Probabilistic solutions of nonlinear oscillators excited by combined colored and white noise excitations
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- 作者：Guo Siu-Siu ; Shi Qingxuan ; shiqx@xauat.edu.cn" class="auth_mail" title="E-mail the corresponding author
- 关键词：Fokker-Planck-Kolmogorov (FPK) equation ; Colored noise ; Filtered normal process ; Narrow-banded noise
- 刊名：Communications in Nonlinear Science and Numerical Simulation
- 出版年：2017
- 出版时间：March 2017
- 年：2017
- 卷：44
- 期：Complete
- 页码：414-423
- 全文大小：804 K
文摘
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Introducing colored noise as an additional state variable results in 4-dimensional FPK equation.
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The EPC method is developed and improved to solve 4-dimensional FPK equation with approximate solution involving four state variables.
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Power spectral densities for Gaussian and non-Gaussian colored noise excitations are respectively given.
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The EPC method provides relatively accurate estimates of the stationary probabilistic solutions.