Sadhana

, Volume 20, Issue 2–4, pp 389–402 | Cite as

Transient and stationary response statistics of van der Pol oscillators subjected to broad band random excitation

  • A Naess
  • B K Hegstad
Advances in nonlinear structural dynamics
  • 84 Downloads

Abstract

The joint probability density function of the state space vector of a white noise excited van der Pol oscillator satisfies a Fokker-Planck-Kolmogorov (FPK) equation. The paper describes a numerical procedure for solving the transient FPK equation based on the path integral solution (PIS) technique. It is shown that by combining the PIS with a cubicB-spline interpolation method, numerical solution algorithms can be implemented giving solutions of the FPK equation that can be made accurate down to very low probability levels. The method is illustrated by application to two specific examples of a van der Pol oscillator.

Keywords

Nonlinear vibration stochastic excitation random response van der Pol oscillator 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Andronov A A, Vitt A A, Khaikin S E 1987Theory of oscillators, (New York: Dover)Google Scholar
  2. Bergman L A, Spencer B F Jr 1992 Robust numerical solution of the transient Fokker-Planck equation for nonlinear dynamical systems.Proc. IUTAM Symposium on Nonlinear Stochastic Mechanics, Turin Italy (eds) N Bellomo, F Casciati (Berlin, Heidelberg: Springer-Verlag)Google Scholar
  3. Caughey T K 1959 Response of van der Pol’s oscillator to random excitation.J. Appl. Mech. 26: 345–348MATHMathSciNetGoogle Scholar
  4. Chiu H M, Hsu C S 1986 A cell mapping method for nonlinear deterministic and stochastic systems — Part II Examples of application.ASME J. Appl. Mech. 50: 953–962Google Scholar
  5. de Boor C 1978A practical guide to splines (New York: Springer-Verlag)MATHGoogle Scholar
  6. Hagedorn P 1988Non-linear oscillations 2nd edn (Oxford: Clarendon)MATHGoogle Scholar
  7. Hayashi C 1964Non-linear oscillations in physical systems (New York: McGraw-Hill)Google Scholar
  8. Hsu C S 1987Cell-to-cell mapping — A method of global analysis for nonlinear systems (New York: Springer-Verlag)MATHGoogle Scholar
  9. Langley R S 1985 A finite element method for the statistics of nonlinear random vibration.J. Sound Vib. 101: 41–54MATHCrossRefGoogle Scholar
  10. Langtangen H P 1991 A general numerical solution method for Fokker-Planck equations with applications to structural reliability.Probabilistic Eng. Mech. 6: 33–48CrossRefGoogle Scholar
  11. Naess A, Hegstad B K 1994 Response statistics of van der Pol oscillators excited by white noise.Nonlinear Dyn. 5: 287–297CrossRefGoogle Scholar
  12. Naess A, Johnsen J M 1991 Direct numerical simulation of the response statistics on nonlinear dynamic systems.Proc. Scandinavian Forum for Stochastic Mechanics I, Lund Institute of Technology, Swedish Council for Building Research, D7: 1991Google Scholar
  13. Naess A, Johnsen J M 1992 Response statistics of nonlinear dynamic systems by path integration.Proc. IUTAM Symposium on Nonlinear Stochastic Mechanics, Turin, Italy (eds) N Bellomo, F Casciati (Berlin, Heidelberg: Springer-Verlag)Google Scholar
  14. Naess A, Johnsen J M 1993 Response statistics of nonlinear, compliant off-shore structures by the path integral solution method.Probabilistic Eng. Mech. 8: 91–106CrossRefGoogle Scholar
  15. Piszczek K 1977 Influence of random disturbances on determined nonlinear vibration.Stochastic problems in dynamics (ed.) B L Clarkson (London: Pitman)Google Scholar
  16. Risken H 1989The Fokker-Planck equation 2nd edn. (Berlin: Springer-Verlag)MATHGoogle Scholar
  17. Spanos P T D 1979 Numerical simulations of a van der Pol oscillator.Comput. Math. Appl. 6: 135–145CrossRefMathSciNetGoogle Scholar
  18. Stratonovich R L 1967Topics in the theory of random noise (New York: Gordon and Breach) vol. 2MATHGoogle Scholar
  19. Sun J Q, Hsu C S 1990 The generalized cell mapping method in nonlinear random vibration based upon short-time Gaussian approximation.ASME J. Appl. Mech. 57: 1018–1025MathSciNetCrossRefGoogle Scholar
  20. van der Pol B 1927 Forced oscillations in a circuit with nonlinear resistance (reception with reactive triode).Philos. Mag. 7: 65–80Google Scholar
  21. Wehner M F, Wolfer W G 1983 Numerical evaluation of path integral solutions to Fokker-Planck equations.Phys. Rev. A27: 2663–2670Google Scholar
  22. Wong E, Hajek B 1985Stochastic processes in engineering systems (New York: Springer-Verlag)MATHGoogle Scholar
  23. Zhu W O, Yu J S 1987 On the response of van der Pol oscillator to white noise excitations.J. Sound Vib. 117: 421–431CrossRefMathSciNetGoogle Scholar

Copyright information

© Indian Academy of Sciences 1995

Authors and Affiliations

  • A Naess
    • 1
  • B K Hegstad
    • 2
  1. 1.Faculty of Civil EngineeringThe Norwegian Institute of TechnologyTrondheimNorway
  2. 2.Faculty of Physics and MathematicsThe Norwegian Institute of TechnologyTrondheimNorway

Personalised recommendations