6533b7d3fe1ef96bd1261513

RESEARCH PRODUCT

A subtle error in conventional stochastic linearization techniques

Isaac ElishakoffPiero Colajanni

subject

Stochastic linearization; Random processesControl theoryLinearizationGeneral MathematicsApplied MathematicsNumerical analysisStochastic linearizationRandom processesGeneral Physics and AstronomyStatistical and Nonlinear PhysicsMathematicsQuintic function

description

Abstract The stochastic linearization technique as applied to the SDOF system is re-examined. Two standard procedures associated with the stochastic linearization, widely adopted in the literature, are shown to be erroneous. Two new procedures to correct the errors made in previous works are introduced. To gain more insight, the procedures are applied to the quintic oscillator. Comparative numerical analysis is performed.

https://doi.org/10.1016/s0960-0779(97)00086-6