泊松白噪声激励下非线性随机动力系统的概率密度函数解

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Status	已發表Published
	泊松白噪声激励下非线性随机动力系统的概率密度函数解
Alternative Title	PDF Solution to Nonlinear Stochastic Dynamic Systems Driven by Poisson White Noise
	Zhu, H. T.; Er, G. K.; Iu, V. P.; Kou, K. P.
	2008-11-01
Source Publication	第六届全国土木工程研究生学术论坛論文集
Abstract	A solution procedure for the stationary probability density function (PDF) is formulated with exponential-polynomial closure (EPC) method for nonlinear stochastic dynamic systems subjected to Poisson white noise. The PDF of the responses of the systems excited by Poisson white noise is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. With the EPC method, the PDF solution is assumed to be an exponential-polynomial function in state variables. Because of the particular choice of the PDF and weighting functions in the solution procedure, the generalized FPK equation is satisfied in the weak sense of integration and the problem of solving the generalized FPK equation is reduced to the problem of solving nonlinear algebraic equations. In order to evaluate the effectiveness of the EPC method in the case of Poisson white noise excitation, both van der Pol and Duffing systems are analyzed and investigated numerically with different levels of system nonlinearity. Numerical results show that the PDFs obtained with the EPC method are in good agreement with those obtained from Monte Carlo simulation, especially in the tail regions, which plays an important role in reliability analysis.
Keyword	Nonlinear stochastic dynamic system Poisson white noise probability density function generalized FPK equation
Language	其他語言Others
The Source to Article	PB_Publication
PUB ID	46005
Document Type	Conference paper
Collection	DEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING Faculty of Science and Technology
Recommended Citation GB/T 7714	Zhu, H. T.,Er, G. K.,Iu, V. P.,等. 泊松白噪声激励下非线性随机动力系统的概率密度函数解[C], 2008.
APA	Zhu, H. T.., Er, G. K.., Iu, V. P.., & Kou, K. P. (2008). 泊松白噪声激励下非线性随机动力系统的概率密度函数解. 第六届全国土木工程研究生学术论坛論文集.

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