کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
804221 1467871 2014 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Finite element solution of Fokker–Planck equation of nonlinear oscillators subjected to colored non-Gaussian noise
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Finite element solution of Fokker–Planck equation of nonlinear oscillators subjected to colored non-Gaussian noise
چکیده انگلیسی

Nonlinear oscillators subjected to colored Gaussian/non-Gaussian excitations are modelled through a set of three coupled first-order stochastic differential equations by representing the excitation as a first-order filtered white noise. A 3-D finite element (FE) formulation is developed to solve the corresponding 3-D Fokker Planck (FP) equations. The joint probability density functions of the state variables, obtained as a solution of the FP equation, are typically non-Gaussian and are used for computing the crossing statistics of the response – an essential metric for time variant reliability analysis. The method is illustrated through a noisy Lorenz attractor and a Duffing oscillator subjected to additive colored noise. The increase in state-space dimension when the Duffing oscillator is additionally excited with a parametric Gaussian noise is effectively handled by using stochastic averaging to reduce the state-space dimension. Investigations are carried out to examine the accuracy of the FE method vis-a-vis Monte Carlo simulations. The proposed method is observed to be computationally significantly cheaper for these three problems.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Probabilistic Engineering Mechanics - Volume 38, October 2014, Pages 143–155
نویسندگان
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