Abstract
The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.
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© 1992 Springer-Verlag Berlin Heidelberg
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Di Paola, M., Falsone, G. (1992). Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies. In: Bellomo, N., Casciati, F. (eds) Nonlinear Stochastic Mechanics. IUTAM Symposia. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-84789-9_13
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DOI: https://doi.org/10.1007/978-3-642-84789-9_13
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