Transactions of the Korean Society of Mechanical Engineers (대한기계학회논문집)
- Volume 19 Issue 3
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- Pages.697-704
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- 1995
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- 1225-5963(pISSN)
DOI QR Code
A Study on the Analysis of Stochastic Nonlinear Dynamic System
확률적 비선형 동적계의 해석에 관한 연구
Abstract
The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents the stochastic model of a nonlinear dynamic system with uncertain parameters under nonstationary stochastic inputs. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method and the second moment equation is numerically evaluated by stochastic process closure method, 4th cumulant neglect closure method and Runge-Kutta method. But the first and the second moment equations are coupled each other, so this equations are approximately evaluated by a iterative method. Finally the accuracy of the present method is verified by Monte Carlo simulation.
Keywords
- Stochastic Nonlinear Dynamic System;
- Stochastic Process Closure Method;
- Moment Equation;
- Random Variable;
- Stochastic Process
- 확률적 비선형 동적계;
- 확률과정근사법;
- 모멘트방정식;
- 확률변수;
- 확률과정;