STOCHASTIC-ANALYSIS OF TIME-VARIANT NONLINEAR DYNAMIC-SYSTEMS - PART 2 - METHODS OF STATISTICAL MOMENTS, STATISTICAL LINEARIZATION AND THE FPK EQUATION
Sv. Ulyanov et al., STOCHASTIC-ANALYSIS OF TIME-VARIANT NONLINEAR DYNAMIC-SYSTEMS - PART 2 - METHODS OF STATISTICAL MOMENTS, STATISTICAL LINEARIZATION AND THE FPK EQUATION, Probalistic engineering mechanics, 13(3), 1998, pp. 205-226
In this, the second of a two part paper, the applications of the Fokke
r-Planck-Kolmogorov (FPK) method to stochastic analysis of time-varian
t nonlinear systems are considered. A new class of dynamic systems wit
h stochastic nonlinearity and jump parametric exitations is introduced
. The comparison of accuracy of different statistical methods such as
statistical linearization is discussed. (C) 1998 Elsevier Science Limi
ted.