Crossing Rate Analysis with a Non-Gaussian Closure Method for Nonlinear Stochastic Systems

Abstract

The mean upcrossing rate of the stationary responses of nonlinear stochastic system excited by white noise is analyzed based on the assumption that the probability density function (PDF) of the responses is a linear superposition of basic functions. The Gaussian PDFs are used as the basic functions of which the coefficients are the reciprocal of the number of the basic functions. The Gaussian closure method is a special case of the proposed method. Based upon the approximate PDF, the explicit expression for the mean upcrossing rate (MCR) is given. Numerical results show that the approximate MCRs approach the exact ones in the tails of the MCR curves as the number of the basic functions increases.