Nonstationary Probability Densities of Nonlinear Multi-Degree-of-Freedom Systems under Gaussian White Noise Excitations

Abstract

AbstractThe nonstationary probability densities of system responses are obtained for nonlinear multi-degree-of-freedom systems subject to stochastic parametric and external excitations. First, the stochastic averaging method is used to obtain the averaged Itô equation for amplitude envelopes of the system response. Then, the corresponding Fokker-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude envelopes is deduced. By applying the Galerkin method, the nonstationary probability density can be expressed as a series expansion in terms of a set of orthogonal base functions with time-dependent coefficients. Finally, the nonstationary probability densities for the amplitude response, as well as those for the state-space response, are solved approximately. To illustrate the applicability, the proposed method is applied to a two-degree-of-freedom van der Pol oscillator subject to external excitations of Gaussian white noises.KeywordsNonstationary probability densityNonlinear stochastic systemStochastic averaging methodGalerkin method