Stochastic stability of viscoelastic system under non-Gaussian colored noise excitation

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Abstract

This article examines a viscoelastic plate that is driven parametrically by a non-Guassian colored noise, which is simplified to an Ornstein-Uhlenbeck process based on the approximation method. To examine the moment stability property of the viscoelastic system, we use the stochastic averaging method, Girsanov theorem and Feynmann-Kac formula to derive the approximate analytic expansion of the moment Lyapunov exponent. Furthermore, the Monte Carlo simulation results for the original system are given to check the accuracy of the approximate analytic results. At the end of this paper, results are presented to show some quantitative pictures of the effects of the system parameters, noise parameters and viscoelastic parameters on the stability of the viscoelastic plate.

Keywords

viscoelastic system the moment Lyapunov exponents non-Gaussian colored noise stochastic averaging method the Monte Carlo simulation 
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© Science China Press and Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.State Key Lab of Mechanics and Control of Mechanical StructuresNanjing University of Aeronautics and AstronauticsNanjingChina

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