An Ito–Taylor weak 3.0 method for stochastic dynamics of nonlinear systems

Abstract

A new framework for development of order 3.0 weak Taylor scheme towards stochastic modeling and dynamics of coupled nonlinear systems is presented. The proposed method is derived by including third order multiple stochastic integral terms of Ito–Taylor expansion and developing them for a wide class of stochastic nonlinear systems. For computing the system responses of linear and a wide class of nonlinear structural systems, the use of lower order integration schemes is sufficient. But for highly non-linear stochastically driven systems like base isolated hysteretic systems and degrading stochastic systems the evaluation of higher order terms is necessary. Additionally, the use of higher order integration schemes for stochastic dynamics of higher dimensional nonlinear systems remains a challenge due to the arising mathematical complexities with the increase in the number of DOFs (degrees-of-freedom) which really necessitates the development of the proposed algorithm. The proposed algorithm is verified using a representative class of coupled nonlinear system in presence and absence of nonlinear degradation and hysteretic oscillators. The efficiency of the proposed numerical scheme over classical integration schemes is demonstrated through a practical engineering problem. Finally, an automated extension of the proposed algorithm is presented by generalizing it for a system of N-DOFs.