Envelope correlation function of the narrow-band non-Gaussian process

Vladimir Z. Lyandres; Mark Shahaf

doi:10.1016/0020-7462(95)00002-6

Envelope correlation function of the narrow-band non-Gaussian process

Vladimir Z. Lyandres, Mark Shahaf

Department of Electrical & Computer Engineering

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

The stationary response of oscillators possessing linear damping and non-linear stiffness to the white Gaussian noise excitation is considered. The original stochastic differential equation (SDE) is used to establish relations between the system parameters and the envelope correlation function. The approximation approach is based on the moment approximation and replacement of the envelope generating SDE by the new one with analytical solution of the corresponding Fokker-Planck equation. The usefulness of the method is illustrated by application to the randomly driven Duffing oscillator.

Original language	English
Pages (from-to)	359-369
Number of pages	11
Journal	International Journal of Non-Linear Mechanics
Volume	30
Issue number	3
DOIs	https://doi.org/10.1016/0020-7462(95)00002-6
State	Published - 1 Jan 1995

ASJC Scopus subject areas

Mechanics of Materials
Mechanical Engineering
Applied Mathematics

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10.1016/0020-7462(95)00002-6

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title = "Envelope correlation function of the narrow-band non-Gaussian process",

abstract = "The stationary response of oscillators possessing linear damping and non-linear stiffness to the white Gaussian noise excitation is considered. The original stochastic differential equation (SDE) is used to establish relations between the system parameters and the envelope correlation function. The approximation approach is based on the moment approximation and replacement of the envelope generating SDE by the new one with analytical solution of the corresponding Fokker-Planck equation. The usefulness of the method is illustrated by application to the randomly driven Duffing oscillator.",

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AU - Shahaf, Mark

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N2 - The stationary response of oscillators possessing linear damping and non-linear stiffness to the white Gaussian noise excitation is considered. The original stochastic differential equation (SDE) is used to establish relations between the system parameters and the envelope correlation function. The approximation approach is based on the moment approximation and replacement of the envelope generating SDE by the new one with analytical solution of the corresponding Fokker-Planck equation. The usefulness of the method is illustrated by application to the randomly driven Duffing oscillator.

AB - The stationary response of oscillators possessing linear damping and non-linear stiffness to the white Gaussian noise excitation is considered. The original stochastic differential equation (SDE) is used to establish relations between the system parameters and the envelope correlation function. The approximation approach is based on the moment approximation and replacement of the envelope generating SDE by the new one with analytical solution of the corresponding Fokker-Planck equation. The usefulness of the method is illustrated by application to the randomly driven Duffing oscillator.

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JO - International Journal of Non-Linear Mechanics

JF - International Journal of Non-Linear Mechanics

SN - 0020-7462

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ER -

Envelope correlation function of the narrow-band non-Gaussian process

Abstract

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