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

DOI10.1016/J.AMC.2005.03.018MaRDI QIDQ2489413zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• A new path integration procedure based on Gauss-Legendre scheme
• An exact solution to a certain nonlinear random vibration problem
• Exact and approximate solutions for randomly excited MDOF nonlinear systems
• Numerical path integration of a non-homogeneous Markov process
• On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions
• Response statistics of nonlinear systems to combined deterministic and random excitations
• Stochastic averaging of strongly non-linear oscillators under combined harmonic and white-noise excitations
• The exact steady-state solution of a class of nonlinear stochastic systems

Cited in

(8)

• Numerical path integration of a non-homogeneous Markov process
• Path integral solution of vibratory energy harvesting systems
• Numerical path integration method based on bubble grids for nonlinear dynamical systems
• On double crater-like probability density functions of a Duffing oscillator subjected to harmonic and stochastic excitation
• Numerical meshfree path integration method for non-linear dynamic systems
• Path integration of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excita\-tions
• Local averaged path integration method approach for nonlinear dynamic systems
• Non-stationary response of variable-mass Duffing oscillator with mass disturbance modeled as Gaussian white noise

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