This paper deals with the approximate nonstationary probability density of a class of nonlinear vibrating system excited by colored noise. First, the stochastic averaging method is adopted to obtain the averaged It6 e...This paper deals with the approximate nonstationary probability density of a class of nonlinear vibrating system excited by colored noise. First, the stochastic averaging method is adopted to obtain the averaged It6 equation for the amplitude of the system. The corresponding Fokker-Planck-Kolmogorov equation governing the evolutionary probability density function is deduced. Then, the approximate solution of the Fokker-Planck-Kolmogorov equation is derived by applying the Galerkin method. The solution is expressed as a sum of a series of expansion in terms of a set of proper basis functions with time- depended coefficients. Finally, an example is given to illustrate the proposed procedure. The validity of the proposed method is confirmed by Monte Carlo Simulation.展开更多
基金supported by the National Natural Science Foundation of China (Grant Nos. 10872165 and 10932009)
文摘This paper deals with the approximate nonstationary probability density of a class of nonlinear vibrating system excited by colored noise. First, the stochastic averaging method is adopted to obtain the averaged It6 equation for the amplitude of the system. The corresponding Fokker-Planck-Kolmogorov equation governing the evolutionary probability density function is deduced. Then, the approximate solution of the Fokker-Planck-Kolmogorov equation is derived by applying the Galerkin method. The solution is expressed as a sum of a series of expansion in terms of a set of proper basis functions with time- depended coefficients. Finally, an example is given to illustrate the proposed procedure. The validity of the proposed method is confirmed by Monte Carlo Simulation.
