A path integration algorithm for stochastic dynamical systems with multiple non-smooth events

被引：7
|
作者：
Peng, Jiahui [1 ]
Wang, Liang [1 ]
Wang, Bochen [1 ]
Jing, Kangkang [2 ]
Xu, Wei [1 ]
机构：
[1] Northwestern Polytech Univ, Sch Math & Stat, Dept Appl Probabil & Stat, Xian 710129, Peoples R China
[2] XiAn Mingde Inst Technol, Sch Gen Educ, Dept Math, Xian 710129, Peoples R China
来源：
MECHANICAL SYSTEMS AND SIGNAL PROCESSING | 2023年 / 185卷
基金：
中国国家自然科学基金;
关键词：
Extended path integration; Multiple non -smooth events; Ordered non -smooth events set; Stochastic response; VIBRO-IMPACT SYSTEM; PROBABILITY DENSITY-FUNCTIONS; FOKKER-PLANCK EQUATIONS; POISSONIAN WHITE-NOISE; NUMERICAL EVALUATION; NONLINEAR-SYSTEMS; FRICTION; TIME; STABILITY;
D O I：
10.1016/j.ymssp.2022.109764
中图分类号：
TH [机械、仪表工业];
学科分类号：
0802 ;
摘要：
An extended path integration method is designed for obtaining the stochastic response of systems with multiple non-smooth events. The concept of the ordered non-smooth events set is proposed, which makes complex non-smooth events orderly. Then we cleverly establish a regular mapping on this set according to the continuity in time and space, it allows multiple non-smooth events to be handled uniformly. Based on this, an extended path integration method is proposed to capture the non-smooth behavior of the system in a direct manner. The Duffing vibro-impact systems with various bilateral constraints are used as examples to show the novel results on constraints ob-tained by the extended path integration algorithm. Finally, Monte Carlo simulations prove that our algorithm has wide applicability and good accuracy.
引用
收藏
页数：13
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