Modeling nonlinear random vibration: Implication of the energy conservation law

arXiv1206.4069MaRDI QIDQ6233774FDOQ6233774

Publication date: 18 June 2012

Abstract: Nonlinear random vibration under excitations of both Gaussian and Poisson white noises is considered. The model is based on stochastic differential equations, and the corresponding stochastic integrals are defined in such a way that the energy conservation law is satisfied. It is shown that Stratonovich integral and Di Paola-Falsone integral should be used for excitations of Gaussian and Poisson white noises, respectively, in order for the model to satisfy the underlining physical laws (e.g., energy conservation). Numerical examples are presented to illustrate the theoretical results.

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