Abstract
Dynamical systems with multiphcative (parametric) random impulse process excitation are considered. A technique is developed to convert the usual differential equation of motion (physical equation) into an Itô’s type stochastic differential equation for random impulse process excitation multiplicative to the velocity term of the equation of motion. The use is made of the generahzed Itô’s differential rule and of the properties of the increments of the underlying regular random counting process. It is found that the diffusion term rather than the drift term has to be corrected. For linear and quadratic velocity terms the corrected diffusion terms are given in a closed form.
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Iwankiewicz, R. (2003). Dynamical Systems with Multiplicative Random Impulse Process Excitation. In: Namachchivaya, N.S., Lin, Y.K. (eds) IUTAM Symposium on Nonlinear Stochastic Dynamics. Solid Mechanics and Its Applications, vol 110. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0179-3_30
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DOI: https://doi.org/10.1007/978-94-010-0179-3_30
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