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Numerical Solution of the Stationary FPK Equation for A Nonlinear Oscillator

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Book cover IUTAM Symposium on Nonlinearity and Stochastic Structural Dynamics

Part of the book series: Solid Mechanics and its Applications ((SMIA,volume 85))

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Abstract

Many situations occur in engineering in which the loading on structures and the resulting response are random. In the design of these structures it is important that the maximum stresses and fatigue life can be predicted and, for this purpose, it is necessary to employ probabilistic techniques to characterise the statistical properties of the response. For the situation when the system is linear and the excitation is Gaussian, the response statistics are well-known [1]. However, most engineering structures are nonlinear to some extent and these nonlinearities can have a significant influence on the response statistics of the system. This is especially the case at the “tails” of the response distribution which are used to predict the probability of failure.

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© 2001 Springer Science+Business Media Dordrecht

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Mcwilliam, S. (2001). Numerical Solution of the Stationary FPK Equation for A Nonlinear Oscillator. In: Narayanan, S., Iyengar, R.N. (eds) IUTAM Symposium on Nonlinearity and Stochastic Structural Dynamics. Solid Mechanics and its Applications, vol 85. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0886-0_12

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  • DOI: https://doi.org/10.1007/978-94-010-0886-0_12

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-3808-9

  • Online ISBN: 978-94-010-0886-0

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