Nonstationary solutions of nonlinear dynamical systems excited by Gaussian white noise

• Published in: Nonlinear dynamics Vol. 92; no. 2; pp. 613 - 626
• Main Author: Guo, Siu-Siu
• Format: Journal Article
• Language: English
• Published: Dordrecht Springer Netherlands 01.04.2018; Springer Nature B.V
• Subjects: Approximation; Automotive Engineering; Classical Mechanics; Computer simulation; Computing time; Control; Differential equations; Dynamical Systems; Engineering; Excitation; Failure analysis; Mechanical Engineering; Nonlinear equations; Nonlinear systems; Numerical analysis; Numerical methods; Ordinary differential equations; Original Paper; Polynomials; Probability density functions; Reliability analysis; Statistical analysis; Time dependence; Vibration; White noise; Nonstationary solutions; Fokker–Planck–Kolmogorov (FPK) equation; Stochastic processes; Random vibration; Monte Carlo simulation

Nonlinear dynamical systems to random excitations may fail long before stationarity is achieved. Transient state has to be taken into account. A novel approximate technique for determining nonstationary probability density function (PDF) of randomly excited nonlinear Oscillator is developed. Specifi...