Stochastic dynamics of mechanical systems with impacts via the Step Matrix multiplication based Path Integration method

Abstract

AbstractIn this work we propose the Step Matrix Multiplication based Path Integration method (SMM-PI) for nonlinear vibro-impact oscillator systems. This method allows the efficient and accurate deterministic computation of the time-dependent response probability density function by transforming the corresponding Chapman–Kolmogorov equation to a matrix–vector multiplication using high-order numerical time-stepping and interpolation methods. Additionally, the SMM-PI approach yields the computation of the joint probability distribution for response and impact velocity, as well as the time between impacts and other important characteristics. The method is applied to a nonlinear oscillator with a pair of impact barriers, and to a linear oscillator with a single barrier, providing relevant densities and analysing energy accumulation and absorption properties. We validate the results with the help of stochastic Monte-Carlo simulations and show the superior ability of the introduced formulation to compute accurate response statistics.