Nonstationary probability densities of strongly nonlinear single-degree-of-freedom oscillators with time delay

作者：Jin X L; Huang Z L^*

来源：Nonlinear Dynamics, 2010, 59(1-2): 195-206.

DOI：10.1007/s11071-009-9532-x

• Time delay
• Nonstationary probability density
• Stochastic averaging method
• Galerkin method

The approximate nonstationary probability density of a nonlinear single-degree-of-freedom (SDOF) oscillator with time delay subject to Gaussian white noises is studied. First, the time-delayed terms are approximated by those without time delay and the original system can be rewritten as a nonlinear stochastic system without time delay. Then, the stochastic averaging method based on generalized harmonic functions is used to obtain the averaged It equation for amplitude of the system response and the associated Fokker-Planck-Kolmogorov (FPK) equation governing the nonstationary probability density of amplitude is deduced. Finally, the approximate solution of the nonstationary probability density of amplitude is obtained by applying the Galerkin method. The approximate solution is expressed as a series expansion in terms of a set of properly selected basis functions with time-dependent coefficients. The proposed method is applied to predict the responses of a Van der Pol oscillator and a Duffing oscillator with time delay subject to Gaussian white noise. It is shown that the results obtained by the proposed procedure agree well with those obtained from Monte Carlo simulation of the original systems.

• 出版日期2010-1
• 单位浙江大学