Study of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excitations by path integration

DOI10.1016/j.amc.2005.03.018zbMath1088.65003OpenAlexW2092799917MaRDI QIDQ2489413

Yanyan Li

Publication date: 28 April 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.03.018

zbMATH Keywords

periodic solutionFokker-Planck-Kolmogorov equationGauss-Legendre integration formulaHarmonic and stochastic excitationsProbability density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

Non-stationary response of variable-mass Duffing oscillator with mass disturbance modeled as Gaussian white noise ⋮ Numerical path integration method based on bubble grids for nonlinear dynamical systems ⋮ Numerical meshfree path integration method for non-linear dynamic systems ⋮ Local averaged path integration method approach for nonlinear dynamic systems ⋮ Path integral solution of vibratory energy harvesting systems

Cites Work

• Response statistics of nonlinear systems to combined deterministic and random excitations
• Numerical path integration of a non-homogeneous Markov process
• The exact steady-state solution of a class of nonlinear stochastic systems
• A new path integration procedure based on Gauss-Legendre scheme
• Exact and approximate solutions for randomly excited MDOF nonlinear systems
• On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions
• An exact solution to a certain nonlinear random vibration problem
• STOCHASTIC AVERAGING OF STRONGLY NON-LINEAR OSCILLATORS UNDER COMBINED HARMONIC AND WHITE-NOISE EXCITATIONS

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