The stationary probability density function (PDF) solution of the stochastic responses is derived for nonlinear oscillators subjected to both additive and multiplicative Poisson white noises. The PDF solution is governed by the generalized Fokker–Planck–Kolmogorov (FPK) equation and obtained with the exponential-polynomial closure (EPC) method, which was originally proposed for solving the FPK equation. The extended EPC solution procedure is presented for the case of Poisson pulses in this paper. In order to evaluate the effectiveness of the solution procedure, nonlinear oscillators are investigated under multiplicative Poisson white noise excitation on velocity and additive Poisson white noise excitation. Both weakly and strongly nonlinear oscillators are considered, respectively. In the numerical analysis, both the unimodal and bimodal stationary PDFs of oscillator responses are obtained with the EPC method and Monte Carlo simulation. Compared with the simulation results, good agreement is achieved with the presented solution procedure in the case of the polynomial degree being 6, especially in the tail regions of the PDFs of the system responses.
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May 2010
Research Papers
Probability Density Function Solution of Nonlinear Oscillators Subjected to Multiplicative Poisson Pulse Excitation on Velocity
H. T. Zhu,
H. T. Zhu
Department of Civil and Environmental Engineering,
e-mail: ya57401@umac.mo
University of Macau
, Macao SAR, People’s Republic of China
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G. K. Er,
G. K. Er
Associate Professor
Department of Civil and Environmental Engineering,
e-mail: gker@umac.mo
University of Macau
, Macao SAR, People’s Republic of China
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V. P. Iu,
V. P. Iu
Professor
Department of Civil and Environmental Engineering,
e-mail: vaipaniu@umac.mo
University of Macau
, Macao SAR, People’s Republic of China
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K. P. Kou
K. P. Kou
Associate Professor
Department of Civil and Environmental Engineering,
e-mail: kpkou@umac.mo
University of Macau
, Macao SAR, People’s Republic of China
Search for other works by this author on:
H. T. Zhu
Department of Civil and Environmental Engineering,
University of Macau
, Macao SAR, People’s Republic of Chinae-mail: ya57401@umac.mo
G. K. Er
Associate Professor
Department of Civil and Environmental Engineering,
University of Macau
, Macao SAR, People’s Republic of Chinae-mail: gker@umac.mo
V. P. Iu
Professor
Department of Civil and Environmental Engineering,
University of Macau
, Macao SAR, People’s Republic of Chinae-mail: vaipaniu@umac.mo
K. P. Kou
Associate Professor
Department of Civil and Environmental Engineering,
University of Macau
, Macao SAR, People’s Republic of Chinae-mail: kpkou@umac.mo
J. Appl. Mech. May 2010, 77(3): 031001 (7 pages)
Published Online: January 22, 2010
Article history
Received:
December 11, 2007
Revised:
September 19, 2009
Online:
January 22, 2010
Published:
January 22, 2010
Citation
Zhu, H. T., Er, G. K., Iu, V. P., and Kou, K. P. (January 22, 2010). "Probability Density Function Solution of Nonlinear Oscillators Subjected to Multiplicative Poisson Pulse Excitation on Velocity." ASME. J. Appl. Mech. May 2010; 77(3): 031001. https://doi.org/10.1115/1.4000385
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