Options
Dynamic response of mechanical systems to impulse process stochastic excitations: markov approach
Citation Link: https://doi.org/10.15480/882.1856
Publikationstyp
Journal Article
Date Issued
2016-06-02
Sprache
English
Author(s)
Iwankiewicz, Radosław
Institut
TORE-DOI
Volume
721
Issue
1
Start Page
Art.-Nr. 012010
Citation
Journal of Physics: Conference Series 1 (721): 012010- (2016-06-02)
Contribution to Conference
Publisher DOI
Scopus ID
Publisher
IOP
Methods for determination of the response of mechanical dynamic systems to Poisson and non-Poisson impulse process stochastic excitations are presented. Stochastic differential and integro-differential equations of motion are introduced. For systems driven by Poisson impulse process the tools of the theory of non-diffusive Markov processes are used. These are: the generalized Itô's differential rule which allows to derive the differential equations for response moments and the forward integro-differential Chapman-Kolmogorov equation from which the equation governing the probability density of the response is obtained. The relation of Poisson impulse process problems to the theory of diffusive Markov processes is given. For systems driven by a class of non-Poisson (Erlang renewal) impulse processes an exact conversion of the original non-Markov problem into a Markov one is based on the appended Markov chain corresponding to the introduced auxiliary pure jump stochastic process. The derivation of the set of integro-differential equations for response probability density and also a moment equations technique are based on the forward integro-differential Chapman-Kolmogorov equation. An illustrating numerical example is also included.
DDC Class
600: Technik
Loading...
Name
Iwankiewicz_2016_J._Phys.__Conf._Ser._721_012010.pdf
Size
1.2 MB
Format
Adobe PDF