指数多项式闭合法求带位移偶次方项非线性随机振子响应的概率解

本文用指数多项式闭合(Exponential Polynomial Closure,EPC)法分析了具非零均值响应的带位移偶次方项非线性随机振子的响应概率密度函数解。给出了求解过程并通过算例分析验证了指数多项式闭合法在此情况下的有效性。数值结果显示,指数多项式闭合法得到的响应概率密度结果与蒙特卡洛模拟的结果符合较好,尤...     

非高斯激励下带附加质量的悬臂梁响应研究

大多数悬臂梁的研究都是基于确定性振动分析或将外部激励假定为高斯过程,鲜少涉及非高斯激励。针对非高斯激励下带附加质量的悬臂梁的响应特征进行研究。首先,通过Lagrange方程建立考虑曲率非线性的悬臂梁振动方程;然后,通过指数多项式闭合法求解结构响应的概率密度函数,并分析了平均到达速率、激励强度及附加质量对结构响应的影响;同时分析了非平稳非高斯激励下非线性结构参数对响应的影响。计算结果表明,指数多项式闭合法与模拟解吻合很好,平均到达速率越大,结构响应的概率密度函数曲线收缩越明显。     

随机激励下滞迟系统的稳态响应闭合解

滞迟系统属于一类典型的强非线性系统,滞迟力不仅取决于系统的瞬时变形,还与变形历程有关.虽然滞迟系统的随机振动问题已被广泛研究,但至今尚未得到滞迟系统随机响应概率密度函数的精确闭合解.本文运用迭代加权残值法获得了高斯白噪声激励下Bouc-Wen滞迟系统稳态响应概率密度函数的近似闭合解.首先,运用等效线性化法求出系统的稳态高斯概率密度函数;然后以此构造权函数,应用加权残值法求得了系统指数多项式形式的非高斯概率密度函数;最后引入迭代的过程,逐步优化权函数,提高计算所得结果的精度.以随机地震激励下钢纤维陶粒混凝土结构的稳态响应作为算例,其中Bouc-Wen模型的参数是基于拟静力学试验数据,并应用最小二乘法辨识获得.与Monte Carlo模拟结果相比,等效线性化法得到的结果精度较差;由加权残值法得到的结果能够表现出非线性特征,但其精度依然无法令人满意;采用迭代加权残值法得到的近似闭合解与Monte Carlo模拟的结果吻合非常好;对于较强随机激励情形,采用渐进迭代加权残值法具有较高的求解效率,所获得的理论解析解具有较高的精度.结果表明,所获得的近似闭合解不仅对于土木工程领域具有重要的实际应用价值,而且还可作为检验其他非线性系统随机响应预测方法的精度的标准.     

求大规模非线性随机动力系统概率密度函数解的子空间法

论文给出了一个求大规模非线性随机动力系统响应概率密度函数解的新方法,称之为子空间法.考察了此方法在求解大规模带位移项参数激励非线性随机动力系统响应概率密度函数的有效性.这里的概率密度函数解由Fokker-Planck-Kolmogorov(FPK)方程控制.该方法是基于将非线性随机动力系统状态变量空间分成两个子空间,然后在其中一个子空间上对FPK方程进行积分,采取一定措施后得到低维的FPK方程.该低维的FPK方程的维数可以人为确定,也可以取为二维,从而可以用现有的求解低维FPK方程的方法求得所需的概率密度函数解.文中给出了算例,用数值结果验证了子空间法的有效性.论文是采用作者曾提出的指数多项式闭合(EPC)法求解由子空间法降维的FPK方程.     

基于路径积分法的悬索非线性随机振动响应分析

随机荷载激励下悬索过大的动力响应将影响其正常使用与安全,对其响应概率密度函数的求解与分析是评估悬索随机动力响应的重要途径之一。针对悬索在高斯白噪声激励下的随机振动模态响应,利用基于Gauss-Legendre积分和短时高斯转移概率密度假定的路径积分法,研究了模态振动响应的概率密度函数的平稳数值解与非平稳数值解,并进一步开展了参数研究,揭示了不同参数影响下概率密度函数的分布规律。将路径积分法所得的平稳解和非平稳解,分别与FPK方程的精确平稳解、等效线性化法所得平稳解及蒙特卡罗模拟非平稳解进行对比,结果表明,路径积分法所得的概率密度函数解分别与精确平稳解及蒙特卡罗模拟非平稳解符合良好。对于平稳响应,由于位移二次非线性项的存在,位移概率密度函数分布呈非对称分布形式,但速度概率密度函数并不受其影响,仍服从对称分布;非平稳响应概率密度函数初始时刻峰值较大,且在初始阶段峰值是随着时间不断变化的,波动较明显,随着时间推移逐渐平稳。研究结果对于悬索非平稳响应研究具有重要的工程意义。     

简支梁非线性响应的三维路径积分法分析

采用基于Gauss-Legendre积分公式的三维路径积分法,分析了在过滤高斯白噪声激励下的简支梁非线性随机振动响应的概率密度函数;联立一阶滤波方程与简支梁一阶模态的振动模型,得到在过滤高斯白噪声激励下的简支梁随机振动模型,基于Gauss-Legendre积分公式的积分法和短时高斯近似法求解响应的概率密度函数值。结果表明,三维路径积分法计算值与蒙特卡洛模拟值符合良好,即使在尾部区域也符合良好。三维路径积分法比等效线性化法的计算精度更高。     

简支梁非线性响应的三维路径积分法分析

采用基于Gauss-Legendre积分公式的三维路径积分法,分析了在过滤高斯白噪声激励下的简支梁非线性随机振动响应的概率密度函数;联立一阶滤波方程与简支梁一阶模态的振动模型,得到在过滤高斯白噪声激励下的简支梁随机振动模型,基于Gauss-Legendre积分公式的积分法和短时高斯近似法求解响应的概率密度函数值。结果表明,三维路径积分法计算值与蒙特卡洛模拟值符合良好,即使在尾部区域也符合良好。三维路径积分法比等效线性化法的计算精度更高。     

随机外激励作用下非线性系统响应演变概率密度

对随机高斯外激励作用下强非线性振动系统响应演变概率密度函数求解问题进行探讨.应用随机函数空间的正交分解理论,将由熵方法定义的指数形式概率密度函数表达式在随机泛函空间中展开,推导了展开级数所满足的FPK方程.运用加特金方法,将概率密度与系统状态向量共同表征的偏微分方程求解问题转化为求解逼近系数的一阶常微分方程组形式,使得问题求解成为可能.数值算例中研究了随机外激励作用下下一阶与二阶随机非线性系统响应概率密度函数求解问题,初步讨论了随机非线性系统响应概率密度函数的瞬态演化过程.     

结构可靠性分析的支持向量机响应面法

针对隐式极限状态可靠性分析问题,提出了一种支持向量机响应面法,该方法采用了与经典响应面法类似的迭代思想,由支持向量回归机替代经典响应面法中的固定多项式函数来构建响应面,并结合一次二阶矩法形成迭代过程.在此基础上,还对训练样本提出了一种改进的选取方法,从而进一步提高方法的效率.文中将所提方法与多种经典可靠性分析方法的计算结果对比分析,改进的支持向量机响应面法精度较高,调用结构分析程序的次数最少.     

结构可靠性分析的多项式数值逼近法

提出了工程结构可靠性分析的多项式数值逼近法。它是以多项式{1,x,…,x^n}为基，利用功能函数高阶矩，通过计算功能函数的最佳逼近概率密度函数，然后用工程结构可靠性分析的一般式来计算结构失效概率的可靠性分析新方法。通过理论分布曲线的数值检验和结构构件失效概率的计算，表明工程结构可靠性分析的最佳平方逼近法在理论上的正确性和工程上的实用性。     

EPC procedure for PDF solution of non-linear oscillators excited by Poisson white noise

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.     

PDF solution of nonlinear oscillators subject to multiplicative Poisson pulse excitation on displacement

A solution procedure for the stationary probability density function (PDF) of the responses of nonlinear oscillators subjected to Poisson white noises is formulated with exponential-polynomial closure (EPC) method. The effectiveness of the solution procedure is investigated with nonlinear oscillators subjected to both external and multiplicative Poisson white noises at different levels of system nonlinearity, excitation intensity, and impulse arrival rates. Numerical results show that the PDFs obtained with the EPC procedure are in good agreement with those from Monte Carlo simulation.     

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.     

Nonzero mean PDF solution of nonlinear oscillators under external Gaussian white noise

This paper is concerned with the nonzero mean stationary probability density function (PDF) solution for nonlinear oscillators under external Gaussian white noise. The PDF solution is governed by the well-known Fokker–Planck–Kolmogorov (FPK) equation and this equation is numerically solved by the exponential-polynomial closure (EPC) method. Different types of oscillators are further investigated in the case of nonzero mean response. Either weak or strong nonlinearity is considered to show the effectiveness of the EPC method. When the polynomial order equals 2, the results of the EPC method are identical with those given by equivalent linearization (EQL) method. These results obtained with the EQL method differ significantly from exact solution or simulated results. When the polynomial order is 4 or 6, the PDFs obtained with the EPC method present a good agreement with the exact solution or simulated results, especially in the tail regions. The numerical analysis also shows that the nonzero mean PDF of the response is nonsymmetrically distributed about its mean unlike the case of the zero mean PDF reported in the references.     

Nonzero mean response of nonlinear oscillators excited by additive Poisson impulses

This paper investigates the nonzero mean probability density function (PDF) of nonlinear oscillators under additive Poisson impulses. The PDF is governed by the generalized Fokker?CPlanck?CKolmogorov (FPK) equation which is also called the Kolmogorov?CFeller (KF) equation. An exponential-polynomial closure (EPC) method is adopted to solve the equation. Five examples are considered in numerical analysis to show the effectiveness of the EPC method. The nonzero mean response of nonlinear oscillators is formulated due to either nonlinearity type or nonzero mean amplitude of Poisson impulses. The analysis shows that the PDFs obtained with the EPC method agree with the simulated results when the polynomial order is 4 or 6. This agreement is also observed in the tail regions of the obtained PDFs. The comparison further shows that the nonzero mean PDF of displacement is nonsymmetrically distributed. Comparatively, the PDF of velocity still has a symmetrical distribution pattern when the nonlinearity only exists in displacement.     

FPK方程的近似闭合解

讨论了FPK方程的近似闭合解问题。假设FPK方程的解具有指数多项式的形式，利用比较系数的方法确定其中待定的常数。计算表明，本方法适用于强非线性系统，在特殊情形下还能求出原方程的精确解。     

Probabilistic solutions of nonlinear oscillators excited by correlated external and velocity-parametric Gaussian white noises

This paper addresses the random vibrations of the oscillators with correlated external and parametric excitations being Gaussian white noises. The exponential polynomial closure method is used in the analysis, with which the probability density of the system responses is obtained. Two oscillators are analyzed. One is about the linear oscillator subjected to correlated external and parametric excitations. Another is about the oscillator with cubic nonlinearity and subjected to correlated external and parametric excitations. Numerical studies show that exponential polynomial closure method provides computationally efficient and relatively accurate estimates of the stationary probabilistic solutions, particularly in the tail regions of the probability density functions. Numerical results further show that correlated external and parametric excitations can cause unsymmetrical probabilistic solutions and nonzero means which are different from those when the external and parametric excitations are independent.     

Response Statistics of Three-Degree-of-Freedom Nonlinear System to Narrow-Band Random Excitation

The principal resonance of a 3-DOF nonlinear system to narrow-band random external excitations is investigated. The method of multiple scales is used to derive the equations for modulation of amplitude and phase. The behavior, stability and bifurcation of steady-state responses are studied by means of qualitative analysis. The effects of damping, detuning, and excitation intensity on responses are analyzed. The theoretical analyses are verified by numerical results. Both theoretical analyses and numerical simulations show that when the intensity of the random excitation increases, the nontrivial steady state solution may change from a limit cycle to a diffused limit cycle. Under some conditions, co-existence of two kinds of stable steady-state solutions, saturation and jump phenomena may occur. The stationary probability density function of responses for the co-existence case is obtained approximately.     

随机振动的一种加权等价线性化方法

加权等价线性化方法是研究非线性随机振动的一种有效近似方法。关健在于找到一个合适的权函数使之对多数非线性问题都有比较满意的结果。本文提出一种类似峰值概率密度函数的权函数,由此构成一种加权等价线性化方法,借几个各具特点的非线性振动系统进行了可行性验证,表明与一般的等价线性化方法相比,本法所得的均方响应精度有相当程度的改善。