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Investigation on EPC method for analyzing stochastic nonlinear oscillators excited by additive and multiplicative Poisson pulse
H.T. Zhu; V.P. Iu; G-K. Er; K. P. Kou
2007
Conference Namethe APCOM’07 in conjunction with EPMESC XI (CD-ROM)
Source PublicationProceedings of the APCOM’07 in conjunction with EPMESC XI (CD-ROM)
Conference DateDecember 3-6, 2007
Conference PlaceKyoto, Japan
Abstract

Stationary probability density function (PDF) solution of responses of nonlinear stochastic systems subjected to Poisson white noise is analyzed. The PDF solutions are obtained with exponential polynomial closure (EPC) method. In order to evaluate the effectiveness of this method, two oscillators are investigated. One is about a stochastic nonlinear system excited by additive Poisson excitation. Both nonlinear damping force and nonlinear stiffness force are considered in this example. Another is about a Duffing oscillator excited by both additive and multiplicative Poisson white noises. Compared with the results from Monte Carlo simulation, good agreement is achieved in both examples, especially in the tail region of PDFs of system responses

KeywordStochastic Oscillator Fokker-planck-kolmogorov Probability Density Function Poisson Pulse
Language英语
Fulltext Access
Document TypeConference paper
CollectionFaculty of Science and Technology
DEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING
AffiliationFaculty of Science and Technology ,University of Macau,Macau,China
First Author AffilicationFaculty of Science and Technology
Recommended Citation
GB/T 7714
H.T. Zhu,V.P. Iu,G-K. Er,et al. Investigation on EPC method for analyzing stochastic nonlinear oscillators excited by additive and multiplicative Poisson pulse[C],2007.
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