Abstract
The nature of the response of strongly yielding systems subjected to random excitation, is examined. Special attention is given to the drift response, defined as the sum of yield increments associated with inelastic response. Based on the properties of discrete Markov process models of the yield increment process, it is suggested that for many cases of practical interest, the drift can be considered as a Brownian motion. The approximate Gaussian distribution and the linearly divergent mean square value of the process, as well as an expression for the probability distribution of the peak drift response, are obtained. The validation of these properties is accomplished by means of a Monte Carlo simulation study.
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