• Transactions of the Korean Society of Mechanical Engineers
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• v.19 no.3
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• pp.697-704
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• 1995

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.

• Journal of the Korean Society for Precision Engineering
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• v.12 no.4
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• pp.127-134
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• 1995

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 a generalized stochastic model of dynamic system subjected to bot external and parametric nonstationary stochastic input. 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. But the second moment equation is founded to constitute an infinite coupled set of differential equations, so this equations are numerically evaluated by cumulant neglect closure method and Runge-Kutta method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2001.05a
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• pp.892-896
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• 2001

Investigation is performed on the stability of nonlinear system under turbulent fluid motion modelled as white noise random process, which is a preliminary result in the course of research on the characteristic and nonlinear control of the stochastic system. Adopted physical model is beam-type structure with tip-mass and main base mass. The governing equation is derived via F-P-K approach in stochastic sense. By means of Gaussian Closure method infinite dynamic moment equations due to system nonlinearity is closed to finite one. At the best of authors' knowledge, it is the first trial to design nonlinear controller by using of sliding mode technique in stochastic domain and control performance and effect in stochastic domain is studied.