearization, respectively. Meanwhile, the convergence of the probabilistic solution in the sense of Galerkin’s approximation is examined by analyzing the plate modeled as single-degree-of-freedom and multi-degree-of-freedom systems. Some phenomena are discussed after numerically studying the behaviors of probabilistic solutions of the deflection at different locations of the plate.

Stationary Solution of Duffing Oscillator Driven by Additive and Multiplicative Colored Noise Excitations

A bistable Duffing oscillator subjected to additive and multiplicative Ornstein–Uhlenbeck (OU) colored excitations is examined. It is modeled through a set of four first-order stochastic differential equations by representing the OU excitations as filtered Gaussian white noise excitations. Enlargement in the state-space vector leads to four-dimensional (4D) Fokker–Planck–Kolmogorov (FPK) equation. The exponential-polynomial closure (EPC) method, proposed previously for the case of white noise excitations, is further improved and developed to solve colored noise case, resulting in much more polynomial terms included in the approximate solution. Numerical results show that approximate solutions from the EPC method compare well with the predictions obtained via Monte Carlo simulation (MCS) method. Investigation is also carried out to examine the influence of intensity level on the probability distribution solutions of system responses.

Influence of Nonzero Mean Impulse Amplitudes on the Response Statistics of Dynamical Systems

This paper investigates the influences of nonzero mean Poisson impulse amplitudes on the response statistics of dynamical systems. New correction terms of the extended Itô calculus, as a generalization of the Wong–Zakai correction terms in the case of normal excitations, are adopted to consider the non-normal property in the case of Poisson process. Due to these new correction terms, the corresponding drift and diffusion coefficients of Fokker–Planck–Kolmogorov (FPK) equation have to be modified and they become more complicated. Herein, the exponential–polynomial closure (EPC) method is employed to solve such a complex FPK equation. Since there are no exact solutions, the efficiency of the EPC method is numerically evaluated by the simulation results. Three examples of different excitation patterns are considered. Numerical results indicate that the influence of nonzero mean impulse amplitudes on system responses depends on the excitation patterns. It is negligible in the case of parametric excitation on displacement. On the contrary, the influence becomes significant in the cases of external excitation and parametric excitation on velocity.

Probabilistic Solution of Vibro-Impact Systems Under Additive Gaussian White Noise

This paper presents a solution procedure for the stationary probability density function (PDF) of the response of vibro-impact systems under additive Gaussian white noise. The constraint is a unilateral zero-offset barrier. The vibro-impact system is first converted into a system without barriers using the Zhuravlev nonsmooth coordinate transformation. The stationary PDF of the converted system is governed by the Fokker–Planck equation which is solved by the exponential-polynomial closure (EPC) method. A vibro-impact Duffing oscillator with either elastic or lightly inelastic impacts is considered in a numerical analysis. Meanwhile, the level of nonlinearity in displacement is also examined in this study as well as the case of negative linear stiffness. Comparison with the simulated results shows that the EPC method can present a satisfactory PDF for displacement and velocity when the polynomial order is taken as 4 in the investigated cases. The tail of the PDF also works well with the simulated result.

Probabilistic Solutions of Stochastic Oscillators Excited by Correlated External and Parametric White Noises

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 Fokker-Planck-Kolmogorov (FPK) equation is expressed with the independent part and the correlated part, which can be solved by the exponential-polynomial 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.

Probabilistic Solutions of the Stochastic Oscillators With Even Nonlinearity in Displacement

The probabilistic solutions of the nonlinear stochastic oscillators with even nonlinearity in displacement are investigated with the exponential-polynomial closure method. Numerical results show that the results obtained from the exponential-polynomial closure method agree well with the simulated solution in the presented case, even if the mean of displacement is nonzero and the probability density function of the displacement is nonsymmetric about its mean.

EXPONENTIAL–POLYNOMIAL CLOSURE METHOD FOR SOLVING TRUNCATED KOLMOGOROV–FELLER EQUATION

The probability density function (PDF) solution of the response is formulated for nonlinear systems under discrete Poisson impulse excitation. The PDF solution is governed by the Kolmogorov–Feller (KF) equation, which is approximately solved by the exponential–polynomial closure (EPC) method. A Duffing oscillator is further investigated in the case of either Gaussian or non-Gaussian distributed amplitude of Poisson impulse to show the effectiveness of the EPC method in these cases. The numerical analysis shows that the EPC method with the polynomial order being 6 presents a good result compared with the simulated result, even in the tails of the PDF of the oscillator response.