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| 路径积分Monte Carlo方法与非线性随机振动 | |
| 引用本文： | 纪青,冯冠民,于挺,于凯. 路径积分Monte Carlo方法与非线性随机振动[J]. 计算物理, 1995, 12(4): 505-510 |
| 作者姓名： | 纪青 冯冠民 于挺 于凯 |
| 作者单位： | 1. 吉林大学理论物理中心, 长春 130023;2. 吉林工业大学应用理科部, 长春 130025;3. 吉林大学数学系, 长春 130023 |
| 摘 要： | 给出了一种求解非线性随机振动问题的新方法-基于路径积分表述的Monte Carlo方法。受白噪声激励的非线性系统的各响应统计值被表成路径积分形式,并采用Monte Carlo方法进行计算。讨论了应用方面的问题,并计算了两个实例。 |
| 关 键 词： | 非线性系统 随机振动 路径积分 Monte Carlo方法 |
| 收稿时间： | 1994-04-24 |
PATH-INTEGRAL MONTE CARLO METHOD AND NONLINEAR RANDOM VIBRATION |
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| Ji Qing,Feng Guanmin,Yu Ting,Yu Kai. PATH-INTEGRAL MONTE CARLO METHOD AND NONLINEAR RANDOM VIBRATION[J]. Chinese Journal of Computational Physics, 1995, 12(4): 505-510 | |
| Authors: | Ji Qing Feng Guanmin Yu Ting Yu Kai |
| Affiliation: | 1. Theoretical Physics Center, Jinn University, Changchun 130023;2. Dept of Mathematics and Mechanics, Jilin University of Technology, Changchun 130025;3. Dept of Mathematics, Jilin University, Changchun 130023 |
| Abstract: | A new method for nonlinear random vibration-the Monte Carlo method based on the path-integral formalism is presented. The statistics of response of nonlinear systems to white noise excitation is represented in the path-integral forms. Then the Monte Carlo method is used for calculation. Due to the natural combination of the path-integral formalism and the Monte Carlo method, the new method is very concise and straightforward.Some aspects related to applications are discussed, and two numerical examples give the verification of the new method. |
| Keywords: | nonlinear systems random vibration path integral Monte Carlo method |
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