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Evolutionary probabilistic analysis of non-smoothly damped stochastic oscillator under modulated random and harmonic excitations
Er, Guo-Kang; Luo, Jie; Iu, Vai Pan
2024-05
Source PublicationInternational Journal of Applied Mechanics
Volume16Issue:5Pages:2450063
AbstractThis paper concerns the evolutionary transitional probability density functions (PDFs) and the mean upcrossing rates (MCRs) of responses of the non-smoothly damped stochastic oscillator under both modulated random and harmonic excitations. The damping expressed by a non-smooth function of velocity is considered in the stochastic dynamical systems. A procedure is presented by making the time-related weighted residue of the formulated Fokker–Planck–Kolmogorov (FPK) equation vanish in the weak sense. Thus, a group of stochastic ordinary differential equations regarding the undetermined parameters in the assumed solution can be formulated and solved numerically. Three cases are studied under different conditions. The achieved evolutionary transitional PDF and MCR solutions attest to the outstanding effectiveness of the presented procedure even in the tail ends of the PDF solutions. Moreover, the achieved solutions of the stochastic dynamical systems are found to have significant non-Gaussian behaviors due to the interaction of the random and harmonic excitations and the system nonlinearity. Notably, the presented procedure greatly improves the running efficiency when compared with Monte Carlo simulation
DOI10.1142/S1758825124500637
Indexed BySCIE
Language英語English
WOS Research AreaNonlinear Stochastic Dynamics
WOS SubjectMechanics ; Physics, Mathematical ; Physics, Multidisciplinary
PublisherWorld Scientific Publishing Company
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING
Corresponding AuthorLuo, Jie
AffiliationUniversity of Macau
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Er, Guo-Kang,Luo, Jie,Iu, Vai Pan. Evolutionary probabilistic analysis of non-smoothly damped stochastic oscillator under modulated random and harmonic excitations[J]. International Journal of Applied Mechanics, 2024, 16(5), 2450063.
APA Er, Guo-Kang., Luo, Jie., & Iu, Vai Pan (2024). Evolutionary probabilistic analysis of non-smoothly damped stochastic oscillator under modulated random and harmonic excitations. International Journal of Applied Mechanics, 16(5), 2450063.
MLA Er, Guo-Kang,et al."Evolutionary probabilistic analysis of non-smoothly damped stochastic oscillator under modulated random and harmonic excitations".International Journal of Applied Mechanics 16.5(2024):2450063.
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