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Analysis of nonlinear oscillators under stochastic excitation by the Fokker-Planck-Kolmogorov equation

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Abstract

The paper deals with the analysis of stochastic mechanical systems with one degree of freedom and proposes a simple procedure to obtain a representation of the dynamical response. In particular, approximate solution of the FPK equation is obtained for a system subjected to a stochastic force term. The resolving procedure is implemented with reference to a polynomial expansion of the restoring force function. Numerical tests are performed with reference to Duffing and van der Pol oscillators, showing good agreement with simulated response.

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Authors and Affiliations

  1. Department of Scienza delle Costruzioni, University of Naples Politecnico, P. le Tecchio, Naples, Italy

    A. Baratta

  2. Centro di Ricerche Interdipartimentale, L.U.P.T., University of Naples, via G. Sanfelice. 8, Naples, Italy

    G. Zuccaro

Authors
  1. A. Baratta
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  2. G. Zuccaro
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Baratta, A., Zuccaro, G. Analysis of nonlinear oscillators under stochastic excitation by the Fokker-Planck-Kolmogorov equation. Nonlinear Dyn 5, 255–271 (1994). https://doi.org/10.1007/BF00045336

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  • DOI: https://doi.org/10.1007/BF00045336

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