Response of systems under non-Gaussian random excitations

Nonlinear Dynamics

Volumn 45, Issue 1-2, 2006, Pages 95-108

  Cai, G Q ^a   Suzuki, Y ^b  

^a FLORIDA ATLANTIC UNIVERSITY   (United States)

^b KYOTO UNIVERSITY   (Japan)

Author keywords

Linear and nonlinear systems; Monte Carlo simulation; Non Gaussian excitations; Nonlinear filter; Random vibration; Statistical linearization; Stochastic differential equations

Indexed keywords

BOUNDARY CONDITIONS; COMPUTER SIMULATION; LINEAR SYSTEMS; LINEARIZATION; MONTE CARLO METHODS; NONLINEAR FILTERING; NONLINEAR SYSTEMS; NUMERICAL ANALYSIS; STATISTICAL METHODS;

NON-GAUSSIAN EXCITATIONS; NONLINEAR FILTER; RANDOM VIBRATION; STATISTICAL LINEARIZATION; STOCHASTIC DIFFERENTIAL EQUATIONS;

RANDOM PROCESSES;

EID: 33745913316     PISSN: 0924090X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11071-006-1461-3     Document Type: Article

References (15)

1. Cai, G. Q., Lin, Y. K., and Xu, W., 'Response and reliability of nonlinear systems under stationary non-Gaussian excitations', in Structural Stochastic Dynamic, Proceedings of Fourth International Coherence on Structural Stocliastic Dynamics, B. F. Spencer and E. A. Johnson (eds.), A. A. Balkema, Rotterdam, 1999, pp. 17-22.
2. Wu, C. and Cai, G. Q., 'Effects of excitation probability distribution on system response', International Journal of Non-Linear Mechanics 39, 2004, 1463-1472.
3. Liu, B. and Munson, D. C., 'Generation of a random sequence having a joint specified marginal distribution and autocovariance', IEEE Transaction on Acoustics, Speech, and Signal Processing 30, 1982, 973-983.
4. Sondhi, M. M., 'Random processes with specified spectral density and first-order probability density ', Bell System Technical Journal 62, 1983, 679-701.
5. Grigoriu, M., 'Crossing of non-Gaussian translation processes', Journal of Engineering Mechanics 110, 1984, 610-620.
6. Yamazaki, E and Shinozuka, M., 'Digital generation of non-Gaussian stochastic field', Journal of Engineering Meclianics 114, 1988, 1183-1197.
7. Iyengar, R. N. and Jaiswal, O. R., 'A new model for non-Gaussian random excitations', Probabilistic Engineering Mechanics 8, 1993, 281-287.
8. Gurley, K. R., Kareem, M., and Tognarelli, M. A., 'Simulation of a class of non-normal random processes', International Journal of Non-Linear Meclianics 31, 1996, 601-617.
9. Cai, G. Q. and Lin, Y. K., 'Generation of non-Gaussian stationary stochastic processes', Physical Review E54, 1996, 299-303.
10. Cai, G. Q. and Wu, C., 'Modeling of bounded stochastic processes', Probabilistic Engineering Mechanics 19, 2004, 197-203.
11. Ito, K., 'On stochastic differential equations', Memoirs of the American Mathematical Society 4, 1951, 289-302.
12. Hou, M. F., Zhou, Z., Noori, M., and Zhang, W., 'Non-Gaussian response of a single-degree-of-freedom system to a periodic excitation with random phase modulation', in Recent Advances in Mechanics of Structured Continua, AMD-Vol. 160/MD Vol. 41, ASME, 1993, pp. 27-33.
13. Ito, K., 'On a formula concerning stochastic differentials', Nagoya Mathematical Journal 3, 1951, 55-65.
14. Wong, E. and Zakai, M., 'On the relation between ordinary and stochastic equations', International Journal of Engineering Sciences 3, 1965, 213-229.
15. Lin, Y. K. and Cai, G. Q., Probabilistic Structural Dynamics, Theory and Applications, McGraw-Hill, New York, 1995.