Skip to main content
Log in

Exact stationary solutions independent of energy for strongly nonlinear stochastic systems of multiple degrees of freedom

  • Published:
Science in China Series E: Technological Sciences Aims and scope Submit manuscript

Abstract

A new procedure is proposed to construct strongly nonlinear systems of multiple degrees of freedom subjected to parametric and/or external Gaussian white noises, whose exact stationary solutions are independent of energy. Firstly, the equivalent Fokker-Planck-Kolmogorov (FPK) equations are derived by using exterior differentiation. The main difference between the equivalent FPK equation and the original FPK equation lies in the additional arbitrary antisymmetric diffusion matrix. Then the exact stationary solutions and the structures of the original systems can be obtained by using the coefficients of antisymmetric diffusion matrix. The obtained exact stationary solutions, which are generally independent of energy, are for the most general class of strongly nonlinear stochastic systems multiple degrees of freedom (MDOF) so far, and some classes of the known ones dependent on energy belong to the special cases of them.

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. Caughery T K. Nonlinear theory of random vibration. Adv Appl Mech, 1971, 11: 209–253

    Article  Google Scholar 

  2. Andronov A A, Pontryagin L S, Witt A A. On the statistical investigation of dynamical systems. Zh Exp Teor Fiz (in Russian), 1933, 3: 165–180

    Google Scholar 

  3. Kramers H A. Brownian motion in a field of force and diffusion model of chemical reactions. Physica, 1940, 7: 284–304

    Article  MathSciNet  MATH  Google Scholar 

  4. Caughey T K, Payne H J. On the response of a class of self excited oscillators to stochastic excitation. Int J Non Lin Mech, 1967, 2: 125–151

    Article  MathSciNet  MATH  Google Scholar 

  5. Caughey T K, Ma F. The exact steady-state solution of a class of nonlinear stochastic systems. Int J Non Lin Mech, 1982, 17(3): 137–142

    Article  MathSciNet  MATH  Google Scholar 

  6. Caughey T K, Ma F. The steady-state response of a class of dynamical systems to stochastic excitation. ASME J Appl Mech, 1982, 49(3): 629–632

    Article  MathSciNet  MATH  Google Scholar 

  7. Dimentberg M F. An exact solution to a certain nonlinear random vibration problem. Int J Non Lin Mech, 1982, 17(4): 231–236

    Article  MathSciNet  MATH  Google Scholar 

  8. Yong Y, Lin Y K. Exact stationary-response solution for second order nonlinear systems under parametric and external white-noise excitations. ASME J Appl Mech, 1987, 54(2): 414–418

    Article  MathSciNet  MATH  Google Scholar 

  9. Lin Y K, Cai G Q. Exact stationary-response solution for second order nonlinear systems under parametric and external excitations, Part?. ASME J Appl Mech, 1988, 55(3): 702–705

    Article  MathSciNet  MATH  Google Scholar 

  10. Zhu W Q. Exact solutions for stationary responses of several classes of nonlinear systems to parametric and (or) external white noise excitations. Appl Math Mech, 1990, 11: 165–175

    Article  MathSciNet  MATH  Google Scholar 

  11. Fuller A T. Analysis of nonlinear stochastic systems by means of the Fokker-Planck equations. Int J Contr, 1969, 9: 603–655

    Article  MathSciNet  MATH  Google Scholar 

  12. Soize C. Steady state solution of Fokker-Planck equation in higher dimension. Probabilist Eng Mech, 1988, 3(4): 196–206

    Article  Google Scholar 

  13. Soize C. Exact stationary response of multi-dimensional nonlinear Hamiltonian dynamical systems under parametric and external stochastic excitations. J Sound Vib, 1991, 149(1): 1–24

    Article  MathSciNet  Google Scholar 

  14. Soize C. The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solution. Singapore: World Scientific, 1994

    MATH  Google Scholar 

  15. Zhu W Q, Cai G Q, Lin Y K. On exact stationary solutions of stochastically perturbed Hamiltonian systems. Probabilist Eng Mech, 1990, 5: 84–87

    Article  Google Scholar 

  16. Zhu W Q, Cai G Q, Lin Y K. Stochastically excited Hamiltonian systems. In: Bellomo N, Casciati F, Eds. Proc. of IUTAM Symposium in Nonlinear Stochastic Mechanics. Springer, 1992. 543–552

  17. Zhu W Q, Yang Y Q. Exact stationary solutions of stochastically excited and dissipated integrable Hamiltonian systems. ASME J Appl Mech, 1996, 63(2): 493–500

    Article  MathSciNet  MATH  Google Scholar 

  18. Huang Z L, Zhu W Q. Exact stationary solutions of averaged equations of stochastically and harmonically excited MDOF quasi-linear systems with internal and/or external resonances. J Sound Vib, 1997, 204(2): 249–258

    Article  MathSciNet  MATH  Google Scholar 

  19. Huang Z L, Zhu W Q. Exact stationary solutions of stochastically and harmonically excited and dissipated integrable Hamiltonian systems. J Sound Vib, 2000, 230(3): 709–720

    Article  MathSciNet  MATH  Google Scholar 

  20. Zhu W Q, Huang Z L. Exact stationary solutions of stochastically excited and dissipated partially integrable Hamiltonian systems. Int J Non Lin Mech, 2001, 36: 39–48

    Article  MathSciNet  MATH  Google Scholar 

  21. Zhu W Q. Nonlinear Stochastic Dynamics and Control: Framework of Hamiltonian Theory (in Chinese). Beijing: Science Press, 2003

    Google Scholar 

  22. Proppe C. Exact stationary probability density functions for nonlinear systems under Poisson white noise excitation. Int J Non Lin Mech, 2003, 38: 557–564

    Article  MathSciNet  MATH  Google Scholar 

  23. Wang R B, Yasuda K, Zhang Z K. A generalized analysis technique of the stationary FPK equation in nonlinear systems under Gaussian white noise excitations. Int J Eng Sci, 2000, 38: 1315–1330

    Article  MathSciNet  MATH  Google Scholar 

  24. To C W S. Nonlinear Random Vibration: Analytical Techniques and Applications. Netherlands: Swets & Zeitlinger, 2000

    MATH  Google Scholar 

  25. Lin Y K, Cai G Q. Probabilistic Structural Dynamics: Advanced Theory and Applications. New York: McGraw-Hill, 1995

    Google Scholar 

  26. Westenholz C Von. Differential Forms in Mathematical Physics. Amsterdam: North-Holland, 1981

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to ZhiLong Huang.

Additional information

Supported by the National Natural Science Foundation of China (Grant No. 10672142) and the Program for New Century Excellent Talents in University

Rights and permissions

Reprints and permissions

About this article

Cite this article

Huang, Z., Jin, X. Exact stationary solutions independent of energy for strongly nonlinear stochastic systems of multiple degrees of freedom. Sci. China Ser. E-Technol. Sci. 52, 2424–2431 (2009). https://doi.org/10.1007/s11431-008-0186-6

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11431-008-0186-6

Keywords

Navigation