Stochastic response of vibro-impact Duffing oscillators under external and parametric Gaussian white noises

Abstract

Abstract This study presents a solution procedure for the stationary probability density function (PDF) of the response of vibro-impact Duffing oscillators under external and parametric Gaussian white noises. First the Zhuravlev non-smooth coordinate transformation is adopted to convert a vibro-impact oscillator into an oscillator without barriers. The stationary PDF of the converted oscillator is governed by the Fokker–Planck (FP) equation. The FP equation is solved by the exponential-polynomial closure (EPC) method. Illustrative examples are presented with vibro-impact Duffing oscillators under external and parametric Gaussian white noises to show the effectiveness of the solution procedure. The parametric excitation is acting in displacement and the constraint is a unilateral zero-offset barrier. The restitution coefficient of impacts is taken as 0.90. Comparison with the simulated results shows that the proposed solution procedure can provide good approximate PDFs for displacement and velocity although a little difference exists in the tail of these PDFs. This difference may be due to the weak approximation on the response of the vibro-impact oscillators using a continuous Markov process when the restitution coefficient is not very close to unity.