A Wiener path integral (WPI) technique based on a variational formulation is developed for nonlinear oscillator stochastic response determination and reliability assessment. This is done in conjunction with a stochastic averaging/linearization treatment of the problem. Specifically, first, the nonlinear oscillator is cast into an equivalent linear one with time-varying stiffness and damping elements. Next, relying on the concept of the most probable path, a closed-form approximate analytical expression for the oscillator joint transition probability density function (PDF) is derived for small time intervals. Finally, the transition PDF in conjunction with a discrete version of the Chapman–Kolmogorov (C–K) equation is utilized for advancing the solution in short-time steps. In this manner, not only the nonstationary response PDF but also the oscillator survival probability and first-passage PDF are determined. In comparison with existing numerical path integral schemes, a significant advantage of the proposed WPI technique is that closed-form analytical expressions are derived for the involved multidimensional integrals; thus, the computational cost is kept at a minimum level. The hardening Duffing and the bilinear hysteretic oscillators are considered as numerical examples. Comparisons with pertinent Monte Carlo simulation (MCS) data demonstrate the reliability of the developed technique.
Nonlinear Oscillator Stochastic Response and Survival Probability Determination via the Wiener Path Integral
Manuscript received September 1, 2014; final manuscript received January 20, 2015; published online April 20, 2015. Assoc. Editor: Athanasios Pantelous.
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Zhang, Y., and Kougioumtzoglou, I. A. (April 20, 2015). "Nonlinear Oscillator Stochastic Response and Survival Probability Determination via the Wiener Path Integral." ASME. ASME J. Risk Uncertainty Part B. June 2015; 1(2): 021005. https://doi.org/10.1115/1.4029754
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