메뉴 건너뛰기




Volumn 206, Issue 5, 1997, Pages 697-724

Extreme-value prediction for non-linear stochastic oscillators via numerical solutions of the stationary FPK equation

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0000815897     PISSN: 0022460X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jsvi.1997.1148     Document Type: Article
Times cited : (28)

References (45)
  • 1
    • 0025703026 scopus 로고
    • Approximate first-passage and extremes of narrow-band Gaussian and Non-Gaussian random vibration
    • A. NAESS 1990 Journal of Sound and Vibration 138, 365-380. Approximate first-passage and extremes of narrow-band Gaussian and Non-Gaussian random vibration.
    • (1990) Journal of Sound and Vibration , vol.138 , pp. 365-380
    • Naess, A.1
  • 4
    • 0018262959 scopus 로고
    • First passage time for oscillators with non-linear restoring forces
    • J. B. ROBERTS 1978 Journal of Sound and Vibration 56, 71-86. First passage time for oscillators with non-linear restoring forces.
    • (1978) Journal of Sound and Vibration , vol.56 , pp. 71-86
    • Roberts, J.B.1
  • 5
    • 0022768419 scopus 로고
    • First passage time for randomly excited non-linear oscillators
    • J. B. ROBERTS 1986 Journal of Sound and Vibration 109, 33-50. First passage time for randomly excited non-linear oscillators.
    • (1986) Journal of Sound and Vibration , vol.109 , pp. 33-50
    • Roberts, J.B.1
  • 6
    • 0023994288 scopus 로고
    • A first passage approximation for normal stationary random processes
    • R. S. LANGLEY 1988 Journal of Sound and Vibration 122, 261-275. A first passage approximation for normal stationary random processes.
    • (1988) Journal of Sound and Vibration , vol.122 , pp. 261-275
    • Langley, R.S.1
  • 7
    • 0024033835 scopus 로고
    • A variational formulation of the FPK equation with application to the first passage problem in random vibration
    • R. S. LANGLEY 1988 Journal of Sound and Vibration 123, 213-217. A variational formulation of the FPK equation with application to the first passage problem in random vibration.
    • (1988) Journal of Sound and Vibration , vol.123 , pp. 213-217
    • Langley, R.S.1
  • 9
    • 30244557024 scopus 로고
    • Extreme response of a linear oscillator with modulated random excitation
    • editor J. Tiago de Oliveira; New York: D. Reidel
    • A. M. HASOFER and P. PETOCZ 1984 in Statistical Extremes and Applications (editor J. Tiago de Oliveira); New York: D. Reidel, 503-512. Extreme response of a linear oscillator with modulated random excitation.
    • (1984) Statistical Extremes and Applications , pp. 503-512
    • Hasofer, A.M.1    Petocz, P.2
  • 10
  • 11
    • 0041946590 scopus 로고    scopus 로고
    • Non-parametric estimation of failure probabilities
    • editors F. Casciati and J. B. Roberts; CRC Press Mathematical Modelling Series; Chapter 4
    • A. M. HASOFER 1996 in Mathematical Models for Structural Reliability Analysis (editors F. Casciati and J. B. Roberts); CRC Press Mathematical Modelling Series; Chapter 4, 195-226. Non-parametric estimation of failure probabilities.
    • (1996) Mathematical Models for Structural Reliability Analysis , pp. 195-226
    • Hasofer, A.M.1
  • 15
    • 0026792265 scopus 로고
    • Extreme response predictions of non-linear compliant offshore structures by stochastic linearization
    • A. NAESS, F. GALEAZZI and M. DOGLIANI 1992 Applied Ocean Research 14, 71-81. Extreme Response predictions of non-linear compliant offshore structures by stochastic linearization.
    • (1992) Applied Ocean Research , vol.14 , pp. 71-81
    • Naess, A.1    Galeazzi, F.2    Dogliani, M.3
  • 17
    • 0030170480 scopus 로고    scopus 로고
    • An optimal control approach to extreme local maxima for stochastic Duffing-type oscillators
    • J. F. DUNNE 1996 Journal of Sound and Vibration 193, 597-629. An optimal control approach to extreme local maxima for stochastic Duffing-type oscillators.
    • (1996) Journal of Sound and Vibration , vol.193 , pp. 597-629
    • Dunne, J.F.1
  • 18
    • 0021468143 scopus 로고
    • Technical note: On a rational approach to extreme value analysis
    • A. NAESS 1984 Applied Ocean Research 6, 173-174. Technical note: on a rational approach to extreme value analysis.
    • (1984) Applied Ocean Research , vol.6 , pp. 173-174
    • Naess, A.1
  • 22
    • 38249028432 scopus 로고
    • Steady state solution of Fokker-Planck equation for higher dimensions
    • C. SOIZE 1989 Probabilistic Engineering Mechanics 3, 196-206. Steady state solution of Fokker-Planck equation for higher dimensions.
    • (1989) Probabilistic Engineering Mechanics , vol.3 , pp. 196-206
    • Soize, C.1
  • 23
    • 0025759694 scopus 로고
    • Efficient numerical solution of multidimensional Fokker-Planck equations associated with chaotic and non-linear random vibrations
    • A. KUNERT 1991 Vibration Analysis-Analytical and Computational ASME DE-37, 57-60. Efficient numerical solution of multidimensional Fokker-Planck equations associated with chaotic and non-linear random vibrations.
    • (1991) Vibration Analysis-Analytical and Computational ASME DE-37 , pp. 57-60
    • Kunert, A.1
  • 25
    • 0022421364 scopus 로고
    • A finite element method for the statistics of non-linear random vibration
    • R. S. LANGLEY 1985 Journal of Sound and Vibration 101, 41-54. A finite element method for the statistics of non-linear random vibration.
    • (1985) Journal of Sound and Vibration , vol.101 , pp. 41-54
    • Langley, R.S.1
  • 26
    • 0027649438 scopus 로고
    • On the numerical solution of the Fokker-Planck equation for non-linear stochastic dynamics
    • B. F. SPENCER JR and L. A. BERGMAN 1993 Non-linear Dynamics 4, 357-372. On the numerical solution of the Fokker-Planck equation for non-linear stochastic dynamics.
    • (1993) Non-Linear Dynamics , vol.4 , pp. 357-372
    • Spencer B.F., Jr.1    Bergman, L.A.2
  • 27
    • 0027811214 scopus 로고
    • Estimation of variable coefficients in the Fokker-Planck equations using moving node finite elements
    • H. T. BANKS, H. T. TRAN and D. E. WOODWARD 1993 SIAM Journal of Numerical Analysis 30, 1574-1602. Estimation of variable coefficients in the Fokker-Planck equations using moving node finite elements.
    • (1993) SIAM Journal of Numerical Analysis , vol.30 , pp. 1574-1602
    • Banks, H.T.1    Tran, H.T.2    Woodward, D.E.3
  • 30
    • 85025798258 scopus 로고
    • Stochastic response with bifurcations to non-linear Duffing's oscillator
    • T. KAPITANIAK 1985 Journal of Sound and Vibration 102, 440-441. Stochastic response with bifurcations to non-linear Duffing's oscillator.
    • (1985) Journal of Sound and Vibration , vol.102 , pp. 440-441
    • Kapitaniak, T.1
  • 31
    • 0024053595 scopus 로고
    • First-passage time probability of non-linear stochastic systems by generalised cell mapping
    • J.-Q. SUN and C. S. HSU 1988 Journal of Sound and Vibration 124, 233-248. First-passage time probability of non-linear stochastic systems by generalised cell mapping.
    • (1988) Journal of Sound and Vibration , vol.124 , pp. 233-248
    • Sun, J.-Q.1    Hsu, C.S.2
  • 32
    • 24644482825 scopus 로고
    • The path integral solution applied to the random vibration of hysteretic systems
    • editors P. D. Spanos and C. A. Brebbia co-published: Computational Mechanics Publications; Southampton - Elsevier Applied Science; London
    • A. NAESS and J. M. JOHNSEN 1991 in Computational Stochastic Methods (editors P. D. Spanos and C. A. Brebbia) co-published: Computational Mechanics Publications; Southampton - Elsevier Applied Science; London, 279-291. The path integral solution applied to the random vibration of hysteretic systems.
    • (1991) Computational Stochastic Methods , pp. 279-291
    • Naess, A.1    Johnsen, J.M.2
  • 33
    • 0039117195 scopus 로고
    • Path integral solution of the Fokker-Planck equation via a generalized Trotter formula
    • A. N. DROZDOV 1992 Physics Letters A 171, 175-182. Path integral solution of the Fokker-Planck equation via a generalized Trotter formula.
    • (1992) Physics Letters A , vol.171 , pp. 175-182
    • Drozdov, A.N.1
  • 34
    • 0029386854 scopus 로고
    • Fast cell-to-cell mapping (path integration) for non-linear white noise and Poisson driven impulses
    • H. U. KÖYLÜOǦLU, S. R. K. NIELSEN and A. C. CAKMAK 1995 Structural Safety 17, 151-165. Fast cell-to-cell mapping (path integration) for non-linear white noise and Poisson driven impulses.
    • (1995) Structural Safety , vol.17 , pp. 151-165
    • Köylüoǧlu, H.U.1    Nielsen, S.R.K.2    Cakmak, A.C.3
  • 35
    • 0030212867 scopus 로고    scopus 로고
    • Dynamic response of non-linear systems to renewal impulses by path integration
    • R. IWANKIEWICZ and S. R. K. NIELSEN 1996 Journal of Sound and Vibration 195, 175-193. Dynamic response of non-linear systems to renewal impulses by path integration.
    • (1996) Journal of Sound and Vibration , vol.195 , pp. 175-193
    • Iwankiewicz, R.1    Nielsen, S.R.K.2
  • 36
    • 0026222881 scopus 로고
    • Solution of 3-dimensional Fokker-Planck equations for Tokamak plasmas using operator splitting technique
    • J. S. MCKENZIE, M. R. O'BRIAN and M. COX 1991 Computer Physics Communications 66, 194-206. Solution of 3-dimensional Fokker-Planck equations for Tokamak plasmas using operator splitting technique.
    • (1991) Computer Physics Communications , vol.66 , pp. 194-206
    • McKenzie, J.S.1    O'Brian, M.R.2    Cox, M.3
  • 37
    • 0000123934 scopus 로고
    • Implicit and conservative difference scheme for the Fokker-Planck equation
    • E. M. EPPERLEIN 1994 Journal of Computational Physics 112, 291-297. Implicit and conservative difference scheme for the Fokker-Planck equation.
    • (1994) Journal of Computational Physics , vol.112 , pp. 291-297
    • Epperlein, E.M.1
  • 38
    • 0000034956 scopus 로고    scopus 로고
    • Fokker-Planck equations of stochastic acceleration: A study of numerical methods
    • B. T. PARK and V. PETROSIAN 1996 The Astrophysical Journal Supplement Series 103, 255-267. Fokker-Planck equations of stochastic acceleration: a study of numerical methods.
    • (1996) The Astrophysical Journal Supplement Series , vol.103 , pp. 255-267
    • Park, B.T.1    Petrosian, V.2
  • 39
    • 0004701205 scopus 로고    scopus 로고
    • Stability and invariant measures of perturbed dynamical systems
    • Kluwer Academic
    • W. V. WEDIG 1996 in Advances in Non-linear Stochastic Mechanics: Kluwer Academic, 469-478. Stability and invariant measures of perturbed dynamical systems.
    • (1996) Advances in Non-Linear Stochastic Mechanics , pp. 469-478
    • Wedig, W.V.1
  • 41
    • 0027473335 scopus 로고
    • Extreme values of first- and second-order wave induced vessel motions
    • S. MCWILLIAM and R. S. LANGLEY 1993 Applied Ocean Research 15, 169-181. Extreme values of first- and second-order wave induced vessel motions.
    • (1993) Applied Ocean Research , vol.15 , pp. 169-181
    • McWilliam, S.1    Langley, R.S.2
  • 42
    • 0030570966 scopus 로고    scopus 로고
    • Comparison of finite element non-linear beam random response with experimental results
    • R. R. CHEN, C. C. MEI and H. F. WOLFE 1996 Journal of Sound and Vibration 195, 719-738. Comparison of finite element non-linear beam random response with experimental results.
    • (1996) Journal of Sound and Vibration , vol.195 , pp. 719-738
    • Chen, R.R.1    Mei, C.C.2    Wolfe, H.F.3
  • 43
    • 0019062560 scopus 로고
    • Continuous digital simulation of the second order slowly varying drift force
    • B. W. OPPENHEIM and P. A. WILSON 1980 Journal of Ship Research 24, 181-189. Continuous digital simulation of the second order slowly varying drift force.
    • (1980) Journal of Ship Research , vol.24 , pp. 181-189
    • Oppenheim, B.W.1    Wilson, P.A.2
  • 44
    • 0029505970 scopus 로고
    • A spectral method for estimation of non-linear system parameters from measured response
    • J. B. ROBERTS, J. F. DUNNE and A. DEBONOS 1995 Probabilistic Engineering Mechanics 10, 199-207. A spectral method for estimation of non-linear system parameters from measured response.
    • (1995) Probabilistic Engineering Mechanics , vol.10 , pp. 199-207
    • Roberts, J.B.1    Dunne, J.F.2    Debonos, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.