Skip to main content
Log in

Probabilistic solution of a multi-degree-of-freedom Duffing system under nonzero mean Poisson impulses

  • Original Paper
  • Published:
Acta Mechanica Aims and scope Submit manuscript

Abstract

This paper investigates the probability density function (PDF) of multi-degree-of-freedom nonlinear systems excited by nonzero mean Poisson impulses. The PDF solution is governed by the Kolmogorov–Feller equation which is also called the generalized Fokker–Planck–Kolmogorov (FPK) equation. First the high-dimensional generalized FPK equation is reduced to a low-dimensional equation by a state-space-split method. The reduced FPK equation is further solved by an exponential-polynomial closure method. In numerical analysis, a ten-degree-of-freedom Duffing system is further investigated under nonzero mean Poisson impulses. The PDF distribution of impulse amplitudes is adopted with either a nonzero mean Gaussian distribution or a nonzero mean Rayleigh distribution. Comparison with the simulated results shows that the proposed solution procedure is effective to obtain a satisfactory PDF solution, especially in the tail region. The nonzero mean PDF of displacement is formulated due to nonzero mean Poisson impulses. The obtained PDF of displacement is not symmetrically distributed about its mean.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Chen L.C., Deng M.L., Zhu W.Q.: First passage failure of quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. Acta Mech. 206, 133–148 (2009)

    Article  MATH  Google Scholar 

  2. Chen L.C., Zhuang Q.Q., Zhu W.Q.: First passage failure of MDOF quasi-integrable Hamiltonian systems with fractional derivative damping. Acta Mech. 222, 245–260 (2011)

    Article  MATH  Google Scholar 

  3. Bai C.Q., Zhang H.Y.: A partition expansion method for nonlinear response analysis of stochastic dynamic systems with local nonlinearity. ASME J. Comput. Nonlinear Dyn. 8, 031009 (2013)

    Article  Google Scholar 

  4. Caughey T.K.: Equivalent linearization techniques. J. Acoust. Soc. Am. 35, 1706–1711 (1963)

    Article  MathSciNet  Google Scholar 

  5. Spanos P.D.: Stochastic linearization in structural dynamics. ASME Appl. Mech. Rev. 34, 1–8 (1981)

    MathSciNet  Google Scholar 

  6. Roberts J.B., Spanos P.D.: Random Vibration and Statistical Linearization. Dover, New York (2003)

    MATH  Google Scholar 

  7. Socha L.: Linearization in analysis of nonlinear stochastic systems: recent results—part I: theory. ASME Appl. Mech. Rev. 58, 178–205 (2005)

    Article  Google Scholar 

  8. Spanos P.D., Donley M.G.: Equivalent statistical quadratization for nonlinear systems. ASCE J. Eng. Mech. 117, 1289–1310 (1991)

    Article  Google Scholar 

  9. Spanos P.D., Donley M.G.: Non-linear multi-degree-of-freedom system random vibration by equivalent statistical quadratization. Int. J. Non-Linear Mech. 27, 735–748 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  10. Anh N.D., Hieu N.N., Linh N.N.: A dual criterion of equivalent linearization method for nonlinear systems subjected to random excitation. Acta Mech. 223, 645–654 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  11. Anh N.D., Hung L.X., Viet L.D.: Dual approach to local mean square error criterion for stochastic equivalent linearization. Acta Mech. 224, 241–253 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  12. Kougioumtzoglou I.A., Spanos P.D.: An approximate approach for nonlinear system response determination under evolutionary stochastic excitation. Curr. Sci. 97, 1203–1211 (2009)

    MathSciNet  Google Scholar 

  13. Basu B., Gupta V.K.: On equivalent linearization using wavelet transform. ASME J. Vib. Acoust. 121, 429–432 (1999)

    Article  Google Scholar 

  14. Spanos P.D., Kougioumtzoglou I.A.: Harmonic wavelets based statistical linearization for response evolutionary power spectrum determination. Prob. Eng. Mech. 27, 57–68 (2012)

    Article  Google Scholar 

  15. Tylikowski A., Marowski W.: Vibration of a non-linear single degree of freedom system due to Poissonian impulse excitation. Int. J. Non-Linear Mech. 21, 229–238 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  16. Grigoriu M.: Equivalent linearization for Poisson white noise input. Prob. Eng. Mech. 10, 45–51 (1995)

    Article  Google Scholar 

  17. Proppe C.: Equivalent linearization of MDOF systems under external Poisson white noise excitation. Prob. Eng. Mech. 17, 393–399 (2002)

    Article  Google Scholar 

  18. Er G.K.: An improved closure method for analysis of nonlinear stochastic systems. Nonlinear Dyn. 17, 285–297 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  19. Zhu H.T.: Nonzero mean response of nonlinear oscillators excited by additive Poisson impulses. Nonlinear Dyn. 69, 2181–2191 (2012)

    Article  Google Scholar 

  20. Shinozuka M.: Monte Carlo solution of structural dynamics. Comput. Struct. 2, 855–874 (1972)

    Article  Google Scholar 

  21. Muscolino G., Ricciardi G., Cacciola P.: Monte Carlo simulation in the stochastic analysis of non-linear systems under external stationary Poisson white noise input. Int. J. Non-Linear Mech. 38, 1269–1283 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  22. Grigoriu M.: Response of dynamic systems to Poisson white noise. J. Sound Vib. 195, 375–389 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  23. Yue X., Xu Y., Yuan J.: Approximate stationary solution for beam-beam interaction models with parametric Poisson white noise. CMES-Comput. Model. Eng. 93, 277–291 (2013)

    MathSciNet  Google Scholar 

  24. Caughey T.K., Ma F.: The exact steady-state solution of a class of non-linear stochastic systems. Int. J. Non-Linear Mech. 17, 137–142 (1982)

    Article  MathSciNet  MATH  Google Scholar 

  25. Vasta M.: Exact stationary solution for a class of non-linear systems driven by a non-normal delta-correlated process. Int. J. Non-Linear Mech. 30, 407–418 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  26. Cai G.Q., Lin Y.K.: Exact and approximate solutions for randomly excited MDOF non-linear systems. Int. J. Non-Linear Mech. 31, 647–655 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  27. Zhang Z., Wang R., Yasuda K.: On joint stationary probability density function of nonlinear dynamic systems. Acta Mech. 130, 29–39 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  28. Proppe C.: Exact stationary probability density functions for non-linear systems under Poisson white noise excitation. Int. J. Non-Linear Mech. 38, 557–564 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  29. Roberts J.B.: System response to random impulses. J. Sound Vib. 24, 23–34 (1972)

    Article  MATH  Google Scholar 

  30. Langley R.S.: A finite element method for the statistics of non-linear random vibration. J. Sound Vib. 101, 41–54 (1985)

    Article  MATH  Google Scholar 

  31. Köylüoǧlu H.U., Nielsen S.R.K., Iwankiewicz R.: Reliability of non-linear oscillators subject to Poisson driven impulses. J. Sound Vib. 176, 19–33 (1994)

    Article  Google Scholar 

  32. Köylüoǧlu H.U., Nielsen S.R.K., Iwankiewicz R.: Response and reliability of Poisson-driven systems by path integration. ASCE J. Eng. Mech. 121, 117–130 (1995)

    Article  Google Scholar 

  33. Di Paola M., Santoro R.: Non-linear systems under Poisson white noise handled by path integral solution. J. Vib. Control 14, 35–49 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  34. Xu Y., Guo R., Jia W.T., Li J.J.: Stochastic averaging for a class of single degree of freedom systems with combined Gaussian noises. Acta Mech. 225, 2611–2620 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  35. Muscolino G., Ricciardi G.: Probability density function of MDOF structural systems under non-normal delta-correlated inputs. Comput. Methods Appl. Mech. Eng. 168, 121–133 (1999)

    Article  MATH  Google Scholar 

  36. Zeng Y., Zhu W.Q.: Stochastic averaging of N-dimensional non-linear dynamical systems subject to non-Gaussian wide-band random excitations. Int. J. Non-Linear Mech. 45, 572–586 (2010)

    Article  Google Scholar 

  37. Zeng Y., Zhu W.Q.: Stochastic averaging of quasi-nonintegrable-Hamiltonian systems under Poisson white noise excitation. ASME J. Appl. Mech. 78, 021002 (2011)

    Article  Google Scholar 

  38. Xu Y., Xu W., Mahmoud G.M.: On a complex beam-beam interaction model with random forcing. Phys. A 336, 347–360 (2004)

    Article  Google Scholar 

  39. Xu Y., Zhang H., Xu W.: On stochastic complex beam-beam interaction models with Gaussian colored noise. Phys. A 384, 259–272 (2007)

    Article  MATH  Google Scholar 

  40. Xu Y., Gu R., Zhang H., Xu W., Duan J.: Stochastic bifurcations in a bistable Duffing–Van der Pol oscillator with colored noise. Phys. Rev. E 83, 056215 (2011)

    Article  Google Scholar 

  41. Xu Y., Duan J., Xu W.: An averaging principle for stochastic dynamical systems with Lévy noise. Phys. D 240, 1395–1401 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  42. Xu Y., Pei B., Li Y.: An averaging principle for stochastic differential delay equations with fractional Brownian motion. Abstr. Appl. Anal. 2014, 479195 (2014)

    MathSciNet  Google Scholar 

  43. Er G.K., Iu V.P.: State-space-split method for some generalized Fokker-Planck-Kolmogorov equations in high dimensions. Phys. Rev. E 85, 067701 (2012)

    Article  Google Scholar 

  44. Zhu H.T.: Probabilistic solution of some multi-degree-of-freedom nonlinear systems under external independent Poisson white noises. J. Acoust. Soc. Am. 131, 4550–4557 (2012)

    Article  Google Scholar 

  45. Iwankiewicz R., Nielsen S.R.K.: Solution techniques for pulse problems in non-linear stochastic dynamics. Prob. Eng. Mech. 15, 25–36 (2000)

    Article  Google Scholar 

  46. Pirrotta A.: Multiplicative cases from additive cases: extension of Kolmogorov–Feller equation to parametric Poisson white noise processes. Prob. Eng. Mech. 22, 127–135 (2007)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to H. T. Zhu.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Zhu, H.T. Probabilistic solution of a multi-degree-of-freedom Duffing system under nonzero mean Poisson impulses. Acta Mech 226, 3133–3149 (2015). https://doi.org/10.1007/s00707-015-1372-9

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00707-015-1372-9

Keywords

Navigation