Application of complex stochastic averaging to nonlinear random vibration problems

DOI10.1016/0020-7462(87)90006-0MaRDI QIDQ1088495zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1987

Published in International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-7462(87)90006-0

zbMATH Keywords

complex-variable settingIto equationsnonlinear systemsparametric and external random excitationsstochastic averaging procedureunit Wiener processwhite noises

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Random vibrations in mechanics of particles and systems (70L05) Random vibrations in dynamical problems in solid mechanics (74H50)

Review text

The stochastic averaging procedure in a complex-variable setting, used previously by \textit{S. T. Ariaratnam} and \textit{D. S. F. Tam} [Stoch. Probl. in Dyn., Symp. Univ. Southampton 1976; 90-105 (1977; Zbl 0377.93030)] to analyze a linear system under random parametric excitation, is extended to nonlinear systems under both parametric and external random excitations. It is shown that equations for the moments of the system response, while still constituting an infinite hierarchy, form a simpler pattern compared with the corresponding equations obtained from the usual amplitude and phase formulation. From this simpler pattern, it is possible to identify those moments which tend to zero at the stationary state. Furthermore, a much smaller number of equations needs to be solved when the infinite hierarchy is truncated to calculate approximately the non-zero moments.

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• Stochastically perturbed Hopf bifurcation in an extended Volterra-Lotka system
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