Power Spectral Density of Nonlinear System Response: The Recursion Method
DOI10.1115/1.2900801zbMATH Open0774.70019OpenAlexW1991414111MaRDI QIDQ3134435FDOQ3134435
Authors: Valéry R. Roy, P. D. Spanos
Publication date: 14 September 1993
Published in: Journal of Applied Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1115/1.2900801
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power seriesLanczos algorithmspectral momentslarge frequencieswhite noise excitationFokker-Planck- Kolmogorov equation\(J\)-fraction representationdouble-well Duffing oscillatorsvan der Pol type oscillators
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- MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS
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