First-passage failure of multiple-degree-of-freedom nonlinear oscillators with lightly nonlinear dampings and strongly nonlinear stiffness subject to additive and/or parametric Gaussian white noise excitations is studied. First, by using the stochastic averaging method based on the generalized harmonic functions, the averaged It stochastic differential equation for the amplitudes of the nonlinear oscillators can be derived. Then the associated backward Kolmogorov equation of the conditional reliability function is established, and the conditional reliability is approximately expressed as a series expansion in terms of Kummer functions with time-dependent coefficients. By using the Galerkin method, the time dependent coefficients of the associated conditional reliability function can be solved by a set of differential equations. Finally, the proposed procedure is applied to Duffing-Van der Pol systems under external and/or parametric excitations of Gaussian white noises. The results are also verified by those obtained from Monte Carlo simulation of the original system. The effects of system parameters on first-passage failure are discussed briefly.
本文研究了调制白噪声激励下多自由度时滞非线性系统的近似瞬态响应概率密度.首先,由系统当前状态与时滞状态的关系,将原时滞系统近似等效为无时滞系统.然后,应用基于广义谐和函数的随机平均法,导出关于幅值瞬态概率密度的平均Fokker-Planck-Kolmogorov方程.该方程的解可通过级数式表示,基函数为幅值相关正交函数,系数为时间函数.应用Galerkin方法,系数可由一阶线性微分方程组解得,从而得出幅值响应的瞬态概率密度、状态空间概率密度及幅值统计矩的半解析表达式.最后,以调制白噪声激励下阻尼耦合的二自由度Duffing-van der Pol振子系统为例,验证其求解过程,并讨论不同时滞的影响.
The nonstationary probability densities of system response of a single-degree- of-freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied. Using the stochastic averaging method based on the generalized harmonic functions, the averaged Fokl^er-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set of properly selected basis functions with time-dependent coefficients. According to the Galerkin method, the time-dependent coefficients can be solved from a set of first-order linear differential equations. Then, the semi-analytical formulae of the nonstationary probability density of the amplitude response as well as the nonstationary probability density of the state response and the statistic moments of the amplitude response can be obtained. A van der Pol-Duffing oscillator subject to modulated white noise is given as an example to illustrate the proposed procedures. The effects of the system parameters, such as the linear damping coefficient and the nonlinear stiffness coefficient, on the system response are discussed.
