An exact solution to a certain non-linear random vibration problem

A single-degree-of-freedom system with a special type of non-linear damping and both external and parametric white-noise excitations is considered. For the special case, when the intensities of coordinates and velocity modulation satisfy a certain condition an exact analytical solution is obtained to the corresponding stationary Fokker-Planck-Kolmogorov equation yielding an expression for joint probability density of coordinate and velocity. This solution is analyzed particularly in connection with stochastic stability problem for the corresponding linear system; certain implications are illustrated for the system, which is stable with respect to probability but unstable in the mean square. The solution obtained may be used to check different approximate methods for analysis of systems with randomly varying parameters.     

Transient stochastic response of quasi-partially integrable Hamiltonian systems

The approximate transient response of multi-degree-of-freedom (MDOF) quasi-partially integrable Hamiltonian systems under Gaussian white noise excitation is investigated. First, the averaged Itô equations for first integrals and the associated Fokker–Planck–Kolmogorov (FPK) equation governing the transient probability density of first integrals of the system are derived by applying the stochastic averaging method for quasi-partially integrable Hamiltonian systems. Then, the approximate solution of the transient probability density of first integrals of the system is obtained from solving the FPK equation by applying the Galerkin method. The approximate transient solution is expressed as a series in terms of properly selected base functions with time-dependent coefficients. The transient probability densities of displacements and velocities can be derived from that of first integrals. One example is given to illustrate the application of the proposed procedure. It is shown that the results for the example obtained by using the proposed procedure agree well with those from Monte Carlo simulation of the original system.     

Nonlinearly damped systems under simultaneous broad-band and harmonic excitations

The probability distribution of the response of a nonlinearly damped system subjected to both broad-band and harmonic excitations is investigated. The broad-band excitation is additive, and the harmonic excitations can be either additive or multiplicative. The frequency of a harmonic excitation can be either near or far from a resonance frequency of the system. The stochastic averaging method is applied to obtain the Itô type stochastic differential equations for an averaged system described by a set of slowly varying variables, which are approximated as components of a Markov vector. Then, a procedure based on the concept of stationary potential is used to obtain the exact stationary probability density for a class of such averaged systems. For those systems not belonging to this class, approximate solutions are obtained using the method of weighted residuals. Application of the exact and approximate solution procedures are illustrated in two specific cases, and the results are compared with those obtained from Monte Carlo simulations.     

A new approximate solution technique for randomly excited non-linear oscillators—II

The method of weighted residuals is applied to the reduced Fokker-Planck equation associated with a non-linear oscillator, which is subjected to both additive and multiplicative Gaussian white noise excitations. A set of constraints are deduced for obtaining an approximate stationary probability density for the system response. One of the constraints coincides with the previously proposed criterion of dissipation energy balancing, and the others are useful for calculating the equivalent conservative force. It is shown that these constraints imply certain relationships among certain statistical moments; their imposition guarantees that such moments computed from the approximate probability density satisfy the corresponding exact equations derived from the original equation of motion. Moreover, the well-known procedure of stochastic linearization and its improved version of partial linearization are shown to be special cases of this scheme, and they are less accurate since the approximations are not chosen from the entire set of the solution pool of generalized stationary potential. Applications of the scheme are illustrated by examples, and its accuracy is substantiated by Monte Carlo simulation results.     

A method for analysis of non-linear vibrations caused by modulated random excitation

A method for analyzing the response of a class of weakly non-linear and lightly damped systems to a separable non-stationary random excitation is presented. The random excitation is represented as the product of a slowly varying modulating deterministic function and a broad-band stationary process. Using an averaging procedure a first order equation governing the time evolution of the response amplitude is derived. The Fokker-Planck equation which describes the diffusion of the probability density function of the response amplitude is considered. A particularly convenient basis of orthonormal functions, as well as, necessary formulae for the determination of an approximate solution of the Fokker-Planck equation by means of the Galerkin technique are presented. Furthermore, based on this solution an equation is given for the determination of the statistical moments of the response amplitude.     

To obtain approximate probability density functions for a class of axially moving viscoelastic plates under external and parametric white noise excitation

The probability density function plays an essential role to investigate the behaviors of stochastic linear or nonlinear systems. This function can be evaluated by several approaches but due to its analytical theme, the Fokker–Planck–Kolmlgorov (FPK) approach is preferable. FPK equation is a nonlinear PDE gives the probability density function for a stochastic linear or nonlinear system. Many researches have been done in literature tried to specify the conditions, in which the FPK equation gives an exact solution. Although, the exact probability density function can be achieved by solving the FPK equation even for some nonlinear systems, many types of systems cannot satisfy the conditions for exact solution. In this article, the axially moving viscoelastic plates under both external and parametric white noise excitation as one of the newest and applicable research areas are studied. Due to strong nonlinearities recognized in the governing equation of the system, the exact probability density function cannot be obtained, however, via an approximate method; some precise approximate solutions for different but comprehensive case studies are evaluated, validated, and discussed.     

Exact stationary probability density functions for non-linear systems under Poisson white noise excitation

The paper presents exact stationary probability density functions for systems under Poisson white noise excitation. Two different solution methods are outlined. In the first one, a class of non-linear systems is determined whose state vector is a memoryless transformation of the state vector of a linear system. The second method considers the generalized Fokker-Planck (Kolmogorov-forward) equation. Non-linear system functions are identified such that the stationary solution of the system admits a prescribed stationary probability density function. Both methods make use of the stochastic integro-differential equations approach. This approach seems to have some computational advantages for the determination of exact stationary probability density functions when compared to the stochastic differential equations approach.     

Pseudolinear vibroimpact systems: Non-white random excitation

Response analyses of vibroimpact systems to random excitation are greatly facilitated by using certain piecewise-linear transformations of state variables, which reduce the impact-type nonlinearities (with velocity jumps) to nonlinearities of the common type — without velocity jumps. This reduction permitted to obtain certain exact and approximate asymptotic solutions for stationary probability densities of the response for random vibration problems with white-noise excitation. Moreover, if a linear system with a single barrier has its static equilibrium position exactly at the barrier, then the transformed equation of free vibration is found to be perfectly linear in case of the elastic impact. The transformed excitation term contains a signature-type nonlinearity, which is found to be of no importance in case of a white-noise random excitation. Thus, an exact solution for the response spectral density had been obtained previously for such a vibroimpact system, which may be called pseudolinear, for the case of a white-noise excitation. This paper presents analysis of a lightly damped pseudolinear SDOF vibroimpact system under a non-white random excitation. Solution is based on Fourier series expansion of a signum function for narrow-band response. Formulae for mean square response are obtained for resonant case, where the (narrow-band) response is predominantly with frequencies, close to the system's natural frequency; and for non-resonant case, where frequencies of the narrow-band excitation dominate the response. The results obtained may be applied directly for studying response of moored bodies to ocean wave loading, and may also be used for establishing and verifying procedures for approximate analysis of general vibroimpact systems.     

Effects of excitation probability distribution on system responses

For a system subjected to a random excitation, the probability distribution of the excitation may affect behaviors of the system responses. Such effects are investigated for a variety of dynamical systems, including a linear oscillator, an oscillator of cubic non-linearity in both damping and stiffness, and a non-linear oscillator of the van der Pol type. The random excitations are assumed to be stationary stochastic processes, sharing the same spectral density, but with different probability distributions. Each excitation process is generated by passing a Brownian motion process through a non-linear filter, which is governed by an Ito stochastic differential equation. Monte Carlo simulations are carried out to obtain the transient and stationary properties of the system response in each case. It is shown that, under different excitations, the transient behaviors of the system response can be markedly different. The differences tend to reduce, however, as time of exposure to the excitations increases and the system reaches the stationary state.     

Stochastic averaging for nonlinear vibration energy harvesting system

A stochastic averaging technique for the nonlinear vibration energy harvesting system to Gaussian white noise excitation is developed to analytically evaluate the mean-square electric voltage and mean output power. By introducing the generalized harmonic transformation, the influence of the external circuit on the mechanical system is equivalent to a quasi-linear stiffness and a quasi-linear damping with energy-dependent coefficients, and then the equivalent nonlinear system with respect to the mechanical states is completely established. The Itô stochastic differential equation with respect to the mechanical energy of the equivalent nonlinear system is derived through the stochastic averaging technique. Solving the associated Fokker–Plank–Kolmogorov equation yields the stationary probability density of the mechanical states, and then the mean-square electric voltage and mean output power are analytically obtained through the approximate relation between the electric quantity and the mechanical states. The agreements between the analytical results and those from the moment method and from Monte Carlo simulations validate the effectiveness of the proposed technique.     

Stochastic averaging of energy harvesting systems

A stochastic averaging method is proposed for nonlinear energy harvesters subjected to external white Gaussian noise and parametric excitations. The Fokker–Planck–Kolmogorov equation of the coupled electromechanical system of energy harvesting is a three variables nonlinear parabolic partial differential equation whose exact stationary solutions are generally hard to find. In order to overcome difficulties in solving higher dimensional nonlinear partial differential equations, a transformation scheme is applied to decouple the electromechanical equations. The averaged Itô equations are derived via the standard stochastic averaging method, then the FPK equations of the decoupled system are obtained. The exact stationary solution of the averaged FPK equation is used to determine the probability densities of the displacement, the velocity, the amplitude, the joint probability densities of the displacement and velocity, and the power of the stationary response. The effects of the system parameters on the output power are examined. The approximate analytical outcomes are qualitatively and quantitatively supported by the Monte Carlo simulations.     

Rocking response of rectangular rigid blocks under random noise base excitations

The response of a rigid rectangular block resting on a rigid foundation and acted upon simultaneously by a horizontal and a vertical random white-noise excitation is considered. In the equation of motion, the energy dissipation is modeled through a viscous damping term. Under the assumption that the body does not topple, the steady-state joint probability density function of the rotation and the rotational velocity is obtained using the Fokker-Planck equation approach. Closed form solution is obtained for a specific combination of system parameters. A more general but approximate solution to the joint probability density function based on the method of equivalent non-linearization is also presented. Further, the problem of overturning of the block is approached in the framework of the diffusion methods for first passage failure studies. The overturning of the block is deemed incipient when the response trajectories in the phase plane cross the separatrix of the conservative unforced system. Expressions for the moments of first passage time are obtained via a series solution to the governing generalized Pontriagin-Vitt equations. Numerical results illustra- tive of the theoretical solutions are presented and their validity is examined through limited amount of digital simulations.     

Identification of Nonlinear Oscillator with Parametric White Noise Excitation

An identification technique is proposed for a nonlinear oscillator excited by response-dependent white noise. Stiffness, damping and excitation are estimated from records of the stationary stochastic response. The estimation of the stiffness is based on a nonparametric procedure in which the potential energy at the displacement extremes is obtained from the kinetic energy at the previous mean-level-crossing. A nonparametric estimate is obtained by an iterative averaging, in which the increased knowledge of the potential energy in each step is used to avoid bias. The second step in the procedure is to estimate the stationary probability potential in a nonparametric form from a histogram of the kinetic energy at mean-level-crossings. The damping is also estimated in a nonparametric way from approximate expressions of the covariance functions of a set of modified phase plane variables at a given energy level. Finally, the excitation is estimated from a relation between the stationary probability potential, the damping and the excitation. The separation of damping and excitation requires a parametric representation. The system identification technique is investigated by application to response records obtained by stochastic simulation. The stiffness estimation generally gives excellent results, while the damping and excitation estimation tend to be slightly biased for systems with strongly nonlinear stiffness.     

The stationary solution of a random dynamical model

This paper studies the stationary probability density function (PDF) solution of a nonlinear business cycle model subjected to random shocks of Gaussian white-noise type. The PDF solution is controlled by a Fokker–Planck–Kolmogorov (FPK) equation, and we use exponential polynomial closure (EPC) method to derive an approximate solution for the FPK equation. Numerical results obtained from EPC method, better than those from Gaussian closure method, show good agreement with the probability distribution obtained with Monte Carlo simulation including the tail regions.     

Nonstationary probability densities of strongly nonlinear single-degree-of-freedom oscillators with time delay

The approximate nonstationary probability density of a nonlinear single-degree-of-freedom (SDOF) oscillator with time delay subject to Gaussian white noises is studied. First, the time-delayed terms are approximated by those without time delay and the original system can be rewritten as a nonlinear stochastic system without time delay. Then, the stochastic averaging method based on generalized harmonic functions is used to obtain the averaged Itô equation for amplitude of the system response and the associated Fokker–Planck–Kolmogorov (FPK) equation governing the nonstationary probability density of amplitude is deduced. Finally, the approximate solution of the nonstationary probability density of amplitude is obtained by applying the Galerkin method. The approximate solution is expressed as a series expansion in terms of a set of properly selected basis functions with time-dependent coefficients. The proposed method is applied to predict the responses of a Van der Pol oscillator and a Duffing oscillator with time delay subject to Gaussian white noise. It is shown that the results obtained by the proposed procedure agree well with those obtained from Monte Carlo simulation of the original systems.     

Random response of integrable Duhem hysteretic systems under non-white excitation

In this study, an integrable Duhem hysteresis model is derived from the mathematical Duhem operator. This model can represent a wide category of hysteretic systems. The stochastic averaging method of energy envelope is then adapted for response analysis of the integrable Duhem hysteretic system subjected to non-white random excitation. Using the integrability of the proposed model, potential energy and dissipated energy of the hysteretic system can be represented in an integration form so that the hysteretic restoring force is separable into conservative and dissipative parts. Based on the equivalence of dissipated energy, a non-hysteretic non-linear system is obtained to substitute the original system, and the averaged Itô stochastic differential equation of total energy is derived with the drift and diffusion coefficients being expressed as Fourier series expansions in space averaging. The stationary probability density of total energy and response statistics are obtained by solving the Fokker–Planck–Kolmogorov (FPK) equation associated with the Itô equation. Verification is given by comparing the computational results with Monte Carlo simulations.     

Random vibrations of a rotating shaft with non-linear damping

Bending vibrations of a rotating shaft due to external random excitation are considered for the case of potential instability of the shaft's linear model due to the presence of internal or “rotating” damping. A two-degree-of-freedom model is studied which accounts for non-linearity in external or “non-rotating” damping. An explicit expression is obtained for a stationary joint probability density of displacements and velocities as an exact analytical solution to the corresponding Fokker-Planck-Kolmogorov equation. The results are used to develop criterion for on-line detection of instability for the operating shaft from its measured response.     

An equivalent polynomial approximation technique in nonlinear structural dynamics

Summary A new technique is proposed to obtain an approximate probability density for the response of a general nonlinear system under Gaussian white noise excitations. In this new technique, the original nonlinear system is replaced by another equivalent nonlinear system, structured by the polynomial formula, for which the exact solution of stationary probability density function is obtainable. Since the equivalent nonlinear system structured in this paper originates directly from certain classes of real nonlinear mechanical systems, the technique is applied to some very challenging nonlinear systems in order to show its power and efficiency. The calculated results show that applying the technique presented here can yield exact stationary solutions for the nonlinear oscillators. This is obtained by using an energy-dependent system, and for a nonlinearity of a more complex type. A more accurate approximate solution is then available, and is compared with the approximation. Application of the technique is illustrated by examples.     

平稳随机激励下耦合Newmark滑移系统的可靠性分析

基于随机激励的离散形式,对耦合Newmark系统的动力可靠度问题进行解析分析。平稳随机激励下,耦合Newmark系统初始滑移极限状态方程可以写成n个标准正态随机变量的显式线性函数,并能给出可靠度指标的理论解。对于以相对滑移量为临界状态的情况,极限状态方程是n个标准正态随机变量的隐式函数,可借助静力可靠度方法进行求解。算例表明,系统初始滑移的设计点激励是以潜在滑动体自振频率为主频,振幅渐增的谐振时程;后者的失效概率与摩擦系数成非线性关系,存在合适的摩擦系数使失效概率最小。