Non-Gaussian linearization method for stochastic parametrically and externally excited nonlinear systems

Research output: Contribution to journalConference article

Abstract

A new practical non-Gaussian linearization method is developed for the problem of the dynamic response of a stable nonlinear system under both stochastic parametric and external excitations. The non-Gaussian linearization system is derived through a non-Gaussian density which is constructed as the weighted sum of undetermined Gaussian densities. The undetermined Gaussian parameters are then derived through solving a set of nonlinear algebraic moment relations. The method is illustrated by a Duffing-type stochastic system with/without parametric noise excited term. The accuracy in predicting the stationary and non-stationary variances by the present approach is compared with some exact solutions and Monte Carlo simulations.

Original languageEnglish
JournalAmerican Society of Mechanical Engineers (Paper)
Publication statusPublished - 1990 Dec 1
EventProceedings of the Winter Annual Meeting - Dallas, TX, USA
Duration: 1990 Nov 251990 Nov 30

Fingerprint

Linearization
Nonlinear systems
Stochastic systems
Dynamic response
Monte Carlo simulation

All Science Journal Classification (ASJC) codes

  • Mechanical Engineering

Cite this

@article{95b9bd58f5584753ac4dba39951ba1fa,
title = "Non-Gaussian linearization method for stochastic parametrically and externally excited nonlinear systems",
abstract = "A new practical non-Gaussian linearization method is developed for the problem of the dynamic response of a stable nonlinear system under both stochastic parametric and external excitations. The non-Gaussian linearization system is derived through a non-Gaussian density which is constructed as the weighted sum of undetermined Gaussian densities. The undetermined Gaussian parameters are then derived through solving a set of nonlinear algebraic moment relations. The method is illustrated by a Duffing-type stochastic system with/without parametric noise excited term. The accuracy in predicting the stationary and non-stationary variances by the present approach is compared with some exact solutions and Monte Carlo simulations.",
author = "Ren-Jung Chang",
year = "1990",
month = "12",
day = "1",
language = "English",
journal = "American Society of Mechanical Engineers (Paper)",
issn = "0402-1215",

}

TY - JOUR

T1 - Non-Gaussian linearization method for stochastic parametrically and externally excited nonlinear systems

AU - Chang, Ren-Jung

PY - 1990/12/1

Y1 - 1990/12/1

N2 - A new practical non-Gaussian linearization method is developed for the problem of the dynamic response of a stable nonlinear system under both stochastic parametric and external excitations. The non-Gaussian linearization system is derived through a non-Gaussian density which is constructed as the weighted sum of undetermined Gaussian densities. The undetermined Gaussian parameters are then derived through solving a set of nonlinear algebraic moment relations. The method is illustrated by a Duffing-type stochastic system with/without parametric noise excited term. The accuracy in predicting the stationary and non-stationary variances by the present approach is compared with some exact solutions and Monte Carlo simulations.

AB - A new practical non-Gaussian linearization method is developed for the problem of the dynamic response of a stable nonlinear system under both stochastic parametric and external excitations. The non-Gaussian linearization system is derived through a non-Gaussian density which is constructed as the weighted sum of undetermined Gaussian densities. The undetermined Gaussian parameters are then derived through solving a set of nonlinear algebraic moment relations. The method is illustrated by a Duffing-type stochastic system with/without parametric noise excited term. The accuracy in predicting the stationary and non-stationary variances by the present approach is compared with some exact solutions and Monte Carlo simulations.

UR - http://www.scopus.com/inward/record.url?scp=0025536581&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0025536581&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0025536581

JO - American Society of Mechanical Engineers (Paper)

JF - American Society of Mechanical Engineers (Paper)

SN - 0402-1215

ER -