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Research Papers

Probability Density Function Solution of Nonlinear Oscillators Subjected to Multiplicative Poisson Pulse Excitation on Velocity

[+] Author and Article Information
H. T. Zhu

Department of Civil and Environmental Engineering, University of Macau, Macao SAR, People’s Republic of Chinaya57401@umac.mo

G. K. Er

Department of Civil and Environmental Engineering, University of Macau, Macao SAR, People’s Republic of Chinagker@umac.mo

V. P. Iu

Department of Civil and Environmental Engineering, University of Macau, Macao SAR, People’s Republic of Chinavaipaniu@umac.mo

K. P. Kou

Department of Civil and Environmental Engineering, University of Macau, Macao SAR, People’s Republic of Chinakpkou@umac.mo

J. Appl. Mech 77(3), 031001 (Jan 22, 2010) (7 pages) doi:10.1115/1.4000385 History: Received December 11, 2007; Revised September 19, 2009; Published January 22, 2010; Online January 22, 2010

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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Copyright © 2010 by American Society of Mechanical Engineers
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Figures

Grahic Jump Location
Figure 1

Comparison of PDFs in Sec. 3: (a) PDFs of displacement, (b) logarithmic PDFs of displacement, (c) PDFs of velocity, and (d) logarithmic PDFs of velocity

Grahic Jump Location
Figure 2

Comparison of PDFs in Sec. 3: (a) PDFs of displacement, (b) logarithmic PDFs of displacement, (c) PDFs of velocity, and (d) logarithmic PDFs of velocity

Grahic Jump Location
Figure 3

Comparison of PDFs in Sec. 3: (a) PDFs of displacement, (b) logarithmic PDFs of displacement, (c) PDFs of velocity, and (d) logarithmic PDFs of velocity

Grahic Jump Location
Figure 4

Comparison of PDFs in Sec. 3: (a) PDFs of displacement, (b) logarithmic PDFs of displacement, (c) PDFs of velocity, and (d) logarithmic PDFs of velocity

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