showing 15 related works from this author
Higher order statistics of the response of MDOF linear systems under polynomials of filtered normal white noises
1997
This paper exploits the work presented in the companion paper in order to evaluate the higher order statistics of the response of linear systems excited by polynomials of filtered normal processes. In fact, by means of a variable transformation, the original system is replaced by a linear one excited by external and linearly parametric white noise excitations. The transition matrix of the new enlarged system is obtained simply once the transition matrices of the original system and of the filter are evaluated. The method is then applied in order to evaluate the higher order statistics of the approximate response of nonlinear systems to which the pseudo-force method is applied.
Ito and Stratonovich integrals for delta-correlated processes
1993
Abstract In this paper the generalization of the Itd and Stratonovich integrals for the case of non-linear systems excited by parametric delta-correlated processes is presented. This generalization gives a new light on the corrective coefficients in the stochastic differential equations driven by parametric delta-correlated processes. The full significance of these corrective terms is evidenced by means of some examples.
Stochastic linearization of MDOF systems under parametric excitations
1992
Abstract The stochastic linearization approach is examined for non-linear systems subjected to parametric type excitations. It is shown that, for these systems too, stochastic linearization and Gaussian closure are two equivalent approaches if the former is applied to the coefficients of the Ito differential rule. A critical review of other stochastic linearization approaches is also presented and discussed by means of simple examples.
Stochastic dynamics of nonlinear systems driven by non-normal delta-correlated processes
1993
In this paper, nonlinear systems subjected to external and parametric non-normal delta-correlated stochastic excitations are treated. A new interpretation of the stochastic differential calculus allows first a full explanation of the presence of the Wong-Zakai or Stratonovich correction terms in the Itoˆ’s differential rule. Then this rule is extended to take into account the non-normality of the input. The validity of this formulation is confirmed by experimental results obtained by Monte Carlo simulations.
Response Correlations of Linear Systems with White Noise Linearly Parametric Inputs
1996
Relationships between moments and correlations of the response of linear systems subjected to linearly parametric normal white noise inputs are here reported. They are obtained by extensively using the properties of the stochastic integral calculus.
Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies
1992
The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.
Higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses
1999
The higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses are evaluated by means of knowledge of the first order statistics and without any further integration. This is made possible by a coordinate transformation which replaces the original system by a quasi-linear one with parametric Poisson delta-correlated input; and, for these systems, a simple relationship between first order and higher order statistics is found in which the transition matrix of the dynamical new system, incremented by the correction terms necessary to apply the Ito calculus, appears.
Effect of uncertain damping coefficient on the response of a SDOF system
2022
In this paper, a full probabilistic description of the response of a randomized SDOF system in both the time and the frequency domain is done. Considering that the damping of the structure does not simply relate to any single physical phenomenon, the sensitivity of the response to the randomness of the damping parameter is investigated. The stochastic analysis is conducted via the Probability Transformation Method therefore the first probability density function of the response is evaluated. The effect of the uncertain damping coefficient on the response of the SDOF system has been investigated through several numerical examples. From the response probability density function as well as fro…
Random analysis of geometrically non-linear FE modelled structures under seismic actions
1990
Abstract In the framework of the finite element (FE) method, by using the “total Lagrangian approach”, the stochastic analysis of geometrically non-linear structures subjected to seismic inputs is performed. For this purpose the equations of motion are written with the non-linear contribution in an explicit representation, as pseudo-forces, and with the ground motion modelled as a filtered non-stationary white noise Gaussian process, using a Tajimi-Kanai-like filter. Then equations for the moments of the response are obtained by extending the classical Ito's rule to vectors of random processes. The equations of motion, and the equations for moments, obtained here, show a perfect formal simi…
Higher order statistics of the response of MDOF linear systems excited by linearly parametric white noises and external excitations
1997
The aim of this paper is the evaluation of higher order statistics of the response of linear systems subjected to external excitations and to linearly parametric white noise. The external excitations considered are deterministic or filtered white noise processes. The procedure implies the knowledge of the transition matrix connected to the linear system; this, however, has already been evaluated for obtaining the statistics at single times. The method, which avoids making further integrations for the evaluation of the higher order statistics, is very advantageous from a computational point of view.
Stochastic response of combined primary-secondary structures under seismic input
1992
A technique for non-stationary stochastic analysis of linear combined primary and secondary subsystems subjected to a zero-mean Gaussian base excitation is presented. The proposed technique, based on the use of the Taylor's expansion in evaluating the operators which appear in the step-by-step procedure, does not require the evaluation of the complex eigenproperties of the combined system. Operating in this way, even though the numerical procedure is a conditionally stable one, appears to be more efficient than existing methods to evaluate the dynamic response of such composite systems. It is also shown that the proposed procedure is available whether the seismic input is idealized as a fil…
Influence of the quadratic term in the alongwind stochastic response of SDOF structures
1996
A parametric study, regarding the influence of the quadratic pressure term, which is often neglected in the literature, on the stochastic alongwind response of a single-degree-of-freedom (SDOF) structure subjected to wind action, is presented. The results are reported in terms of percentages of difference in the evaluation of the response, by considering and neglecting the quadratic pressure term. The changing parameters considered are: the terrain drag coefficient, the structure height, the structure natural radian frequency, the structure damping coefficient and the wind reference mean velocity. The response stochastic analysis has been carried out in the time domain, by means of the mome…
Modal analysis for random response of MDOF systems
1990
The usefulness of the mode-superposition method of multidegrees of freedom systems excited by stochastic vector processes is here presented. The differential equations of moments of every order are written in compact form by means of the Kronecker algebra; then the method for integration of these equations is presented for both classically and non-classically damped systems, showing that the fundamental operator available for evaluating the response in the deterministic analysis is also useful for evaluating the response in the stochastic analysis.
Combined dynamic response of primary and multiply connected cascaded secondary subsystems
1991
A method is proposed for the deterministic and stochastic non-stationary analysis of linear composite systems with cascaded secondary subsystems subjected to a seismic input. This method makes it possible to evaluate, by means of a unitary formulation, the deterministic and non-stationary stochastic response of both classically and non-classically damped subsystems and of secondary subsystems multiply supported on the primary one, as well as the ground. The proposed procedure is very efficient from a computational point of view, because of the Kronecker algebra systematically employed. Indeed, by using this algebra, it is possible to obtain in a very compact and elegant form the eigenproper…
Non-linear oscillators under parametric and external poisson pulses
1994
The extended Ito calculus for non-normal excitations is applied in order to study the response behaviour of some non-linear oscillators subjected to Poisson pulses. The results obtained show that the non-normality of the input can strongly affect the response, so that, in general, it can not be neglected.