Abstract
Stochastic equivalent linearization is the most popular approximation method for the dynamic of a non-linear system under random excitation. A complete presentation of this method can be found in [4]. Despite the fact it was introduced 40 years ago, the first justification was proposed by F.Kozin [3] in 1987. Another approach was recently introduced by the author in collaboration with L. Wu [2], based on the use of a large deviation principle. The goal of this contribution is to present this approach to the stochastic dynamic engineering public.
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References
Alaoui Ismaili M.(1995) PHD thesis, Université Blaise Pascal
Bernard P., Wu L.(1995) Linéarisation d’un oscillateur excité par un bruit blanc: un point de vue entropique, Report of the Laboratoire de Mathématiques Appliquées, Université Biaise Pascal
Kozin F.(1988) The Method of Statistical Linearization for Non-linear Stochastic Vibrations, in Nonlinear Stochastic Dynamic Engineering Systems, F.Ziegler, G.I.Schueller Editors, Springer Verlag
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S.R.S.Varadhan S.R.S.(1984) Large Deviations and Applications, SIAM Publications 46.
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© 1996 Kluwer Academic Publishers
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Bernard, P. (1996). Stochastic Linearization and Large Deviations. In: Naess, A., Krenk, S. (eds) IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics. Solid Mechanics and its Applications, vol 47. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-0321-0_5
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DOI: https://doi.org/10.1007/978-94-009-0321-0_5
Publisher Name: Springer, Dordrecht
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