File:Prediction of extreme response of nonlinear oscillators subjected to random loading using the path integral solution technique (IA jresv99n4p465).pdf
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[edit]Prediction of extreme response of nonlinear oscillators subjected to random loading using the path integral solution technique ( ) | ||
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Author |
Naess, A. |
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Title |
Prediction of extreme response of nonlinear oscillators subjected to random loading using the path integral solution technique |
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Volume | 99 | |
Publisher |
National Institute of Standards and Technology |
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Description |
Journal of Research of the National Institute of Standards and Technology Subjects: extreme response; path integral solution; nonlinear oscillators; random loading |
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Language | English | |
Publication date |
July 1994 publication_date QS:P577,+1994-07-00T00:00:00Z/10 |
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Current location |
IA Collections: NISTJournalofResearch; NISTresearchlibrary; fedlink; americana |
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Accession number |
jresv99n4p465 |
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Source | ||
Permission (Reusing this file) |
The Journal of Research of the National Institute of Standards and Technology is a publication of the U.S. Government. The papers are in the public domain and are not subject to copyright in the United States. However, please pay special attention to the individual works to make sure there are no copyright restrictions indicated. Individual works may require securing other permissions from the original copyright holder. |
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Short title | Prediction of extreme response of nonlinear oscillators subjected to random loading using the path integral solution technique |
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Image title | This paper studies the applicability of the path integral solution technique for estimating extreme response of nonlinear dynamic oscillators whose equations of motion can be modelled by the use of Ito stochastic differential equations. The state vector process associated with such a model is generally a diffusion process, and the probability density function of the state vector thus satisfies the Fokker-Planck-Kolmogorov equation. It is shown that the path integral solution technique combined with an appropriate numerical scheme constitutes a powerful method for solving the Fokker-Planck-Kolmogorov equation with natural boundary conditions. With the calculated probability density function of the state vector in hand, one can proceed to calculate the required quantities for estimating extreme response. The proposed method distinguishes itself by remarkably high accuracy and numerical robustness. These features are highlighted by application to example studies of nonlinear oscillators excited by white noise. |
Author | Naess |
Keywords |
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Software used | LuraDocument PDF Compressor Server 5.6.64.44 |
Conversion program | LuraDocument PDF v2.44 |
Encrypted | no |
Page size |
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Version of PDF format | 1.4 |