Analysis of nonlinear oscillators under stochastic excitation by the Fokker-Planck-Kolmogorov equation

The paper deals with the analysis of stochastic mechanical systems with one degree of freedom and proposes a simple procedure to obtain a representation of the dynamical response. In particular, approximate solution of the FPK equation is obtained for a system subjected to a stochastic force term. The resolving procedure is implemented with reference to a polynomial expansion of the restoring force function. Numerical tests are performed with reference to Duffing and van der Pol oscillators, showing good agreement with simulated response.     

Exact linearization of one-dimensional jump-diffusion stochastic differential equations

Necessary and sufficient conditions for the linearization of the one-dimensional Itô jump-diffusion stochastic differential equations (JDSDE) are given. Stochastic integrating factor has been introduced to solve the linear JDSDEs. Exact solutions to some linearizable JDSDEs have been provided.     

An approach to the problem of closure in non-linear stochastic mechanics

An approach combining the method of moment equations and the statistical linearization technique is proposed for analysis of the response of non-linear mechanical systems to random excitation. The adaptive statistical linearization procedure is developed for obtaining a more accurate mean square of responses. For these, a Duffing oscillator and an oscillator with cubic non-linear damping subject to white noise excitation are considered. It is shown that the adaptive statistical linearization proposed yields good accurate results for both weak and strong non-linear stochastic systems.Presented at the First European Solid Mechanics Conference, September 9–13, 1991. Munich, Germany     

多自由度柔性结构非线性随机振动响应分析方法

随机等效线性化方法是多自由度结构非线性随机振动分析的有效方法,然而柔性结构隐式的系统方程限制了该方法的应用.本文首先提出了把多自由度柔性结构隐式系统方程显式化的等效非线性系统建立方法,该方法结合模态分析,将系统几何非线性作用等效为模态坐标的高次多项式组合,把多自由度物理系统转化为容易求解的模态系统;在此基础上运用随机等效线性化技术建立柔性结构非线性随机振动响应分析方法.该方法通过引入虚拟激励原理,大幅提高了计算效率,使对多自由柔性结构的非线性随机振动响应分析成为可能.通过算例分析,本文分析结果和精确解与数值模拟解的比较结果表明,本文方法具有较好的计算精度和较高的计算效率,能够应用于实际柔性工程结构的随机振动响应分析.     

线性随机结构的平稳随机响应

对于不仅结构参数具有随机性,而且外载是平稳随机激励的问题,给出了随机响应变异系数的计算方法。应用虚拟激励法先将随机荷载转化为确定性的简谐荷载,使双随机问题得以精确地转化为单随机问题进行分析。求解过程显著简化,而且包含了二种随机因素之间的耦合效应。用数值模拟法对方法的精度作了估计。     

Nonlinear stochastic dynamics: A survey of recent developments

This paper provides an overview of significant advances in nonlinear stochastic dynamics during the past two decades, including random response, stochastic stability, stochastic bifurcation, first passage problem and nonlinear stochastic control. Topics for future research are also suggested. The project supported by the National Natural Science Foundation of China (19972059)     

平稳随机激励下随机桁架结构动力可靠性分析

研究了随机桁架结构在平稳随机激励下的动力可靠度求解方法。同时考虑结构物理参数、几何尺寸的随机性,利用求解随机变量数字特征的代数综合法和矩法,从结构随机响应的频域表达式出发,导出了随机桁架结构在平稳随机激励下的位移、应力及其导数响应均方值的数字特征,再由动力可靠性的Poisson公式导出了结构动力可靠度的计算公式。通过算例分析了各参数的随机性对结构动力可靠度的影响,验证了该方法的可行性和有效性。     

结构动力分析的随机变分原理及随机有限元法

将结构动力系统的参数及激励的随机性直接引入结构的动力泛函变分表达式中，基于瞬时最小势能原理，应用小参数摄动法，建立了随机结构动力分析的随机变分列式及相应的确机有限元法。算例表明，应用此法分析随机结构动力响应，具有程序实施简便，计算效率高的优点。     

结构随机动力非线性反应的整体灵敏度分析

以随机参数或参数子集对目标函数总方差的相对贡献作为该参数或参数子集的整体随机灵敏度度量,定义了一类整体随机灵敏度指标。结合结构非线性随机反应分析的密度演化方法,给出了计算整体随机灵敏度指标的基本算法。该灵敏度指标物理意义明确、计算实施方便。以滞回结构非线性反应分析为例,考察了以位移反应和滞回耗能为目标函数的不同随机参数(子集)的灵敏度指标。分析表明,不同随机参数(子集)对不同目标函数的灵敏度差异甚大,并且随机参数可能对结构反应的总方差产生负贡献。     

基于概率密度演化方法的随机结构可靠度分析

随机结构反应的概率密度演化方法能够给出随机荷载作用下随机结构反应的概率密度函数。在此基础上,根据给定的正常使用位移限值要求,直接进行积分给出了随机结构的正常使用可靠度及其失效概率。在实例分析中,与一类情况下的精确解答及基于反应正态分布假定的二阶矩方法分析结果进行了比较。研究表明：基于密度演化方法的随机结构可靠度分析具有很高的精度,而二阶矩方法的可靠度分析结果则往往具有一定的偏差,在失效概率较低时可能给出虚假的失效概率。     

Equivalent Linearization Method Based on Energy-to-cth-Power Difference Criterion in Nonlinear Stochastic Vibration Analysis of Multi-Degree-of-Freedom Systems

Basic equations of energy-to-cth-power difference criterion were derived for multi-degree-of-freedom (MDOF) systems subjected to stationary Gaussian excitations with non-zero mean. Modal transform technique was used in order to reduce unknowns. Main computational formulae were presented and suggested values of c were given. Numerical results show that the method of this paper prevails over equation difference criterion both in accuracy and in simplicity.     

On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems

The finite element method is applied to the solution of the transient Fokker-Planck equation for several often cited nonlinear stochastic systems accurately giving, for the first time, the joint probability density function of the response for a given initial distribution. The method accommodates nonlinearity in both stiffness and damping as well as both additive and multiplicative excitation, although only the former is considered herein. In contrast to the usual approach of directly solving the backward Kolmogorov equation, when appropriate boundary conditions are prescribed, the probability density function associated with the first passage problem can be directly obtained. Standard numerical methods are employed, and results are shown to be highly accurate. Several systems are examined, including linear, Duffing, and Van der Pol oscillators.     

Random dynamics of structures with gaps: Simulation and spectral linearization

This paper deals with the prediction of the response of strutures with gaps excited by a white noise. This model is frequently introduced for practical analysis of dynamic systems such as pipings having a clearance into the supporting device, mechanical equipments subjected to impact disturbance with the basements, and so on. It is impliccitly assumed throughout that the systems have been discretized, so that its motion can be represented in terms of a finlte number of coordinates. Some DOF will be subjected to limitations represented by a hard spring without damping.The first section deals with the numerical aspects of the problem. Two classical algorithms for MDOF systems are considered: the pseudo-static formulation, and the modal decomposition, Comparison of the results leads to the selection of the more effective method.In the second section some limitations of the statistical linearization method are established and a new linearization method based upon an ARMA representation of the response is proposed. The main point is in the relation between the coefficients of the ARMA model and the parameters of the system which is studied in this paper.The third section is the core of the paper. It presents a method for identifying a linear structure whose displacement response is close to the response of the lumped structure with gaps in terms of power spectra. Results are illustrated by some examples on MDOF oscillators. Only cases with a single excitation (corresponding to scismic analysis) are considered.     

EXACT LINEARIZATION BASED MULTIPLE-SUBSPACE ITERATIVE RESOLUTION TO AFFINE NONLINEAR CONTROL SYSTEM

To the optimal control problem of affine nonlinear system, based on differential geometry theory, feedback precise linearization was used. Then starting from the simulative relationship between computational structural mechanics and optimal control, multiple-substructure method was inducted to solve the optimal control problem which was linearized. And finally the solution to the original nonlinear system was found. Compared with the classical linearizational method of Taylor expansion, this one diminishes the abuse of error expansion with the enlargement of used region.     

非线性随机结构动力可靠度的密度演化方法

建议了一类新的非线性随机结构动力可靠度分析方法。基于非线性随机结构反应分析的概率密度演化方法,根据首次超越破坏准则对概率密度演化方程施加相应的边界条件,求解带有初、边值条件的概率密度演化方程,可以给出非线性随机结构的动力可靠度。研究了数值计算技术,建议了具有自适应功能的TVD差分格式。以具有双线型恢复力性质的8层框架结构为例进行了地震作用下的动力可靠度分析,与随机模拟结果的比较表明,所建议的方法具有较高的精度和效率。     

A stochastic averaging approach for printed circuit boards with nonlinear damping characteristics subjected to random vibration loads

Today many electronic devices consist of plate-like printed circuit boards carrying electric and electronic components mounted in some sort of housing. Depending on the application, these electronic devices may be subjected to severe random vibration loads over their lifetime, e.g. in automotive or aerospace environments. The present work shows that although state-of-the-art printed circuit boards are typically structurally linear with respect to stiffness properties, they are usually characterized by strongly nonlinear damping characteristics that have to be taken into account for proper vibration modelling and testing of corresponding devices. An approach allowing the nonlinear damping characteristics observed to be properly taken into account for testing and life-time prediction purposes is presented.     

随机桁架结构的非平稳随机动力响应分析

本文研究了随机桁架结构在非平稳随机激励下的动力响应问题。在利用随机因子法分析随机结构动力特性的基础上，给出了一种分析随机结构非平稳随机响应的新方法。从结构非平稳随机响应的表达式出发，同时考虑桁架结构的物理参数、几何尺寸的随机性，利用求解随机变量函数矩的方法和求解随机变量数字特征的代数综合法，导出了随机桁架结构在非平稳随机激励下位移响应均方值和应力响应均方值的均值、方差和变异系数的计算表达式。通过算例，分析了结构物理参数和几何尺寸的随机性对结构位移响应均方值和应力响应均方值随机变量随机性的影响。本文方法具有对随机结构进行一次动力分析便可求得动力响应的数字特征，且可以考察结构任一参数的随机性对结构非平稳随机响应分析结果的影响之优点。     

随机结构非线性动力响应的概率密度演化分析

提出了随机结构非线性动力响应分析的概率密度演化方法．根据结构动力响应的随机状态方程，利用概率守恒原理，建立了随机结构非线性动力响应的概率密度演化方程．结合Newmark-Beta时程积分方法与Lax-Wendroff差分格式，提出了概率密度演化方程的数值分析方法．通过与Monte Carlo分析方法对比，表明所给出的概率密度演化方法具有良好的计算精度和较小的计算工作量．研究表明：随机结构非线性动力响应概率密度具有典型的演化特征，随着时间增长，概率密度曲线分布趋于复杂．     

Effect of damping and wave parameters on offshore structure under random excitation

This paper describes the linearized and nonlinear dynamic response of a tension leg platform (TLP) to random waves and current forces. The forcing term of the equation of motion is inherently nonlinear due to the nonlinear drag force. Two analysis procedures are used: nonlinear time domain analysis and linear frequency domain analysis. For the nonlinear analysis, the random wave particle velocities and accelerations are simulated for a given wave spectrum. The nonlinear equation of motion is then integrated directly to obtain the system response statistics. For the linear frequency domain analysis, the nonlinear drag force is linearized through an introduction of linearization coefficients. The main objective of this paper is to investigate the effect of the structural damping and wave parameters on both nonlinear and linear dynamic response of the TLP by parametric studies. The results of stochastic nonlinear and linear dynamic response of the TLP, with and without the presence of current, are presented and compared.     

双线性滞回结构滤波问题的分段线性化法

提出了一种双线性滞回特性的分段微分表达式，根据伊藤随机微分方程和连续Markov向量过程的理论，导出了无须进行积分计算的双线性滞回结构的分段线性滤波器，简化了计算．算例表明，该法比随机等效线性化法和数字模拟的结果更为吻合．