Transient stochastic response of quasi-partially integrable Hamiltonian systems

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	Transient stochastic response of quasi-partially integrable Hamiltonian systems
	Liu, Z.H. ; Geng, J.H. ; Zhu, W.Q. ; Liu ZH(刘中华)
刊名	http://dx.doi.org/10.1007/s00419-013-0788-8
	2014
关键词	Fokker Planck equation Galerkin methods Monte Carlo methods Probability density function Stochastic systems Transient analysis
英文摘要	The approximate transient response of multi-degree-of-freedom (MDOF) quasi-partially integrable Hamiltonian systems under Gaussian white noise excitation is investigated. First, the averaged Ito? equations for first integrals and the associated Fokker-Planck-Kolmogorov (FPK) equation governing the transient probability density of first integrals of the system are derived by applying the stochastic averaging method for quasi-partially integrable Hamiltonian systems. Then, the approximate solution of the transient probability density of first integrals of the system is obtained from solving the FPK equation by applying the Galerkin method. The approximate transient solution is expressed as a series in terms of properly selected base functions with time-dependent coefficients. The transient probability densities of displacements and velocities can be derived from that of first integrals. One example is given to illustrate the application of the proposed procedure. It is shown that the results for the example obtained by using the proposed procedure agree well with those from Monte Carlo simulation of the original system. ? 2013 Springer-Verlag Berlin Heidelberg.
语种	英语
出版者	SPRINGER
内容类型	期刊论文
源URL	[http://dspace.xmu.edu.cn/handle/2288/90050]
专题	建筑土木－已发表论文
推荐引用方式 GB/T 7714	Liu, Z.H.,Geng, J.H.,Zhu, W.Q.,et al. Transient stochastic response of quasi-partially integrable Hamiltonian systems[J]. http://dx.doi.org/10.1007/s00419-013-0788-8,2014.
APA	Liu, Z.H.,Geng, J.H.,Zhu, W.Q.,&刘中华.(2014).Transient stochastic response of quasi-partially integrable Hamiltonian systems.http://dx.doi.org/10.1007/s00419-013-0788-8.
MLA	Liu, Z.H.,et al."Transient stochastic response of quasi-partially integrable Hamiltonian systems".http://dx.doi.org/10.1007/s00419-013-0788-8 (2014).