EPC procedure for PDF solution of non-linear oscillators excited by Poisson white noise |
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Authors: | HT Zhu GK Er VP Iu KP Kou |
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Institution: | Department of Civil and Environmental Engineering, University of Macau, Macao SAR, PR China |
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Abstract: | The stationary probability density function (PDF) solution of the responses of non-linear stochastic oscillators subjected to Poisson pulses is analyzed. The PDF solutions are obtained by the exponential-polynomial closure (EPC) method. To assess the effectiveness of the solution procedure numerically, non-linear oscillators are analyzed with different impulse arrival rates, degree of oscillator non-linearity and excitation intensity. Numerical results show that the PDFs obtained with the EPC method yield good agreement with those obtained from Monte Carlo simulation when the polynomial order is 4 or 6. It is also observed that the EPC procedure is the same as the equivalent linearization procedure under Gaussian white noise in the case of the polynomial order being 2. |
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Keywords: | Stochastic non-linear oscillator Poisson white noise Probability density function Exponential-polynomial function |
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