Linearization Methods for Stochastic Dynamic Systems

Linearization Methods for Stochastic Dynamic Systems
Author: Leslaw Socha
Publisher: Springer
Total Pages: 392
Release: 2007-11-30
Genre: Technology & Engineering
ISBN: 3540729976

For most cases of interest, exact solutions to nonlinear equations describing stochastic dynamical systems are not available. This book details the relatively simple and popular linearization techniques available, covering theory as well as application. It examines models with continuous external and parametric excitations, those that cover the majority of known approaches.

Linearization Methods for Stochastic Dynamic Systems

Linearization Methods for Stochastic Dynamic Systems
Author: Lesław Socha
Publisher:
Total Pages: 0
Release: 2008
Genre: Mathematical physics
ISBN: 9788354072997

For most cases of interest, exact solutions to nonlinear equations describing stochastic dynamical systems are not available. The aim of this book is to give a systematic introduction to and overview of the relatively simple and popular linearization methods available. The scope is limited to models with continous external and parametric excitations, yet these cover the majority of known approaches. The book contains an application chapter with emphasis on vibration analysis of stochastic mechanical structures as well as a chapter devoted to the assessment of the accuracy of the theoretical methods presented, both with respect to numerical and to experimental studies. The material derives partly from graduate course notes developed by the author for courses and seminars over the past 20 years.

Random Vibration and Statistical Linearization

Random Vibration and Statistical Linearization
Author: John Brian Roberts
Publisher: Courier Corporation
Total Pages: 486
Release: 2003-12-09
Genre: Technology & Engineering
ISBN: 9780486432403

This self-contained volume explains the general method of statistical linearization and its use in solving random vibration problems. Numerous examples show advanced undergraduate and graduate students many practical applications. 1990 edition.

Nonlinear Dynamics and Stochastic Mechanics

Nonlinear Dynamics and Stochastic Mechanics
Author: Wolfgang Kliemann
Publisher: CRC Press
Total Pages: 397
Release: 2018-05-04
Genre: Mathematics
ISBN: 1351091956

Engineering systems have played a crucial role in stimulating many of the modern developments in nonlinear and stochastic dynamics. After 20 years of rapid progress in these areas, this book provides an overview of the current state of nonlinear modeling and analysis for mechanical and structural systems. This volume is a coherent compendium written by leading experts from the United States, Canada, Western and Eastern Europe, and Australia. The 22 articles describe the background, recent developments, applications, and future directions in bifurcation theory, chaos, perturbation methods, stochastic stability, stochastic flows, random vibrations, reliability, disordered systems, earthquake engineering, and numerics. The book gives readers a sophisticated toolbox that will allow them to tackle modeling problems in mechanical systems that use stochastic and nonlinear dynamics ideas. An extensive bibliography and index ensure this volume will remain a reference standard for years to come.

Stability and Stabilization of Nonlinear Systems with Random Structures

Stability and Stabilization of Nonlinear Systems with Random Structures
Author: I. Ya Kats
Publisher: CRC Press
Total Pages: 256
Release: 2002-08-22
Genre: Mathematics
ISBN: 0203218892

Nonlinear systems with random structures arise quite frequently as mathematical models in diverse disciplines. This monograph presents a systematic treatment of stability theory and the theory of stabilization of nonlinear systems with random structure in terms of new developments in the direct Lyapunov's method. The analysis focuses on dynamic sys

Nonlinear Dynamics of Chaotic and Stochastic Systems

Nonlinear Dynamics of Chaotic and Stochastic Systems
Author: Vadim S. Anishchenko
Publisher: Springer Science & Business Media
Total Pages: 463
Release: 2007-07-20
Genre: Science
ISBN: 3540381686

We present an improved and enlarged version of our book Nonlinear - namics of Chaotic and Stochastic Systems published by Springer in 2002. Basically, the new edition of the book corresponds to its ?rst version. While preparingthiseditionwemadesomeclari?cationsinseveralsectionsandalso corrected the misprints noticed in some formulas. Besides, three new sections have been added to Chapter 2. They are “Statistical Properties of Dynamical Chaos,” “E?ects of Synchronization in Extended Self-Sustained Oscillatory Systems,” and “Synchronization in Living Systems.” The sections indicated re?ect the most interesting results obtained by the authors after publication of the ?rst edition. We hope that the new edition of the book will be of great interest for a widesectionofreaderswhoarealreadyspecialistsorthosewhoarebeginning research in the ?elds of nonlinear oscillation and wave theory, dynamical chaos, synchronization, and stochastic process theory. Saratov, Berlin, and St. Louis V.S. Anishchenko November 2006 A.B. Neiman T.E. Vadiavasova V.V. Astakhov L. Schimansky-Geier Preface to the First Edition Thisbookisdevotedtotheclassicalbackgroundandtocontemporaryresults on nonlinear dynamics of deterministic and stochastic systems. Considerable attentionisgiventothee?ectsofnoiseonvariousregimesofdynamicsystems with noise-induced order. On the one hand, there exists a rich literature of excellent books on n- linear dynamics and chaos; on the other hand, there are many marvelous monographs and textbooks on the statistical physics of far-from-equilibrium andstochasticprocesses.Thisbookisanattempttocombinetheapproachof nonlinear dynamics based on the deterministic evolution equations with the approach of statistical physics based on stochastic or kinetic equations. One of our main aims is to show the important role of noise in the organization and properties of dynamic regimes of nonlinear dissipative systems.

Further Development of the Tail-Equivalent Linearization Method for Nonlinear Stochastic Dynamics

Further Development of the Tail-Equivalent Linearization Method for Nonlinear Stochastic Dynamics
Author: Marco Broccardo
Publisher:
Total Pages: 142
Release: 2014
Genre:
ISBN:

This dissertation provides the foundation for an in-depth understanding and significant development of the tail-equivalent linearization method (TELM) to solve different classes of nonlinear random vibration problems. The TELM is a linearization method that uses the first-order reliability method (FORM) to define a tail-equivalent linear system (TELS) and to estimate the tail of the response distribution for nonlinear systems under stochastic inputs. The method was originally developed in the time domain for inelastic systems. It was later extended in the frequency domain for a specific class of nonlinear excitations, while the frequency domain version for inelastic systems is covered in the present work. This dissertation mathematically formalizes and extends TELM analysis with different types of discretization of the input process. A general formulation for discrete representation of a Gaussian band-limited, white-noise process is introduced, which employs the sum of deterministic and orthogonal basis functions weighted by random coefficients. The selection of the basis functions completely defines the two types of discretizations used in the earlier works. Specifically, a train of equally spaced time delta-Dirac functions leads to the current time-domain discretization, while harmonic functions with equally spaced frequencies lead to the current frequency-domain discretization. We show that other types of orthogonal basis functions can be used with advantage to represent a Gaussian band-limited white noise and in particular we employ sinc basis functions, which are at the base of the Whittaker-Shannon interpolation formula. We demonstrate that this representation is suitable for reducing the total number of random variables that are necessary to describe the process, since it decouples the computational-time discretization from the band-limit of the process. Next, the dissertation tackles the problem of a nonlinear system subjected to multi-component excitations by defining an augmented standard normal space composed of all the random variables that define the multiple components of the excitation. The tail-equivalent linearization and definition of the TELS is taken in this new space. Once the augmented TELS is defined, response statistics of interest are determined by linear random vibration analysis by superposition of responses due to each component of the excitation. The method is numerically examined for an asymmetric structure with varying eccentricity and subjected to two statistically independent components of excitation. Several practical problems require analysis for non-stationary excitations. For this important class of problems the original TELM requires linearization for a series of points in time to study the evolution of response statistics. This procedure turns out to be computationally onerous. As an approximate alternative, we propose the evolutionary TELM, ETELM. In particular, we adopt the concepts of the evolutionary process theory, to define an evolutionary TELS, ETELS. The ETELS approximately estimates the continuous time evolution of the design point by only one TELM analysis. This is the essence of its efficiency compared to the standard TELM analysis. Among response statistics of interest, the first-passage probability represents the most important one for this class of problems. This statistic is efficiently computed by using the Au-Beck important sampling algorithm, which requires knowledge of the evolving design points, in conjunction with the ETELS. The method is successfully tested for five types of excitation: (I) uniformly modulated white noise, (II) uniformly modulated broad-band excitation, (III) uniformly modulated narrow-band excitation, (IV) time- and frequency-modulated broad-band excitation, and (V) time- and frequency-modulated narrow-band excitation.

Nonlinear Dynamics and Chaos

Nonlinear Dynamics and Chaos
Author: Steven H. Strogatz
Publisher: CRC Press
Total Pages: 532
Release: 2018-05-04
Genre: Mathematics
ISBN: 0429961111

This textbook is aimed at newcomers to nonlinear dynamics and chaos, especially students taking a first course in the subject. The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors.

Nonlinear Stochastic Systems in Physics and Mechanics

Nonlinear Stochastic Systems in Physics and Mechanics
Author: N. Bellomo
Publisher: World Scientific
Total Pages: 268
Release: 1987
Genre: Science
ISBN: 9789971502492

This book presents the conceptional line which goes from the observation of physical systems to their modeling and analysis by ordinary differential nonlinear stochastic equations.First, the problems of the mathematical modeling of physical systems are developed. These mathematical models are then classified in terms of ordinary differential stochastic equations from which both qualitative and quantitative results are developed.Each one of the various subjects are methods dealt with ends with an application in mathematical physics or in nonlinear mechanics.